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This work proposes a method for the two-dimensional simulation of Brownian particles in a fluid with restrictions. The method is based on simple numerical rules between two matrices. One of the matrix represent the identification of all…

Statistical Mechanics · Physics 2012-04-24 Eric Plaza

We consider a large family of branching-selection particle systems. The branching rate of each particle depends on its rank and is given by a function $b$ defined on the unit interval. There is also a killing measure $D$ supported on the…

Probability · Mathematics 2021-12-28 P. Groisman , N. Soprano-Loto

This paper delves into a nonparametric estimation approach for the interaction function within diffusion-type particle system models. We introduce two estimation methods based upon an empirical risk minimization. Our study encompasses an…

Statistics Theory · Mathematics 2024-02-23 Denis Belomestny , Mark Podolskij , Shi-Yuan Zhou

We develop an accurate, highly efficient and scalable random batch Ewald (RBE) method to conduct simulations in the isothermal-isobaric ensemble (the NPT ensemble) for charged particles in a periodic box. After discretizing the Langevin…

Computational Physics · Physics 2022-10-19 Jiuyang Liang , Pan Tan , Liang Hong , Shi Jin , Zhenli Xu , Lei Li

Restricted Boltzmann machines (RBMs) are powerful machine learning models, but learning and some kinds of inference in the model require sampling-based approximations, which, in classical digital computers, are implemented using expensive…

Machine Learning · Statistics 2014-10-27 Vincent Dumoulin , Ian J. Goodfellow , Aaron Courville , Yoshua Bengio

In this paper, a stochastic algorithm for the efficient simulation and optimal control of networked wave equations based on the random batch method is proposed and analyzed. The random approximation is constructed by dividing the time…

Optimization and Control · Mathematics 2025-12-16 Daniel Veldman , Yue Wang

Maximum entropy methods, rooted in the inverse Ising/Potts problem from statistical physics, are widely used to model pairwise interactions in complex systems across disciplines such as bioinformatics and neuroscience. While successful,…

Disordered Systems and Neural Networks · Physics 2025-11-14 Aurélien Decelle , Alfonso de Jesús Navas Gómez , Beatriz Seoane

The embedded atom method (EAM) is one of the most widely used many-body, short-range potentials in molecular dynamics simulations, particularly for metallic systems. To enhance the efficiency of calculating these short-range interactions,…

Materials Science · Physics 2025-03-25 Jieqiong Zhang , Jizu Huang , Zihao Yang

In this work, we focus on the mean-field limit of the Random Batch Method (RBM) for the Cucker-Smale model. Different from the classical mean-field limit analysis, the chaos in this model is imposed at discrete time and is propagated to…

Numerical Analysis · Mathematics 2024-08-01 Yuelin Wang , Yiwen Lin

We study systems of Brownian particles on the real line, which interact by splitting the local times of collisions among themselves in an asymmetric manner. We prove the strong existence and uniqueness of such processes and identify them…

Probability · Mathematics 2012-10-02 Ioannis Karatzas , Soumik Pal , Mykhaylo Shkolnikov

Identifying ordered structures hidden in the packings of particles is a common scientific question in multiple fields. In this work, we investigate the dynamical organizations of a large number of initially randomly packed repulsive…

Soft Condensed Matter · Physics 2024-09-27 Ranzhi Sun , Zhenwei Yao

Circular Dyson Brownian motion describes the Brownian dynamics of particles on a circle (periodic boundary conditions), interacting through a logarithmic, long-range two-body potential. Within the log-gas picture of random matrix theory, it…

Statistical Mechanics · Physics 2024-06-11 Wouter Buijsman

We describe a novel algorithm for rounding packing integer programs based on multidimensional Brownian motion in $\mathbb{R}^n$. Starting from an optimal fractional feasible solution $\bar{x}$, the procedure converges in polynomial time to…

Data Structures and Algorithms · Computer Science 2014-08-12 Sandeep Sen

Interacting particle methods are increasingly used to sample from complex and high-dimensional distributions. These stochastic particle integration techniques can be interpreted as an universal acceptance-rejection sequential particle…

Computational Finance · Quantitative Finance 2012-10-30 P. Del Moral , G. W. Peters , Ch. Vergé

A system of interacting Brownian particles subject to short-range repulsive potentials is considered. A continuum description in the form of a nonlinear diffusion equation is derived systematically in the dilute limit using the method of…

Statistical Mechanics · Physics 2017-10-12 Maria Bruna , S. Jonathan Chapman , Martin Robinson

We develop a Split Reactive Brownian Dynamics (SRBD) algorithm for particle simulations of reaction-diffusion systems based on the Doi or volume reactivity model, in which pairs of particles react with a specified Poisson rate if they are…

Statistical Mechanics · Physics 2018-09-05 Aleksandar Donev , Chiao-Yu Yang , Changho Kim

Boundary element methods (BEM) reduce a partial differential equation in a domain to an integral equation on the domain's boundary. They are particularly attractive for solving problems on unbounded domains, but handling the dense matrices…

Numerical Analysis · Mathematics 2020-06-30 Steffen Börm

We propose a fast method for the calculation of short-range interactions in molecular dynamics simulations. The so-called random-batch list method is a stochastic version of the classical neighbor-list method to avoid the construction of a…

Computational Physics · Physics 2021-08-25 Jiuyang Liang , Zhenli Xu , Yue Zhao

The Dyson Brownian Motion (DBM) describes the stochastic evolution of $N$ points on the line driven by an applied potential, a Coulombic repulsion and identical, independent Brownian forcing at each point. We use an explicit tamed Euler…

Numerical Analysis · Mathematics 2015-06-16 Xingjie Helen Li , Govind Menon

We introduce methods for large scale Brownian Dynamics (BD) simulation of many rigid particles of arbitrary shape suspended in a fluctuating fluid. Our method adds Brownian motion to the rigid multiblob method at a cost comparable to the…

Soft Condensed Matter · Physics 2018-01-17 B. Sprinkle , F. Balboa Usabiaga , N. A. Patankar , A. Donev