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We present a generic reweighting method for nonequilibrium Markov processes. With nonequilibrium Monte Carlo simulations at a single temperature, one calculates the time evolution of physical quantities at different temperatures, which…

Statistical Mechanics · Physics 2009-11-10 Hwee Kuan Lee , Yutaka Okabe

Recovering unbiased kinetic and thermodynamic observables from the enhanced sampling simulations is a central challenge in rare-event sampling. Classical Girsanov Reweighting (GR) offers a principled solution by yielding exact pathwise…

Quantitative Methods · Quantitative Biology 2026-04-21 Yan Wang , Hao Wu , Simon Olsson

Mini-proteins and peptides manifest dynamic conformational fluctuation and involve mutual interconversion among metastable states. A robust mapping of the conformational landscape underlying mini-proteins and peptides often requires…

Chemical Physics · Physics 2021-09-29 Satyabrata Bandyopadhyay , Jagannath Mondal

This paper is concerned with collective variables, or reaction coordinates, that map a discrete-in-time Markov process $X_n$ in $\mathbb{R}^d$ to a (much) smaller dimension $k \ll d$. We define the effective dynamics under a given…

Optimization and Control · Mathematics 2025-03-12 Wei Zhang , Christof Schütte

Atomistic modelling of phase transitions, chemical reactions, or other rare events that involve overcoming high free energy barriers usually entails prohibitively long simulation times. Introducing a bias potential as a function of an…

Computational Physics · Physics 2019-11-06 Federico Giberti , Bingqing Cheng , Gareth Aneurin Tribello , Michele Ceriotti

Metropolis Monte Carlo simulation is a powerful tool for studying the equilibrium properties of matter. In complex condensed-phase systems, however, it is difficult to design Monte Carlo moves with high acceptance probabilities that also…

Statistical Mechanics · Physics 2014-05-27 Jerome P. Nilmeier , Gavin E. Crooks , David D. L. Minh , John D. Chodera

By modeling the interaction of a system with an environment through a renewal approach, we demonstrate that completely positive non-Markovian dynamics may develop some unexplored non-standard statistical properties. The renewal approach is…

Quantum Physics · Physics 2009-08-07 Adrian A. Budini Paolo Grigolini

Stochastic systems often exhibit multiple viable metastable states that are long-lived. Over very long timescales, fluctuations may push the system to transition between them, drastically changing its macroscopic configuration. In realistic…

Statistical Mechanics · Physics 2023-04-14 Tobias Grafke , Alessandro Laio

Computing the equilibrium properties of complex systems, such as free energy differences, is often hampered by rare events in the dynamics. Enhanced sampling methods may be used in order to speed up sampling by, for example, using high…

Computational Physics · Physics 2015-02-11 Antonia S. J. S. Mey , Hao Wu , Frank Noé

This article reviews the concepts and methods of variational path sampling. These methods allow computational studies of rare events in systems driven arbitrarily far from equilibrium. Based upon a statistical mechanics of trajectory space…

Chemical Physics · Physics 2025-02-05 Aditya N. Singh , Avishek Das , David T. Limmer

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

Very often when studying non-equilibrium systems one is interested in analysing dynamical behaviour that occurs with very low probability, so called rare events. In practice, since rare events are by definition atypical, they are often…

Statistical Mechanics · Physics 2021-01-06 Dominic C. Rose , Jamie F. Mair , Juan P. Garrahan

Monte Carlo simulations are widely used to simulate complex molecular systems, but standard approaches suffer from metastability. Lately, the use of non-local proposal updates in a collective-variable (CV) space has been proposed in several…

Statistical Mechanics · Physics 2026-04-20 Christoph Schönle , Davide Carbone , Marylou Gabrié , Tony Lelièvre , Gabriel Stoltz

We propose a learning-based robust predictive control algorithm that compensates for significant uncertainty in the dynamics for a class of discrete-time systems that are nominally linear with an additive nonlinear component. Such systems…

Systems and Control · Electrical Eng. & Systems 2022-12-05 Rohan Sinha , James Harrison , Spencer M. Richards , Marco Pavone

Aligning theoretical atomistic structural models of materials with available experimental data presents a significant challenge for disordered systems. The configurational space to navigate is vast, and faithful realizations require large…

Materials Science · Physics 2025-09-29 Tigany Zarrouk , Miguel A. Caro

The control of large queueing networks is a notoriously difficult problem. Recently, an interesting new policy design framework for the control problem called h-MaxWeight has been proposed: h-MaxWeight is a natural generalization of the…

Systems and Control · Computer Science 2013-01-10 Gerhard Wunder , Chan Zhou , Martin Kasparick

Based on multiple simulation trajectories, which started from dispersively selected initial conformations, the weighted ensemble dynamics method is designed to robustly and systematically explore the hierarchical structure of complex…

Statistical Mechanics · Physics 2015-05-14 Linchen Gong , Xin Zhou

Dynamical reweighting methods permit to estimate kinetic observables of a stochastic process governed by a target potential $\tilde{V}(x)$ from trajectories that have been generated at a different potential $V(x)$. In this article, we…

Chemical Physics · Physics 2022-12-28 Luca Donati , Marcus Weber , Bettina G. Keller

We present density response estimators for Monte Carlo simulations that are based on a reweighting procedure, where the samples of an unperturbed system are used to estimate the properties of a system perturbed by an external harmonic…

Stochastic optimal control of dynamical systems is a crucial challenge in sequential decision-making. Recently, control-as-inference approaches have had considerable success, providing a viable risk-sensitive framework to address the…

Machine Learning · Computer Science 2023-12-22 Hany Abdulsamad , Sahel Iqbal , Adrien Corenflos , Simo Särkkä