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The question of how best to estimate a continuous probability density from finite data is an intriguing open problem at the interface of statistics and physics. Previous work has argued that this problem can be addressed in a natural way…

Data Analysis, Statistics and Probability · Physics 2014-07-16 Justin B. Kinney

A number of problems arise when long-range forces, such as those governed by Bessel functions, are used in particle-particle simulations. If a simple cut-off for the interaction is used, the system may find an equilibrium configuration at…

Computational Physics · Physics 2009-11-06 Hans Fangohr , Andrew R. Price , Simon J. Cox , Peter A. J. de Groot , Geoffrey J. Daniell , Ken S. Thomas

Nonlinear non-Gaussian state-space models are ubiquitous in statistics, econometrics, information engineering and signal processing. Particle methods, also known as Sequential Monte Carlo (SMC) methods, provide reliable numerical…

Computation · Statistics 2015-09-11 Nikolas Kantas , Arnaud Doucet , Sumeetpal S. Singh , Jan Maciejowski , Nicolas Chopin

Relativistic plasmas around compact objects can sometimes be approximated as being force-free. In this limit, the plasma inertia is negligible and the overall dynamics is governed by global electric currents. We present a novel numerical…

Instrumentation and Methods for Astrophysics · Physics 2024-06-14 Yoonsoo Kim , Elias R. Most , William Throwe , Saul A. Teukolsky , Nils Deppe

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

A new method is proposed to numerically extract the diffusivity of a (typically nonlinear) diffusion equation from underlying stochastic particle systems. The proposed strategy requires the system to be in local equilibrium and have…

Statistical Mechanics · Physics 2018-05-09 Peter Embacher , Nicolas Dirr , Johannes Zimmer , Celia Reina

An efficient technique to simulate turbulent particle-laden flow at high mass loadings within the four-way coupled simulation regime is presented. The technique implements large eddy simulation, discrete phase simulation, a deterministic…

Fluid Dynamics · Physics 2017-09-13 Derrick O. Njobuenwu , Michael Fairweather

Stable distributions are an important class of infinitely-divisible probability distributions, of which two special cases are the Cauchy distribution and the normal distribution. Aside from a few special cases, the density function for…

Numerical Analysis · Mathematics 2021-08-31 Sebastian Ament , Michael O'Neil

The standard definition of particle number fluctuations based on point-like particles neglects the excluded volume effect. This leads to a large and systematic finite-size scaling and an unphysical surface term in the isothermal…

Statistical Mechanics · Physics 2024-12-23 Peter Krüger

Ensuring a satisfactory statistical convergence of anharmonic thermodynamic properties requires sampling of many atomic configurations, however the methods to obtain those necessarily produce correlated samples, thereby reducing the…

Statistical Mechanics · Physics 2022-06-07 Erki Metsanurk

Bayesian methods have been very successful in quantifying uncertainty in physics-based problems in parameter estimation and prediction. In these cases, physical measurements y are modeled as the best fit of a physics-based model…

Data Analysis, Statistics and Probability · Physics 2015-02-06 Dave Higdon , Jordan D. McDonnell , Nicolas Schunck , Jason Sarich , Stefan M. Wild

When calculating satellite trajectories in low-earth orbit, engineers need to adequately estimate aerodynamic forces. But to this day, obtaining the drag acting on the complicated shapes of modern spacecraft suffers from many sources of…

Computational Physics · Physics 2013-12-16 J. Brent Parham , L. A. Barba

Estimating the unknown density from which a given independent sample originates is more difficult than estimating the mean, in the sense that for the best popular non-parametric density estimators, the mean integrated square error converges…

Statistics Theory · Mathematics 2021-09-08 Pierre L'Ecuyer , Florian Puchhammer , Amal Ben Abdellah

Many problems in materials science and biology involve particles interacting with strong, short-ranged bonds, that can break and form on experimental timescales. Treating such bonds as constraints can significantly speed up sampling their…

Numerical Analysis · Mathematics 2020-12-02 Miranda Holmes-Cerfon

The structure of random sphere packings in mechanical equilibrium in prescribed stress states, as studied by molecular dynamics simulations, strongly depends on the assembling procedure. Frictionless packings in the limit of low pressure…

Disordered Systems and Neural Networks · Physics 2007-05-23 Jean-Noel Roux

We compare dynamical nonequilibrium molecular dynamics and continuum simulations of the dynamics of relaxation of a fluid system characterized by a non uniform density profile. Results match quite well as long as the lengthscale of density…

In many scientific applications, the target probability distribution cannot be evaluated in closed form or sampled from directly. Instead, it can often be decomposed into multiple components, some of which are accessible only through…

Methodology · Statistics 2026-03-10 Roxana Darvishi , David C. Stenning , Ted von Hippel , Owen G. Ward

Simulation offers a simple and flexible way to estimate the power of a clinical trial when analytic formulae are not available. The computational burden of using simulation has, however, restricted its application to only the simplest of…

We obtain two equations (following from two different approaches) for the density profile in a self-gravitating polytropic cylindrically symmetric and rotating turbulent gas disk. The adopted physical picture is appropriate to describe the…

Astrophysics of Galaxies · Physics 2023-12-07 S. Donkov , I. Zh. Stefanov , T. V. Veltchev , R. S. Klessen

At present, many laboratories are performing experiments to simulate theoretical models of strongly correlated systems using cold atoms in optical lattices, a program referred to as "Quantum Simulation". It is hoped that these experiments…

Superconductivity · Physics 2016-11-07 Tin-Lun Ho , Qi Zhou
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