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We describe collective-move Monte Carlo algorithms designed to approximate the overdamped dynamics of self-assembling nanoscale components equipped with strong, short-ranged and anisotropic interactions. Conventional Monte Carlo simulations…

Statistical Mechanics · Physics 2012-04-16 Stephen Whitelam

This study presents a method for constructing a sequence of approximate solutions of increasing accuracy to general equilibrium models on nonlocal domains. The method is based on a technique originated from dynamical systems theory. The…

Economics · Quantitative Finance 2015-06-16 Viktors Ajevskis

In this paper we present a method of discrete modeling and analysis of multi-level dynamics of complex large-scale hierarchical dynamic systems subject to external dynamic control mechanism. In a model each state describes parallel dynamics…

Multiagent Systems · Computer Science 2008-09-17 Armen Bagdasaryan

In this contribution we derive and analyze a new numerical method for kinetic equations based on a variable transformation of the moment approximation. Classical minimum-entropy moment closures are a class of reduced models for kinetic…

Numerical Analysis · Mathematics 2021-09-22 Tobias Leibner , Mario Ohlberger

Monte Carlo optimizations of Number Partitioning and of Diophantine approximations are microscopic realizations of `Trap Model' dynamics. This offers a fresh look at the physics behind this model, and points at other situations in which it…

Statistical Mechanics · Physics 2009-11-10 I. Junier , J. Kurchan

A study of the dynamics of a tunneling particle in a driven bistable potential which is moderately-to-strongly coupled to a bath is presented. Upon restricting the system dynamics to the Hilbert space spanned by the M lowest energy…

Condensed Matter · Physics 2009-11-07 M. Thorwart , M. Grifoni , P. Hänggi

We study a variance reduction strategy based on control variables for simulating the averaged macroscopic behavior of a stochastic slow-fast system. We assume that this averaged behavior can be written in terms of a few slow degrees of…

Numerical Analysis · Mathematics 2016-09-16 Ward Melis , Giovanni Samaey

In the context of data-driven control of nonlinear systems, many approaches lack of rigorous guarantees, call for nonconvex optimization, or require knowledge of a function basis containing the system dynamics. To tackle these drawbacks, we…

Systems and Control · Electrical Eng. & Systems 2023-10-05 Tim Martin , Frank Allgöwer

We propose and analyse numerical schemes for a system of quasilinear, degenerate evolution equations modelling biofilm growth as well as other processes such as flow through porous media and the spreading of wildfires. The first equation in…

Numerical Analysis · Mathematics 2024-04-05 R. K. H. Smeets , K. Mitra , I. S. Pop , S. Sonner

Fluctuations of dynamical quantities are fundamental and inevitable. For the booming research in nanotechnology, huge relative fluctuation comes with the reduction of system size, leading to large uncertainty for the estimates of dynamical…

Computation · Statistics 2023-02-01 Zhi Xu , Han Li , Ming Ma

In this letter, we develop a mode-coupling theory for a class of nonlinear Langevin equations with multiplicative noise using a field theoretic formalism. These equations are simplified models of realistic colloidal suspensions. We prove…

Statistical Mechanics · Physics 2009-11-10 Kunimasa Miyazaki , David R. Reichman

The main goal of this paper is developing the method of discrete approximations to derive necessary optimality conditions for a class of constrained sweeping processes with nonsmooth perturbations. Optimal control problems for sweeping…

Optimization and Control · Mathematics 2020-05-13 Boris S. Mordukhovich , Dao Nguyen

We propose a novel method for fast and scalable evaluation of periodic solutions of systems of ordinary differential equations for a given set of parameter values and initial conditions. The equations governing the system dynamics are…

Dynamical Systems · Mathematics 2016-05-30 I. Yu. Tyukin , A. N. Gorban , T. A. Tyukina , J. Al Ameri , Yu. A. Korablev

We describe an efficient numerical method for simulating the dynamics of interacting spin ensembles in the presence of dephasing and decay. The method builds on the discrete truncated Wigner approximation for isolated systems, which…

Quantum Physics · Physics 2022-02-01 Julian Huber , Ana Maria Rey , Peter Rabl

Finite-dimensional dissipative dynamical systems with multiple time-scales are obtained when modeling chemical reaction kinetics with ordinary differential equations. Such stiff systems are computationally hard to solve and therefore,…

Optimization and Control · Mathematics 2019-07-03 Marcus Heitel , Robin Verschueren , Moritz Diehl , Dirk Lebiedz

This work explores the trade-off between the number of samples required to accurately build models of dynamical systems and the degradation of performance in various control objectives due to a coarse approximation. In particular, we show…

Optimization and Control · Mathematics 2017-12-01 Stephen Tu , Ross Boczar , Andrew Packard , Benjamin Recht

We present novel coupling schemes for partitioned multi-physics simulation that combine four important aspects for strongly coupled problems: implicit coupling per time step, fast and robust acceleration of the corresponding iterative…

Numerical Analysis · Mathematics 2020-09-21 Benjamin Rüth , Benjamin Uekermann , Miriam Mehl , Philipp Birken , Azahar Monge , Hans-Joachim Bungartz

We present a new numerical algorithm based on a relative energy scaling for collisional kinetic equations allowing to study numerically their long time behavior, without the usual problems related to the change of scales in velocity…

Analysis of PDEs · Mathematics 2015-06-04 Francis Filbet , Thomas Rey

We demonstrate a scaling method for non-Markovian Monte Carlo wave-function simulations used to study open quantum systems weakly coupled to their environments. We derive a scaling equation, from which the result for the expectation values…

Quantum Physics · Physics 2009-11-10 J. Piilo , S. Maniscalco , A. Messina , F. Petruccione

Model reduction is a central topic in systems biology and dynamical systems theory, for reducing the complexity of detailed models, finding important parameters, and developing multi-scale models for instance. While perturbation theory is a…

Molecular Networks · Quantitative Biology 2014-01-27 Sylvain Soliman , Francois Fages , Ovidiu Radulescu
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