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The Adaptive Multilevel Splitting algorithm is a very powerful and versatile method to estimate rare events probabilities. It is an iterative procedure on an interacting particle system, where at each step, the $k$ less well-adapted…

Probability · Mathematics 2014-05-07 Charles-Edouard Bréhier , Tony Lelievre , Mathias Rousset

The Adaptive Multilevel Splitting algorithm is a very powerful and versatile iterative method to estimate the probability of rare events, based on an interacting particle systems. In an other article, in a so-called idealized setting, the…

Probability · Mathematics 2019-10-21 Charles-Edouard Bréhier , Ludovic Goudenège , Loic Tudela

The committor function is a central object for quantifying the transitions between metastable states of dynamical systems. Recently, a number of computational methods based on deep neural networks have been developed for computing the…

Computational Physics · Physics 2024-04-10 Bo Lin , Weiqing Ren

We introduce a generalization of the Adaptive Multilevel Splitting algorithm in the discrete time dynamic setting, namely when it is applied to sample rare events associated with paths of Markov chains. By interpreting the algorithm as a…

We propose a cross-entropy minimization method for finding the reaction coordinate from a large number of collective variables in complex molecular systems. This method is an extension of the likelihood maximization approach describing the…

Chemical Physics · Physics 2020-08-06 Yusuke Mori , Kei-ichi Okazaki , Toshifumi Mori , Kang Kim , Nobuyuki Matubayasi

Computing accurate rate constants for catalytic events occurring at the surface of a given material represents a challenging task with multiple potential applications in chemistry. To address this question, we propose an approach based on a…

Multilevel Splitting is a Sequential Monte Carlo method to simulate realisations of a rare event as well as to estimate its probability. This article is concerned with the convergence and the fluctuation analysis of Adaptive Multilevel…

Statistics Theory · Mathematics 2015-09-21 Frederic Cerou , Arnaud Guyader

The Adaptive Multilevel Splitting (AMS) algorithm is a powerful and versatile method for the simulation of rare events. It is based on an interacting (via a mutation-selection procedure) system of replicas, and depends on two integer…

Probability · Mathematics 2015-02-25 Charles-Edouard Bréhier

Adaptive multilevel splitting algorithms have been introduced rather recently for estimating tail distributions in a fast and efficient way. In particular, they can be used for computing the so-called reactive trajectories corresponding to…

Numerical Analysis · Mathematics 2014-12-25 Joran Rolland , Eric Simonnet

Stochastic nonlinear dynamical systems can undergo rapid transitions relative to the change in their forcing, for example due to the occurrence of multiple equilibrium solutions for a specific interval of parameters. In this paper, we…

Data Analysis, Statistics and Probability · Physics 2020-11-12 S. Baars , D. Castellana , F. W. Wubs , H. A. Dijkstra

Finding and sampling multiple reaction channels for molecular transitions remains an important challenge in physical chemistry. Here we show that the weighted ensemble (WE) path sampling method can readily sample multiple channels. In a…

Biological Physics · Physics 2009-02-17 Bin W. Zhang , David Jasnow , Daniel M. Zuckerman

This paper introduces an adaptive time splitting technique for the solution of stiff evolutionary PDEs that guarantees an effective error control of the simulation, independent of the fastest physical time scale for highly unsteady…

Numerical Analysis · Mathematics 2012-04-10 Stéphane Descombes , Max Duarte , Thierry Dumont , Violaine Louvet , Marc Massot

We analyse a multilevel Monte Carlo method for the approximation of distribution functions of univariate random variables. Since, by assumption, the target distribution is not known explicitly, approximations have to be used. We provide an…

Probability · Mathematics 2017-06-22 Mike B. Giles , Tigran Nagapetyan , Klaus Ritter

We use molecular dynamics simulations to study the thermodynamics and kinetics of alanine dipeptide isomerization at the air-water interface. Thermodynamically, we find an affinity of the dipeptide to the interface. This affinity arises…

Statistical Mechanics · Physics 2022-01-10 Aditya N. Singh , David T. Limmer

Adaptive Multilevel Splitting (AMS for short) is a generic Monte Carlo method for Markov processes that simulates rare events and estimates associated probabilities. Despite its practical efficiency, there are almost no theoretical results…

Probability · Mathematics 2018-04-24 Frédéric Cérou , Bernard Delyon , Arnaud Guyader , Mathias Rousset

We investigate the performance of parallel and adaptive quantum channel discrimination strategies for a finite number of channel uses. It has recently been shown that, in the asymmetric setting with asymptotically vanishing type I error…

Quantum Physics · Physics 2024-03-28 Bjarne Bergh , Nilanjana Datta , Robert Salzmann , Mark M. Wilde

We present a time dependent variational method to learn the mechanisms of equilibrium reactive processes and efficiently evaluate their rates within a transition path ensemble. This approach builds off variational path sampling methodology…

Chemical Physics · Physics 2023-07-10 Aditya N. Singh , David T. Limmer

Combined-resolution simulations are an effective way to study molecular properties across a range of length- and time-scales. These simulations can benefit from adaptive boundaries that allow the high-resolution region to adapt (change size…

Computational Physics · Physics 2018-05-09 Jason A. Wagoner , Vijay S. Pande

In this work we propose an adaptive multilevel version of subset simulation to estimate the probability of rare events for complex physical systems. Given a sequence of nested failure domains of increasing size, the rare event probability…

Numerical Analysis · Mathematics 2023-12-13 Daniel Elfverson , Robert Scheichl , Simon Weissmann , F. Alejandro DiazDelaO

The features of the quasi-static analysis of multiconductor transmission lines by the method of moments are described. Comparison of their efficiency of methods for adaptive mesh refinement is carried out on the example of calculating…

Numerical Analysis · Mathematics 2021-05-26 A. E. Maksimov , S. P. Kuksenko
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