Related papers: Non-Stationary Forward Flux Sampling
We present a method for computing stationary distributions for activated processes in equilibrium and non-equilibrium systems using Forward Flux Sampling (FFS). In this method, the stationary distributions are obtained directly from the…
Rare events are ubiquitous in many different fields, yet they are notoriously difficult to simulate because few, if any, events are observed in a conventiona l simulation run. Over the past several decades, specialised simulation methods…
We present three algorithms for calculating rate constants and sampling transition paths for rare events in simulations with stochastic dynamics. The methods do not require a priori knowledge of the phase space density and are suitable for…
We introduce a path sampling method for obtaining statistical properties of an arbitrary stochastic dynamics. The method works by decomposing a trajectory in time, estimating the probability of satisfying a progress constraint, modifying…
Rare events such as nucleation processes are of ubiquitous importance in real systems. The most popular method for nonequilibrium systems, forward flux sampling (FFS), samples rare events by using interfaces to partition the whole…
We analyse the efficiency of several simulation methods which we have recently proposed for calculating rate constants for rare events in stochastic dynamical systems, in or out of equilibrium. We derive analytical expressions for the…
We propose a sampling-based trajectory optimization methodology for constrained problems. We extend recent works on stochastic search to deal with box control constraints,as well as nonlinear state constraints for discrete dynamical…
I give an overview of rare event simulation techniques to generate dynamical pathways across high free energy barriers. The methods on which I will concentrate are the reactive flux approach, transition path sampling, (replica-exchange)…
We propose a method to sample stationary properties of solutions of stochastic differential equations, which is accurate and efficient if there are rarely visited regions or rare transitions between distinct regions of the state space. The…
Forward flux sampling (FFS) provides a convenient and efficient way to simulate rare events in equilibrium or non-equilibrium systems. FFS ratchets the system from an initial state to a final state via a series of interfaces in phase space.…
Rare event simulation and estimation for systems in equilibrium are among the most challenging topics in molecular dynamics. As was shown by Jarzynski and others, nonequilibrium forcing can theoretically be used to obtain equilibrium rare…
This paper motivates the use of random-bridges -- stochastic processes conditioned to take target distributions at fixed timepoints -- in the realm of generative modelling. Herein, random-bridges can act as stochastic transports between two…
We introduce a new Forward-Flux Sampling in Time (FFST) algorithm to efficiently measure transition times in rare-event processes in non-equilibrium systems, and apply it to study the first-order (discontinuous) kinetic transition in the…
In this paper we develop a perturbation method to predict the rate of occurrence of rare events for singularly perturbed stochastic systems using a probability density function approach. In contrast to a stochastic normal form approach, we…
Stochastic simulation has been a powerful tool for studying the dynamics of gene regulatory networks, particularly in terms of understanding how cell-phenotype stability and fate-transitions are impacted by noisy gene expression. However,…
Although many computational methods for rare event sampling exist, this type of calculation is not usually practical for general nonequilibrium conditions, with macroscopically irreversible dynamics and away from both stationary and…
We propose a scalable method for forward stochastic reachability analysis for uncontrolled linear systems with affine disturbance. Our method uses Fourier transforms to efficiently compute the forward stochastic reach probability measure…
Forward-flux sampling (FFS) is a path sampling technique that has gained increased popularity in recent years, and has been used to compute rates of rare event phenomena such as crystallization, condensation, hydrophobic evaporation, DNA…
Discrimination between non-stationarity and long-range dependency is a difficult and long-standing issue in modelling financial time series. This paper uses an adaptive spectral technique which jointly models the non-stationarity and…
Rare events are processes that occur upon the emergence of unlikely fluctuations. Unlike what their name suggests, rare events are fairly ubiquitous in nature, as the occurrence of many structural transformations in biology and material…