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In this paper we find nonasymptotic exponential upper bounds for the deviation in the ergodic theorem for families of homogeneous Markov processes. We find some sufficient conditions for geometric ergodicity uniformly over a parametric…

Probability · Mathematics 2012-05-10 Leonid Galtchouk , Serguei Pergamenchtchikov

Atomistic or ab-initio molecular dynamics simulations are widely used to predict thermodynamics and kinetics and relate them to molecular structure. A common approach to go beyond the time- and length-scales accessible with such…

In this paper, three efficient ensemble algorithms are proposed for fast-solving the random fluid-fluid interaction model. Such a model can be simplified as coupling two heat equations with random diffusion coefficients and a friction…

Numerical Analysis · Mathematics 2023-01-24 Yizhong Sun , Jiangshan Wang , Haibiao Zheng

Many biological systems and artificial structures are ramified, and present a high geometric complexity. In this work, we propose a space-averaged model of branched systems for conservation laws. From a one-dimensional description of the…

Computational Physics · Physics 2014-10-13 Diego Lopez , Emmanuel de Langre , Sébastien Michelin

We interpret the Lorentz force equation as a geodesic equation associated with a non-linear connection. Using a geometric averaging procedure, we prove that for narrow and smooth one-particle distribution functions whose supports are…

Mathematical Physics · Physics 2024-11-07 Ricardo Gallego Torrome

The aim of this study is tree-fold. First, we investigate the thermodynamics of the Ising models with respect to 2-multiple Hamiltonians. This extends the previous results of [Chazotte and Redig, Electron. J. Probably., 2014] to…

Probability · Mathematics 2022-03-18 Jung-Chao Ban , Wen-Guei Hu , Guan-Yu Lai

The Markov entropy decomposition (MED) is a recently-proposed, cluster-based simulation method for finite temperature quantum systems with arbitrary geometry. In this paper, we detail numerical algorithms for performing the required steps…

Statistical Mechanics · Physics 2013-05-29 Andrew J. Ferris , David Poulin

Bayesian inference with stochastic models is often difficult because their likelihood functions involve high-dimensional integrals. Approximate Bayesian Computation (ABC) avoids evaluating the likelihood function and instead infers model…

In this paper, we extend recent results on the convergence of ergodic averages along sequences generated by return times to shrinking targets in rapidly mixing systems, partially answering questions posed by the first author, Maass and the…

Dynamical Systems · Mathematics 2026-03-03 Sebastián Donoso , Sovanlal Mondal , Vicente Saavedra-Araya

The stochastic growth-fragmentation model describes the temporal evolution of a structured cell population through a discrete-time and continuous-state Markov chain. The simulations of this stochastic process and its invariant measure are…

Numerical Analysis · Mathematics 2025-05-20 Dawei Wu , Zhennan Zhou

In the present paper we examine the risk-sensitive and sampling issues associated with the problem of calculating generalized averages. By combining thermodynamic integration and Stationary Phase Monte Carlo techniques, we develop an…

Statistical Mechanics · Physics 2017-04-26 J. D. Doll , P. Dupuis , P. Nyquist

The morphology of nanostructured materials exhibiting a polydisperse porous space, such as aerogels, is very open porous and fine grained. Therefore, a simulation of the deformation of a large aerogel structure resolving the nanostructure…

Numerical Analysis · Mathematics 2024-03-04 Axel Klawonn , Martin Lanser , Lucas Mager , Ameya Rege

The partitioning of small molecules in cell membranes---a key parameter for pharmaceutical applications---typically relies on experimentally-available bulk partitioning coefficients. Computer simulations provide a structural resolution of…

Soft Condensed Matter · Physics 2017-12-04 Roberto Menichetti , Kiran H. Kanekal , Kurt Kremer , Tristan Bereau

Explicit and exact results are obtained for the joint queue-length distribution for the two-level non-preemptive Markovian priority queue. Marginal distributions are derived for the general multi-level problem. The results are based on a…

Probability · Mathematics 2023-12-08 Josef Zuk , David Kirszenblat

I present a theoretical model of a quantum statistical ensemble for which, unlike in conventional physics, the total number of particles is extremely small. The thermodynamical quantities are calculated by taking a small $N$ by virtue of…

Quantum Physics · Physics 2010-01-15 Enrico Prati

We present a coarse-grained model for linear polymers with a tunable number of effective atoms (blobs) per chain interacting by intra- and inter-molecular potentials obtained at zero density. We show how this model is able to accurately…

Soft Condensed Matter · Physics 2012-07-17 Giuseppe D'Adamo , Andrea Pelissetto , Carlo Pierleoni

A general mean field theory is presented for the construction of equilibrium coarse grained models. Inverse methods that reconstruct microscopic models from low resolution experimental data can be derived as particular implementations of…

Statistical Mechanics · Physics 2010-07-13 Luca Larini , Vinod Krishna

Markov chain Monte Carlo methods are primarily used for sampling from a given probability distribution and estimating multi-dimensional integrals based on the information contained in the generated samples. Whenever it is possible, more…

Statistical Mechanics · Physics 2017-05-22 Manuel Athènes , Pierre Terrier

The amoeba of a complex hypersurface is its image under a logarithmic projection. A number of properties of algebraic hypersurface amoebas are carried over to the case of transcendental hypersurfaces. We demonstrate the potential that…

Mathematical Physics · Physics 2015-06-03 Mikael Passare , Dmitry Pochekutov , August Tsikh

Ergodic properties of a stochastic medium complexity model for atmosphere and ocean dynamics are analysed. More specifically, a two-layer quasi-geostrophic model for geophysical flows is studied, with the upper layer being perturbed by…

Probability · Mathematics 2024-12-20 Giulia Carigi , Jochen Bröcker , Tobias Kuna
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