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This paper considers the challenging computational task of estimating nested expectations. Existing algorithms, such as nested Monte Carlo or multilevel Monte Carlo, are known to be consistent but require a large number of samples at both…

Machine Learning · Statistics 2025-06-05 Zonghao Chen , Masha Naslidnyk , François-Xavier Briol

Stochastic chains represent a wide and key variety of phenomena in many branches of science within the context of Information Theory and Thermodynamics. They are typically approached by a sequence of independent events or by a memoryless…

Statistical Mechanics · Physics 2017-03-06 J. Ricardo Arias-Gonzalez

We present a quantum algorithm that additively approximates the value of a tensor network to a certain scale. When combined with existing results, this provides a complete problem for quantum computation. The result is a simple new way of…

Quantum Physics · Physics 2010-02-09 Itai Arad , Zeph Landau

We define the projected entropy S(T) at a given temperature T in the context of an Ising model transition matrix calculation as the entropy associated with the distribution of Markov chain realizations in energy-magnetization, E-H, space.…

Statistical Mechanics · Physics 2018-10-17 David Yevick

By use of the conservation laws a four-site Hubbard model coupled to a particle bath within an external magnetic field in z-direction was diagonalized. The analytical dependence of both the eigenvalues and the eigenstates on the interaction…

Strongly Correlated Electrons · Physics 2017-09-27 R. Schumann

Metropolis nested sampling evolves a Markov chain from a current livepoint and accepts new points along the chain according to a version of the Metropolis acceptance ratio modified to satisfy the likelihood constraint, characteristic of…

Computation · Statistics 2020-02-11 Kamran Javid

We experimentally demonstrate that highly structured distributions of work emerge during even the simple task of erasing a single bit. These are signatures of a refined suite of time-reversal symmetries in distinct functional classes of…

The context of the present paper is stochastic thermodynamics - an approach to nonequilibrium thermodynamics rooted within the broader framework of stochastic control. In contrast to the classical paradigm of Carnot engines, we herein…

Systems and Control · Electrical Eng. & Systems 2021-01-08 Rui Fu , Olga Movilla Miangolarra , Amirhossein Taghvaei , Yongxin Chen , Tryphon T. Georgiou

We present the statistical method as a direct extension of the mean first-passage time concept to the analysis of molecular dynamics simulation data of a phase transformation. According to the method, the mean first-passage time…

Soft Condensed Matter · Physics 2015-06-18 Anatolii V. Mokshin , Bulat N. Galimzyanov

Models for quantum computation with circuit connections subject to the quantum superposition principle have been recently proposed. There, a control quantum system can coherently determine the order in which a target quantum system…

Ising and Potts models are an important class of discrete probability distributions which originated from statistical physics and since then have found applications in several disciplines. Simulation from these models is a well known…

Computation · Statistics 2026-03-17 Charles C. Margossian , Chenyang Zhong , Sumit Mukherjee

When partitioning workflows in realistic scenarios, the knowledge of the processing units is often vague or unknown. A naive approach to addressing this issue is to perform many controlled experiments for different workloads, each…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-11-03 Freddy C. Chua , Bernardo A. Huberman

In the last three decades, Numerical Stochastic Perturbation Theory (NSPT) has proven to be an excellent tool for calculating perturbative expansions in theories such as Lattice QCD, for which standard, diagrammatic perturbation theory is…

High Energy Physics - Lattice · Physics 2025-02-05 P. Baglioni , F. Di Renzo

This article aims to explain the Nested Benders algorithm for the solution of large-scale stochastic programming problems in a way that is intelligible to someone coming to it for the first time. In doing so it gives an explanation of…

Optimization and Control · Mathematics 2013-12-13 James Murphy

Relying on the recently proposed multicanonical algorithm, we present a numerical simulation of the first order phase transition in the 2d 10-state Potts model on lattices up to sizes $100\times100$. It is demonstrated that the new…

High Energy Physics - Lattice · Physics 2009-10-22 B. A. Berg , T. Neuhaus

We propose a new Monte Carlo method for efficiently sampling trajectories with fixed initial and final conditions in a system with discrete degrees of freedom. The method can be applied to any stochastic process with local interactions,…

Statistical Mechanics · Physics 2012-03-30 Thierry Mora , Aleksandra M. Walczak , Francesco Zamponi

We suggest a new mean field method for studying the thermodynamic competition between magnetic and superconducting phases in a two-dimensional square lattice. A partition function is constructed by writing microscopic interactions that…

Superconductivity · Physics 2009-11-13 Benoit Vanderheyden , A D Jackson

The problem of estimating entropy production from incomplete information in stochastic thermodynamics is essential for theory and experiments. Whereas a considerable amount of work has been done on this topic, arguably, most of it is…

Statistical Mechanics · Physics 2024-12-17 Pedro E. Harunari , Carlos E. Fiore , Andre C. Barato

Confined active particles constitute simple, yet realistic, examples of systems that converge into a non-equilibrium steady state. We investigate a run-and-tumble particle in one spatial dimension, trapped by an external potential, with a…

Statistical Mechanics · Physics 2024-04-09 Oded Farago , Naftali R. Smith

The folding of a peptide chain into a three dimensional structure is a thermodynamically driven process such that the chain naturally evolves to form domains of similar amino acids. The formation of this domain occurs by curling the one…

Statistical Mechanics · Physics 2018-02-01 Theja N. De Silva , Vattika Sivised