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In complex systems with many degrees of freedom such as spin glass and biomolecular systems, conventional simulations in canonical ensemble suffer from the quasi-ergodicity problem. A simulation in generalized ensemble performs a random…

Statistical Mechanics · Physics 2008-06-24 Y. Okamoto

We present an unsupervised data processing workflow that is specifically designed to obtain a fast conformational clustering of long molecular dynamics simulation trajectories. In this approach we combine two dimensionality reduction…

Chemical Physics · Physics 2023-08-09 Simon Hunkler , Kay Diederichs , Oleksandra Kukharenko , Christine Peter

We present a convex approach to probabilistic segmentation and modeling of time series data. Our approach builds upon recent advances in multivariate total variation regularization, and seeks to learn a separate set of parameters for the…

Machine Learning · Statistics 2015-11-17 Matt Wytock , J. Zico Kolter

Physical systems with complex unsteady dynamics, such as fluid flows, are often poorly represented by a single mean solution. For many practical applications, it is crucial to access the full distribution of possible states, from which…

Computational Physics · Physics 2025-04-07 Mario Lino , Tobias Pfaff , Nils Thuerey

A combination of reaction-diffusion models with moving-boundary problems yields a system in which the diffusion (spreading and penetration) and reaction (transformation) evolve the system's state and geometry over time. These systems can be…

Computational Engineering, Finance, and Science · Computer Science 2020-08-26 Mojtaba Barzegari , Liesbet Geris

Metadynamics, a member of the `flat histogram' class of advanced sampling algorithms, has been widely used in molecular simulations to drive the exploration of states separated by high free energy barriers and promote comprehensive sampling…

Computational Physics · Physics 2021-09-13 Shanghui Huang , Michael J. Quevillon , Ernesto C. Cortés-Morales , Jonathan K. Whitmer

A conceptual model for microscopic-macroscopic slow-fast stochastic systems is considered. A dynamical reduction procedure is presented in order to extract effective dynamics for this kind of systems. Under appropriate assumptions, the…

Probability · Mathematics 2010-11-15 Jian Ren , Hongbo Fu , Daomin Cao , Jinqiao Duan

State-machine replication, a fundamental approach to fault tolerance, requires replicas to execute commands deterministically, which usually results in sequential execution of commands. Sequential execution limits performance and underuses…

Distributed, Parallel, and Cluster Computing · Computer Science 2014-04-29 Parisa Jalili Marandi , Fernando Pedone

We analyse the convergence and stability of a micro-macro acceleration algorithm for Monte Carlo simulations of stiff stochastic differential equations with a time-scale separation between the fast evolution of the individual stochastic…

Numerical Analysis · Mathematics 2024-12-20 Przemysław Zieliński , Hannes Vandecasteele , Giovanni Samaey

The constant increase in parallelism available on large-scale distributed computers poses major scalability challenges to many scientific applications. A common strategy to improve scalability is to express the algorithm in terms of…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-10-23 Andrew Garmon , Vinay Ramakrishnaiah , Danny Perez

We consider a novel model of stochastic replicator dynamics for potential games that converts to a Langevin equation on a sphere after a change of variables. This is distinct from the models studied earlier. In particular, it is ill-posed…

Probability · Mathematics 2018-05-09 Konstantin Avrachenkov , Vivek S. Borkar

In this paper, we proposed a stochastic model which describes two species of particles moving in counterflow. The model generalizes the theoretical framework describing the transport in random systems since particles can work as mobile…

Soft Condensed Matter · Physics 2017-08-09 Eduardo Velasco Stock , Roberto da Silva , Henrique Almeida Fernandes

This paper presents an algorithm for sampling random variables that allows to separation of the sampling process into subproblems by dividing the sample space into overlapping parts. The subproblems can be solved independently of each other…

Computation · Statistics 2016-01-26 Jonas Hallgren , Timo Koski

The Langevin dynamics is a diffusion process extensively used, in particular in molecular dynamics simulations, to sample Gibbs measures. Some alternatives based on (piecewise deterministic) kinetic velocity jump processes have gained…

Numerical Analysis · Mathematics 2025-05-27 Nicolaï Gouraud , Lucas Journel , Pierre Monmarché

Realistic models of biological processes typically involve interacting components on multiple scales, driven by changing environment and inherent stochasticity. Such models are often analytically and numerically intractable. We revisit a…

Populations and Evolution · Quantitative Biology 2022-01-19 K. Bodova , E. Szep , N. H. Barton

Large deviations for additive path functionals of stochastic dynamics and related numerical approaches have attracted significant recent research interest. We focus on the question of convergence properties for cloning algorithms in…

Statistical Mechanics · Physics 2021-07-21 Letizia Angeli , Stefan Grosskinsky , Adam M. Johansen , Andrea Pizzoferrato

Many processes in chemistry and physics take place on timescales that cannot be explored using standard molecular dynamics simulations. This renders the use of enhanced sampling mandatory. Here we introduce an enhanced sampling method that…

Chemical Physics · Physics 2020-06-12 Jayashrita Debnath , Michele Parrinello

We propose a parallel algorithm for the numerical solution of a class of second order semi-linear equations coming from stochastic optimal control problems, by means of a dynamic domain decomposition technique. The new method is an…

Numerical Analysis · Mathematics 2016-02-11 Simone Cacace , Maurizio Falcone

We propose a new generalized-ensemble algorithm, which we refer to as the multicanonical-multioverlap algorithm. By utilizing a non-Boltzmann weight factor, this method realizes a random walk in the multi-dimensional, energy-overlap space…

Statistical Mechanics · Physics 2009-11-11 Satoru G. Itoh , Yuko Okamoto

This report discusses the implementation of two parallel algorithms on a distributed memory system for studying vortex dynamics in type-II superconductors. These algorithms are the same as that implemented for classical molecular dynamics…

Superconductivity · Physics 2007-05-23 Mahesh Chandran