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Atomistic modelling of phase transitions, chemical reactions, or other rare events that involve overcoming high free energy barriers usually entails prohibitively long simulation times. Introducing a bias potential as a function of an…

Computational Physics · Physics 2019-11-06 Federico Giberti , Bingqing Cheng , Gareth Aneurin Tribello , Michele Ceriotti

The methodology based on the random walk processes is adapted and applied to a comprehensive analysis of the statistical properties of the probability fluxes. To this aim we define a simple model of the Markovian stochastic dynamics on a…

Statistical Mechanics · Physics 2015-12-15 Przemyslaw Chelminiak , Michal Kurzynski

In this note, we address formally the issue of symmetry for probabilities of different dynamical pathways in the forward and reverse directions of a conformational transition. Our discussion is based on a decomposition of equilibrium into…

Computational Physics · Physics 2010-02-12 Divesh Bhatt , Daniel M. Zuckerman

This work addresses the optimal covariance control problem for stochastic discrete-time linear time-varying systems subject to chance constraints. Covariance steering is a stochastic control problem to steer the system state Gaussian…

Optimization and Control · Mathematics 2018-04-10 Kazuhide Okamoto , Maxim Goldshtein , Panagiotis Tsiotras

The numerical simulation of dynamical phenomena in interacting quantum systems is a notoriously hard problem. Although a number of promising numerical methods exist, they often have limited applicability due to the growth of entanglement or…

Quantum Physics · Physics 2021-09-08 Stefano De Nicola

Inference on unknown quantities in dynamical systems via observational data is essential for providing meaningful insight, furnishing accurate predictions, enabling robust control, and establishing appropriate designs for future…

Methodology · Statistics 2018-02-06 M. Chung , M. Binois , R. B. Gramacy , D. J. Moquin , A. P. Smith , A. M. Smith

We analyse the motion of a system of particles subjected a random force fluctuating in both space and time, and experiencing viscous damping. When the damping exceeds a certain threshold, the system undergoes a phase transition: the…

Disordered Systems and Neural Networks · Physics 2009-11-10 M. Wilkinson , B. Mehlig

We introduce a method to exactly generate bridge trajectories for discrete-time random walks, with arbitrary jump distributions, that are constrained to initially start at the origin and return to the origin after a fixed time. The method…

Statistical Mechanics · Physics 2021-08-25 Benjamin De Bruyne , Satya N. Majumdar , Gregory Schehr

Interacting particle systems with many degrees of freedom may undergo phase transitions to sustain atypical fluctuations of dynamical observables such as the current or the activity. This leads in some cases to symmetry-broken space-time…

Statistical Mechanics · Physics 2019-08-23 Carlos Pérez-Espigares , Pablo I. Hurtado

We present a method for sampling microscopic configurations of a physical system distributed according to a canonical (Boltzmann-Gibbs) measure, with a constraint holding in average. Assuming that the constraint can be controlled by the…

Statistical Mechanics · Physics 2008-10-03 Jean-Bernard Maillet , Gabriel Stoltz

This paper presents an algorithm to apply nonlinear control design approaches in the case of stochastic systems with partial state observation. Deterministic nonlinear control approaches are formulated under the assumption of full state…

Systems and Control · Electrical Eng. & Systems 2023-09-19 Mohammad S. Ramadan , Mohammad Alsuwaidan , Ahmed Atallah , Sylvia Herbert

The committor functions are central to investigating rare but important events in molecular simulations. It is known that computing the committor function suffers from the curse of dimensionality. Recently, using neural networks to estimate…

Machine Learning · Statistics 2025-01-28 Yueyang Wang , Kejun Tang , Xili Wang , Xiaoliang Wan , Weiqing Ren , Chao Yang

The proposed stochastic model for pedestrian dynamics is based on existing approaches using cellular automata, combined with substantial extensions, to compensate the deficiencies resulting of the discrete grid structure. This agent motion…

Physics and Society · Physics 2021-04-01 Michael Schultz

Diffusion and flow-matching have emerged as powerful methodologies for generative modeling, with remarkable success in capturing complex data distributions and enabling flexible guidance at inference time. Many downstream applications,…

Machine Learning · Computer Science 2026-04-28 Zeyang Li , Kaveh Alim , Navid Azizan

We explore the distribution of paths followed in fluctuation-induced switching between coexisting stable states. We introduce a quantitative characteristic of the path distribution in phase space that does not require a priori knowledge of…

Statistical Mechanics · Physics 2009-11-13 H. B. Chan , M. I. Dykman , C. Stambaugh

Stochastic evolution equations describing the dynamics of systems under the influence of both deterministic and stochastic forces are prevalent in all fields of science. Yet, identifying these systems from sparse-in-time observations…

Data Analysis, Statistics and Probability · Physics 2023-01-20 Dimitra Maoutsa

We compute profile likelihoods for a stochastic model of diffusive transport motivated by experimental observations of heat conduction in layered skin tissues. This process is modelled as a random walk in a layered one-dimensional material,…

Molecular dynamics simulations are widely used across chemistry, physics, and biology, providing quantitative insight into complex processes with atomic detail. However, their limited timescale of a few microseconds is a significant…

Chemical Physics · Physics 2025-04-10 Ofir Blumer , Barak Hirshberg

One problem of wide interest involves estimating expected crossing-times. Several tools have been developed to solve this problem beginning with the works of Wald and the theory of sequential analysis. An extension of his approach is…

Methodology · Statistics 2015-06-17 Mark Brown , Victor de la Pena , Tony Sit

Population structure can have a significant effect on evolution. For some systems with sufficient symmetry, analytic results can be derived within the mathematical framework of evolutionary graph theory which relate to the outcome of the…

Populations and Evolution · Quantitative Biology 2019-03-11 Christopher E. Overton , Mark Broom , Christoforos Hadjichrysanthou , Kieran J. Sharkey
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