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We present a formalism of the transition matrix Monte Carlo method. A stochastic matrix in the space of energy can be estimated from Monte Carlo simulation. This matrix is used to compute the density of states, as well as to construct…

Statistical Mechanics · Physics 2011-12-30 Jian-Sheng Wang , Robert H. Swendsen

Proposed here is a dynamic Monte-Carlo algorithm that is efficient in simulating dense systems of long flexible chain molecules. It expands on the configurational-bias Monte-Carlo method through the simultaneous generation of a large set of…

Statistical Mechanics · Physics 2018-08-29 Niels Boon

We develop a method to approximate the moments of a discrete-time stochastic polynomial system. Our method is built upon Carleman linearization with truncation. Specifically, we take a stochastic polynomial system with finitely many states…

Systems and Control · Electrical Eng. & Systems 2023-07-11 Sasinee Pruekprasert , Jérémy Dubut , Toru Takisaka , Clovis Eberhart , Ahmet Cetinkaya

In complex and unknown processes, global models are initially generated over the entire experimental space but often fail to provide accurate predictions in local areas. A common approach is to use local models, which requires partitioning…

Machine Learning · Computer Science 2025-05-29 Dominik Polke , Tim Kösters , Elmar Ahle , Dirk Söffker

Simulation of quantum chemistry is expected to be a principal application of quantum computing. In quantum simulation, a complicated Hamiltonian describing the dynamics of a quantum system is decomposed into its constituent terms, where the…

Quantum Physics · Physics 2020-03-04 Yingkai Ouyang , David R. White , Earl T. Campbell

Recent experimental advances have inspired the development of theoretical tools to describe the non-equilibrium dynamics of quantum systems. Among them an exact representation of quantum spin systems in terms of classical stochastic…

Quantum Physics · Physics 2023-04-19 Gennaro Tucci , Stefano De Nicola , Sascha Wald , Andrea Gambassi

Simulations of stochastic processes play an important role in the quantitative sciences, enabling the characterisation of complex systems. Recent work has established a quantum advantage in stochastic simulation, leading to quantum devices…

Quantum Physics · Physics 2019-05-20 Farzad Ghafari , Nora Tischler , Carlo Di Franco , Jayne Thompson , Mile Gu , Geoff J. Pryde

This paper proposes a novel computationally efficient dynamic bi-orthogonality based approach for calibration of a computer simulator with high dimensional parametric and model structure uncertainty. The proposed method is based on a…

Computation · Statistics 2012-11-14 Piyush Tagade , Han-Lim Choi

Fractional statistical moments are utilized for various tasks of uncertainty quantification, including the estimation of probability distributions. However, an estimation of fractional statistical moments of costly mathematical models by…

Methodology · Statistics 2024-03-05 Lukáš Novák , Marcos Valdebenito , Matthias Faes

The simulation of complex stochastic network dynamics arising, for instance, from models of coupled biomolecular processes remains computationally challenging. Often, the necessity to scan a models' dynamics over a large parameter space…

Quantitative Methods · Quantitative Biology 2013-03-14 Tiago Ramalho , Marco Selig , Ulrich Gerland , Torsten A. Enßlin

Reliability analysis typically relies on deterministic simulators, which yield repeatable outputs for identical inputs. However, many real-world systems display intrinsic randomness, requiring stochastic simulators whose outputs are random…

Methodology · Statistics 2025-07-08 A. Pires , M. Moustapha , S. Marelli , B. Sudret

Macroscopically heterogeneous materials, characterised mostly by comparable heterogeneity lengthscale and structural sizes, can no longer be modelled by deterministic approach instead. It is convenient to introduce stochastic approach with…

Computational Engineering, Finance, and Science · Computer Science 2014-02-07 Jan Sýkora , Anna Kučerová

A machine learning technique is proposed for quantifying uncertainty in power system dynamics with spatiotemporally correlated stochastic forcing. We learn one-dimensional linear partial differential equations for the probability density…

Machine Learning · Computer Science 2023-12-19 Tyler E. Maltba , Vishwas Rao , Daniel Adrian Maldonado

We propose an efficient quantum algorithm for simulating the dynamics of general Hamiltonian systems. Our technique is based on a power series expansion of the time-evolution operator in its off-diagonal terms. The expansion decouples the…

Quantum Physics · Physics 2021-06-22 Amir Kalev , Itay Hen

Numerical simulation of stochastic differential equations over long time intervals poses significant computational challenges. In this paper, we propose a novel recursive polynomial chaos evolution method that achieves model reduction…

Numerical Analysis · Mathematics 2026-05-06 Guillaume Bal , Shengbo Ma , Su Zhang , Zhiwen Zhang

The increasing penetration of renewable energy resources in power systems, represented as random processes, converts the traditional deterministic economic dispatch problem into a stochastic one. To solve this stochastic economic dispatch,…

Systems and Control · Electrical Eng. & Systems 2019-09-23 Zhixiong Hu , Yijun Xu , Mert Korkali , Xiao Chen , Lamine Mili , Charles H. Tong

We present a novel physics-constrained polynomial chaos expansion as a surrogate modeling method capable of performing both scientific machine learning (SciML) and uncertainty quantification (UQ) tasks. The proposed method possesses a…

Machine Learning · Statistics 2024-05-14 Himanshu Sharma , Lukáš Novák , Michael D. Shields

For systems that involve particle production through branching processes the concept of chaos is explored. The measures that can describe their behaviors are investigated. Monte Carlo simulation is used to generate events according to…

High Energy Physics - Phenomenology · Physics 2009-10-28 Zhen Cao , Rudolph C. Hwa

Recent years have seen unprecedented advance in the design and control of quantum computers. Nonetheless, their applicability is still restricted and access remains expensive. Therefore, a substantial amount of quantum algorithms research…

Quantum Physics · Physics 2020-12-11 Thomas Grurl , Richard Kueng , Jürgen Fuß , Robert Wille

We investigate circuit complexity to characterize chaos in multiparticle quantum systems. In the process, we take a stride to analyze open quantum systems by using complexity. We propose a new diagnostic of quantum chaos from complexity…

High Energy Physics - Theory · Physics 2021-10-20 Arpan Bhattacharyya , S. Shajidul Haque , Eugene H. Kim