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The Fluctuation Theorem gives an analytical expression for the probability of observing second law violating dynamical fluctuations, in nonequilibrium systems. At equilibrium statistical mechanical fluctuations are known to be ensemble…

Statistical Mechanics · Physics 2019-07-30 Debra J. Searles , Denis J. Evans

In this paper, we develop an ensemble-based time-stepping algorithm to efficiently find numerical solutions to a group of linear, second-order parabolic partial differential equations (PDEs). Particularly, the PDE models in the group could…

Numerical Analysis · Mathematics 2017-10-18 Yan Luo , Zhu Wang

Accurate time series forecasting is critical for a wide range of problems with temporal data. Ensemble modeling is a well-established technique for leveraging multiple predictive models to increase accuracy and robustness, as the…

Machine Learning · Computer Science 2023-04-11 Dimitris Bertsimas , Leonard Boussioux

Dynamical ensembles have been introduced to study constrained stochastic processes. In the microcanonical ensemble, the value of a dynamical observable is constrained to a given value. In the canonical ensemble a bias is introduced in the…

Statistical Mechanics · Physics 2018-11-14 Hadrien Vroylandt , Gatien Verley

The aim of this note is to prove that fluctuations of uniformly random alternating sign matrices (equivalently, configurations of the six-vertex model with domain wall boundary conditions) near the boundary are described by the Gaussian…

Probability · Mathematics 2015-06-16 Vadim Gorin

The study of quenched random systems is facilitated by the idea that the ensemble averages describe the thermal averages for any specific realization of the couplings, provided the system is large enough. Careful examination suggests that…

Statistical Mechanics · Physics 2018-09-19 Avishay Efrat , Moshe Schwartz

In equilibrium systems, time and ensemble averages of physical quantities are equivalent due to ergodic exploration of phase space. In driven systems, it is unknown if a similar equivalence of time and ensemble averages exists. We explore…

Soft Condensed Matter · Physics 2009-11-11 Yuhong Wang , Kapilanjan Krishan , Michael Dennin

Ensemble forecasts of weather and climate are subject to systematic biases in the ensemble mean and variance, leading to inaccurate estimates of the forecast mean and variance. To address these biases, ensemble forecasts are post-processed…

Applications · Statistics 2016-05-25 Stefan Siegert , Philip G. Sansom , Robin Williams

The goal of ensemble forecasting is to maximise sharpness subject to reliability. Marginal reliability means that, over all cases, the ensemble is statistically consistent with reality: the ensemble mean is unbiased, the expected ensemble…

Atmospheric and Oceanic Physics · Physics 2026-04-08 Jonas Spaeth , Christopher D. Roberts

We propose a model averaging approach, combined with a partition and matching method to estimate the conditional average treatment effects under heteroskedastic error settings. The proposed approach has asymptotic optimality and consistency…

Methodology · Statistics 2024-12-17 Pengfei Shi , Xinyu Zhang , Wei Zhong

Differences between time-averaged and ensemble-averaged wind are studied for the case of changing wind direction. We consider a flow driven by a temporally turning pressure gradient in both an idealized case of a staggered cube array and a…

Fluid Dynamics · Physics 2025-05-16 Jukka-Pekka Keskinen , Antti Hellsten

This paper studies quantitative deviation bounds for statistical ensembles evolving under the one-parameter flow of a nearly integrable Hamiltonian system. Combining Nekhoroshev-type stability estimates with phase-mixing arguments, we…

Dynamical Systems · Mathematics 2026-02-23 Xinyu Liu , Yong Li

In this work, we propose an ensemble forecasting approach based on randomized neural networks. Improved randomized learning streamlines the fitting abilities of individual learners by generating network parameters in accordance with the…

Machine Learning · Computer Science 2021-07-12 Grzegorz Dudek , Paweł Pełka

We show that the averaged equation for a one-frequency fast-oscillating Hamiltonian system is the result of symplectic reduction of a certain natural system on the corresponding $S^1$-bundle with respect to the circle action. Furthermore,…

Mathematical Physics · Physics 2019-11-25 Cheng Yang , Boris Khesin

The stability of dynamical systems with oscillatory behaviors and well-defined average vector fields has traditionally been studied using averaging theory. These tools have also been applied to hybrid dynamical systems, which combine…

Optimization and Control · Mathematics 2025-01-13 Mahmoud Abdelgalil , Jorge I. Poveda

Producing high-quality forecasts of key climate variables, such as temperature and precipitation, on subseasonal time scales has long been a gap in operational forecasting. This study explores an application of machine learning (ML) models…

Machine Learning · Computer Science 2024-09-17 Elena Orlova , Haokun Liu , Raphael Rossellini , Benjamin A. Cash , Rebecca Willett

Ensemble forecast post-processing is a necessary step in producing accurate probabilistic forecasts. Conventional post-processing methods operate by estimating the parameters of a parametric distribution, frequently on a per-location or…

Machine Learning · Computer Science 2023-05-01 Peter Mlakar , Janko Merše , Jana Faganeli Pucer

Weather and climate forecasts are inherently uncertain due to chaotic dynamics, imperfect initial conditions, and incomplete representation of the underlying physical processes. Operational ensemble forecasts aim to represent these…

Machine Learning · Computer Science 2026-05-26 Birgit Kühbacher , Daan Crommelin , Niki Kilbertus

The use of the isoconfigurational ensemble to explore structure-dynamic correlations in supercooled liquids is examined. The statistical error of the dynamic propensity and its spatial distribution are determined. The authors present the…

Statistical Mechanics · Physics 2011-09-08 Asaph Widmer-Cooper , Peter Harrowell

The most efficient MC weights for the calculation of physical, canonical expectation values are not necessarily those of the canonical ensemble. The use of suitably generalized ensembles can lead to a much faster convergence of the…

Statistical Mechanics · Physics 2011-01-24 Bernd A. Berg