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We describe a framework to significantly reduce the computational effort to evaluate large deviation functions of time integrated observables within nonequilibrium steady states. We do this by incorporating an auxiliary dynamics into…

Statistical Mechanics · Physics 2018-05-25 Ushnish Ray , Garnet Kin-Lic Chan , David T. Limmer

The auxiliary function method allows computation of extremal long-time averages of functions of dynamical variables in autonomous nonlinear ordinary differential equations via convex optimization. For dynamical systems defined by autonomous…

Dynamical Systems · Mathematics 2020-08-19 Charles R. Doering , Andrew McMillan

Large deviation functions contain information on the stability and response of systems driven into nonequilibrium steady states, and in such a way are similar to free energies for systems at equilibrium. As with equilibrium free energies,…

Statistical Mechanics · Physics 2018-04-25 Ushnish Ray , Garnet Kin-Lic Chan , David T. Limmer

The current and future developments of electric power systems are pushing the boundaries of reliability assessment to consider distribution networks with renewable generators. Given the stochastic features of these elements, most modeling…

Other Computer Science · Computer Science 2012-07-02 Yan-Fu Li , Enrico Zio

We introduce a variational algorithm to estimate the likelihood of a rare event within a nonequilibrium molecular dynamics simulation through the evaluation of an optimal control force. Optimization of a control force within a chosen basis…

Statistical Mechanics · Physics 2021-01-14 Avishek Das , David T. Limmer

The goal of this paper is to address finite-horizon minimum variance and covariance steering problems for discrete-time stochastic (Gaussian) linear systems. On the one hand, the minimum variance problem seeks for a control policy that will…

Optimization and Control · Mathematics 2020-11-12 Efstathios Bakolas

The article discusses the gradient discretisation method (GDM) for distributed optimal control problems governed by diffusion equation with pure Neumann boundary condition. Using the GDM framework enables to develop an analysis that…

Numerical Analysis · Mathematics 2018-10-09 Jerome Droniou , Neela Nataraj , Devika Shylaja

We present a data-driven approach to efficiently approximate nonlinear transient dynamics in solid-state systems. Our proposed machine-learning model combines a dimensionality reduction stage with a nonlinear vector autoregression scheme.…

Computational Physics · Physics 2024-02-22 Stefan Meinecke , Felix Köster , Dominik Christiansen , Kathy Lüdge , Andreas Knorr , Malte Selig

Dynamic processes of interacting units on a network are out of equilibrium in general. In the case of a directed tree, the dynamic cavity method provides an efficient tool that characterises the dynamic trajectory of the process for the…

Disordered Systems and Neural Networks · Physics 2022-05-25 Giuseppe Torrisi , Reimer Kühn , Alessia Annibale

Macroscopic fluctuation theory has shown that a wide class of non-equilibrium stochastic dynamical systems obey a large deviation principle, but except for a few one-dimensional examples these large deviation principles are in general not…

Statistical Mechanics · Physics 2014-10-02 Gino Del Ferraro , Erik Aurell

Nonequilibrium statistical mechanics exhibit a variety of complex phenomena far from equilibrium. It inherits challenges of equilibrium, including accurately describing the joint distribution of a large number of configurations, and also…

Statistical Mechanics · Physics 2024-02-08 Ying Tang , Jing Liu , Jiang Zhang , Pan Zhang

Sampling the collective, dynamical fluctuations that lead to nonequilibrium pattern formation requires probing rare regions of trajectory space. Recent approaches to this problem based on importance sampling, cloning, and spectral…

Statistical Mechanics · Physics 2022-02-14 Jiawei Yan , Hugo Touchette , Grant M. Rotskoff

Graph neural networks are often used to model interacting dynamical systems since they gracefully scale to systems with a varying and high number of agents. While there has been much progress made for deterministic interacting systems,…

Machine Learning · Computer Science 2023-05-04 Andreas Look , Melih Kandemir , Barbara Rakitsch , Jan Peters

Mode collapse is a significant unsolved issue of generative adversarial networks. In this work, we examine the causes of mode collapse from a novel perspective. Due to the nonuniform sampling in the training process, some sub-distributions…

Machine Learning · Computer Science 2024-01-22 Yanxiang Gong , Zhiwei Xie , Guozhen Duan , Zheng Ma , Mei Xie

In these notes we present a pedagogical account of the population dynamics methods recently introduced to simulate large deviation functions of dynamical observables in and out of equilibrium. After a brief introduction on large deviation…

Statistical Mechanics · Physics 2009-02-23 J. Tailleur , V. Lecomte

In stochastic systems, numerically sampling the relevant trajectories for the estimation of the large deviation statistics of time-extensive observables requires overcoming their exponential (in space and time) scarcity. The optimal way to…

Statistical Mechanics · Physics 2021-01-14 Tom H. E. Oakes , Adam Moss , Juan P. Garrahan

We tackle the problem of sampling from intractable high-dimensional density functions, a fundamental task that often appears in machine learning and statistics. We extend recent sampling-based approaches that leverage controlled stochastic…

Machine Learning · Computer Science 2024-03-12 Dinghuai Zhang , Ricky T. Q. Chen , Cheng-Hao Liu , Aaron Courville , Yoshua Bengio

We investigate the stationary states of one-dimensional driven diffusive systems, coupled to boundary reservoirs with fixed particle densities. We argue that the generic phase diagram is governed by an extremal principle for the macroscopic…

Statistical Mechanics · Physics 2009-10-31 Vladislav Popkov , Gunter M. Schuetz

We propose a new method for computing Dynamic Mode Decomposition (DMD) evolution matrices, which we use to analyze dynamical systems. Unlike the majority of existing methods, our approach is based on a variational formulation consisting of…

Numerical Analysis · Mathematics 2019-05-24 Omri Azencot , Wotao Yin , Andrea Bertozzi

We consider dynamical systems evolving near an equilibrium statistical state where the interest is in modelling long term behavior that is consistent with thermodynamic constraints. We adjust the distribution using an entropy-optimizing…

Fluid Dynamics · Physics 2014-11-25 Keith Myerscough , Jason Frank , Benedict Leimkuhler
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