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Nested sampling is a promising tool for Bayesian statistical analysis because it simultaneously performs parameter estimation and facilitates model comparison. MultiNest is one of the most popular nested sampling implementations, and has…

Instrumentation and Methods for Astrophysics · Physics 2024-09-24 Alexander J. Dittmann

Operational quantum stochastic thermodynamics is a recently proposed theory to study the thermodynamics of open systems based on the rigorous notion of a quantum stochastic process or quantum causal model. In there, a stochastic trajectory…

Quantum Physics · Physics 2020-03-04 Philipp Strasberg

The key problem of statistical physics standing over one hundred years is how to exactly calculate the partition function (or free energy) of many-body interaction systems, which severely hinders application of the theory for realistic…

Statistical Mechanics · Physics 2019-04-26 Bo-Yuan Ning , Le-Cheng Gong , Tsu-Chien Weng , Xi-Jing Ning

This study develops a novel multiscale computational method for heat conduction problems of composite structures with diverse periodic configurations in different subdomains. Firstly, the second-order two-scale (SOTS) solutions for these…

Numerical Analysis · Mathematics 2017-12-08 Hao Dong , Junzhi Cui , Yufeng Nie , Zihao Yang

A quantum statistical model of nuclear multifragmentation is proposed. The recurrence equation method used within the canonical ensemble makes the model solvable and transparent to physical assumptions and allows to get results without…

Nuclear Theory · Physics 2009-10-31 A. S. Parvan , V. D. Toneev , M. Ploszajczak

An exact analytical solution of the statistical multifragmentation model is found in thermodynamic limit. Excluded volume effects are taken into account in the thermodynamically self-consistent way. The model exhibits a 1-st order phase…

Nuclear Theory · Physics 2007-05-23 K. A. Bugaev , M. I. Gorenstein , I. N. Mishustin , W. Greiner

We investigate the problem of computing a nested expectation of the form $\mathbb{P}[\mathbb{E}[X|Y] \!\geq\!0]\!=\!\mathbb{E}[\textrm{H}(\mathbb{E}[X|Y])]$ where $\textrm{H}$ is the Heaviside function. This nested expectation appears, for…

Computational Finance · Quantitative Finance 2019-02-15 Michael B. Giles , Abdul-Lateef Haji-Ali

We provide a complete thermodynamic solution of a 1D hopping model in the presence of a random potential by obtaining the density of states. Since the partition function is related to the density of states by a Laplace transform, the…

Quantitative Methods · Quantitative Biology 2009-11-13 Gelio Alves , Yi-Kuo Yu

A wide class of problems in combinatorics, computer science and physics can be described along the following lines. There are a large number of variables ranging over a finite domain that interact through constraints that each bind a few…

Probability · Mathematics 2017-11-17 Victor Bapst , Amin Coja-Oghlan

Nested sampling is an increasingly popular technique for Bayesian computation, in particular for multimodal, degenerate problems of moderate to high dimensionality. Without appropriate settings, however, nested sampling software may fail to…

Computation · Statistics 2019-01-23 Edward Higson , Will Handley , Mike Hobson , Anthony Lasenby

Since its introduction, the Potts model has gained widespread popularity across various fields due to its diverse applications. Even minor advancements in this model continue to captivate scientists worldwide, and small modifications often…

Mathematical Physics · Physics 2025-04-25 Hasan Akin

Stochastic gradient methods are scalable for solving large-scale optimization problems that involve empirical expectations of loss functions. Existing results mainly apply to optimization problems where the objectives are one- or two-level…

Optimization and Control · Mathematics 2018-01-15 Shuoguang Yang , Mengdi Wang , Ethan X. Fang

The theoretical analysis of many problems in physics, astronomy and applied mathematics requires an efficient numerical exploration of multimodal parameter spaces that exhibit broken ergodicity. Monte Carlo methods are widely used to deal…

Statistical Mechanics · Physics 2014-09-02 Stefano Martiniani , Jacob D. Stevenson , David J. Wales , Daan Frenkel

We show how statistical thermodynamics can be formulated in situations in which thermodynamics applies, while equilibrium statistical mechanics does not. A typical case is, in the words of Landau and Lifshitz, that of partial (or…

Statistical Mechanics · Physics 2013-04-16 A. Carati , A. Maiocchi , L. Galgani

Computer experiments can emulate the physical systems, help computational investigations, and yield analytic solutions. They have been widely employed with many engineering applications (e.g., aerospace, automotive, energy systems.…

Methodology · Statistics 2022-08-23 Yan Wang , Meng Wang , Areej AlBahar , Xiaowei Yue

The basic problem in equilibrium statistical mechanics is to compute phase space average, in which Monte Carlo method plays a very important role. We begin with a review of nonlocal algorithms for Markov chain Monte Carlo simulation in…

Statistical Mechanics · Physics 2007-05-23 Jian-Sheng Wang

In this paper, we consider the problem of numerical investigation of the counting statistics for a class of one-dimensional systems. Importance sampling, the cornerstone technique usually implemented for such problems, critically hinges on…

Statistical Mechanics · Physics 2024-08-12 Ivan N. Burenev , Satya N. Majumdar , Alberto Rosso

We study the problem of parallelizing sampling from distributions related to determinants: symmetric, nonsymmetric, and partition-constrained determinantal point processes, as well as planar perfect matchings. For these distributions, the…

Data Structures and Algorithms · Computer Science 2023-05-01 Nima Anari , Callum Burgess , Kevin Tian , Thuy-Duong Vuong

We present a novel approach for the integration of scattering cross sections and the generation of partonic event samples in high-energy physics. We propose an importance sampling technique capable of overcoming typical deficiencies of…

High Energy Physics - Phenomenology · Physics 2020-04-29 Enrico Bothmann , Timo Janßen , Max Knobbe , Tobias Schmale , Steffen Schumann

This work deals with the physical system governed by a Hamiltonian operator, in two-dimensional space, of spinless charged particles subject to a perpendicular magnetic field B, coupled with a harmonic potential in the context of…

Statistical Mechanics · Physics 2025-04-30 Bienvenu Gnim Adewi , Isiaka Aremua , Laure Gouba
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