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Many processes in nature such as conformal changes in biomolecules and clusters of interacting particles, genetic switches, mechanical or electromechanical oscillators with added noise, and many others are modeled using stochastic…

Optimization and Control · Mathematics 2023-10-13 Jiaxin Yuan , Amar Shah , Channing Bentz , Maria Cameron

Transition of a system between two states is an important but difficult problem in natural science. In this article we study the transition problem in the framework of transition path ensemble. Using the overdamped Langevin method, we…

Statistical Mechanics · Physics 2023-02-01 De-Zhang Li , Jia-Rui Zeng , Wei-Jie Huang , Yao Yao , Xiao-Bao Yang

We introduce a scheme for deriving an optimally-parametrised Langevin dynamics of few collective variables from data generated in molecular dynamics simulations. The drift and the position-dependent diffusion profiles governing the Langevin…

Statistical Mechanics · Physics 2008-08-22 Cristian Micheletti , Giovanni Bussi , Alessandro Laio

In molecular dynamics, statistics of transitions, such as the mean transition time, are macroscopic observables which provide important dynamical information on the underlying microscopic stochastic process. A direct estimation using…

Probability · Mathematics 2023-05-16 Tony Lelièvre , Mouad Ramil , Julien Reygner

Rare events such as conformational changes in biomolecules, phase transitions, and chemical reactions are central to the behavior of many physical systems, yet they are extremely difficult to study computationally because unbiased…

Machine Learning · Statistics 2026-04-16 Yuanqi Du , Jiajun He , Dinghuai Zhang , Eric Vanden-Eijnden , Carles Domingo-Enrich

Transition path theory (TPT) for diffusion processes is a framework for analysing the transitions of multiscale ergodic diffusion processes between disjoint metastable subsets of state space. Most methods for applying TPT involve the…

Numerical Analysis · Mathematics 2021-03-31 Nada Cvetković , Tim Conrad , Han Cheng Lie

This paper is devoted to the development of a theoretical and computational framework to efficiently sample the statistically significant thermally activated reaction pathways, in multi-dimensional systems obeying Langevin dynamics. We show…

Statistical Mechanics · Physics 2009-11-13 E. Autieri , P. Faccioli , M. Sega , F. Pederiva , H. Orland

We study the Langevin dynamics of a physical system with manifold structure $\mathcal{M}\subset\mathbb{R}^p$ based on collected sample points $\{\mathsf{x}_i\}_{i=1}^n \subset \mathcal{M}$ that probe the unknown manifold $\mathcal{M}$.…

Numerical Analysis · Mathematics 2022-11-08 Yuan Gao , Jian-Guo Liu , Nan Wu

Representations based on random walks can exploit discrete data distributions for clustering and classification. We extend such representations from discrete to continuous distributions. Transition probabilities are now calculated using a…

Machine Learning · Computer Science 2012-12-12 Chen-Hsiang Yeang , Martin Szummer

Under certain conditions, the dynamics of coarse-grained models of solvated proteins can be described using a Markov state model, which tracks the evolution of populations of configurations. The transition rates among states that appear in…

Soft Condensed Matter · Physics 2022-09-26 Margarita Colberg , Jeremy Schofield

Stochastic optimal control problems have a long tradition in applied probability, with the questions addressed being of high relevance in a multitude of fields. Even though theoretical solutions are well understood in many scenarios, their…

Statistics Theory · Mathematics 2024-05-28 Sören Christensen , Claudia Strauch , Lukas Trottner

Many natural systems exhibit tipping points where changing environmental conditions spark a sudden shift to a new and sometimes quite different state. Global climate change is often associated with the stability of marine carbon stocks. We…

Dynamical Systems · Mathematics 2024-06-19 Jianyu Chen , Jianyu Hu , Wei Wei , Jinqiao Duan

This paper establishes an indirect approximation theorem for the most probable transition pathway of a stochastic interacting particle system in the mean-field framework. This paper studied the problem of indirect approximation of the most…

Dynamical Systems · Mathematics 2026-05-27 Jianyu Chen , Ting Gao , Galina Strelkova , Jinqiao Duan

We are interested in the connection between a metastable continuous state space Markov process (satisfying e.g. the Langevin or overdamped Langevin equation) and a jump Markov process in a discrete state space. More precisely, we use the…

Probability · Mathematics 2017-02-08 Giacomo Di Gesù , Tony Lelièvre , Dorian Le Peutrec , Boris Nectoux

We present a method to sample Markov-chain trajectories constrained to both the initial and final conditions, which we term Markov bridges. The trajectories are conditioned to end in a specific state at a given time. We derive the master…

Statistical Mechanics · Physics 2025-01-07 Guillaume Le Treut , Sarah Ancheta , Greg Huber , Henri Orland , David Yllanes

Langevin equations are used to model many processes of physical interest, including low-energy nuclear collisions. In this paper we develop a general method for computing probabilities of very rare events (e.g. small fusion cross-sections)…

Nuclear Theory · Physics 2009-10-31 O. Mazonka , C. Jarzynski , J. Blocki

Stochastic reduced-order models are widely used to represent the effective dynamics of complex systems, but estimating their drift and diffusion coefficients from data remains challenging. Standard approaches often rely on short-time…

Machine Learning · Statistics 2026-04-28 Ludovico T. Giorgini

We present three algorithms for calculating rate constants and sampling transition paths for rare events in simulations with stochastic dynamics. The methods do not require a priori knowledge of the phase space density and are suitable for…

Soft Condensed Matter · Physics 2009-11-11 Rosalind J. Allen , Daan Frenkel , Pieter Rein ten Wolde

Transition Path Theory (TPT) provides a rigorous framework to investigate the dynamics of rare thermally activated transitions. In this theory, a central role is played by the forward committor function q^+(x), which provides the ideal…

Statistical Mechanics · Physics 2018-08-15 G. Bartolucci , S. Orioli , P. Faccioli

We study the dynamics of the contact-process, one of the simplest nonequilibrium stochastic processes, taking place on a scale-free network. We consider the network topology as annealed, i.e. all links are rewired at each microscopic time…

Disordered Systems and Neural Networks · Physics 2009-11-13 Marian Boguna , Claudio Castellano , Romualdo Pastor-Satorras
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