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We briefly review simulation schemes for the investigation of rare transitions and we resume the recently introduced Transition Interface Sampling, a method in which the computation of rate constants is recast into the computation of fluxes…

Statistical Mechanics · Physics 2009-11-10 Daniele Moroni , Titus S. van Erp , Peter G. Bolhuis

The study of active matter has revealed novel non-equilibrium collective behaviors, illustrating their potential as a new materials platform. However, most works treat active matter as unregulated systems with uniform microscopic energy…

Soft Condensed Matter · Physics 2021-10-08 Martin J Falk , Vahid Alizadehyazdi , Heinrich Jaeger , Arvind Murugan

These lecture notes are designed to provide a brief introduction into the phenomenology of active matter and to present some of the analytical tools used to rationalize the emergent behavior of active systems. Such systems are made of…

Soft Condensed Matter · Physics 2018-07-02 Étienne Fodor , M. Cristina Marchetti

Self-propulsion allows living systems to display unusual collective behavior. Unlike passive systems in thermal equilibrium, active matter systems are not constrained by conventional thermodynamic laws. A question arises however as to what…

Soft Condensed Matter · Physics 2015-03-18 Sho C. Takatori , John F. Brady

Estimating the effective energy, $E_\text{eff}$ of a stationary probability distribution is a challenge for non-equilibrium steady states. Its solution could offer a novel framework for describing and analyzing non-equilibrium systems. In…

Statistical Mechanics · Physics 2026-02-03 Antonin Brossollet , Etienne Lempereur , Stéphane Mallat , Giulio Biroli

Distinguishing active from passive dynamics is a fundamental challenge in understanding the motion of living cells and other active matter systems. Here, we introduce a framework that combines physical modeling, analytical theory, and…

Wet active matter in the presence of an imposed temperature gradient, or chemical potential gradient, is considered. It is shown that there is a new type of convective instability that is caused by a (negative) activity parameter.…

Soft Condensed Matter · Physics 2019-02-15 T. R. Kirkpatrick , J. K. Bhattacherjee

We present a new method for sampling rare and large fluctuations in a non-equilibrium system governed by a stochastic partial differential equation (SPDE) with additive forcing. To this end, we deploy the so-called instanton formalism that…

Computational Physics · Physics 2019-06-26 Lasse Ebener , Georgios Margazoglou , Jan Friedrich , Luca Biferale , Rainer Grauer

Many out-of-equilibrium flows present non-Gaussian fluctuations in physically relevant observables, such as energy dissipation rate. This implies extreme fluctuations that, although rarely observed, have a significant phenomenology.…

Fluid Dynamics · Physics 2023-08-02 Guilherme Tegoni Goedert , Luca Biferale

Traditional stochastic modeling of reactive systems limits the domain of applicability of the associated path thermodynamics to systems involving a single elementary reaction at the origin of each observed change in composition. An…

Statistical Mechanics · Physics 2023-01-18 F. Baras , A. L. Garcia , M. Malek Mansour

In these Lecture Notes we aim at clarifying how soft matter physics, and herein notably statistical mechanics and fluid mechanics, can be engaged to understand and manipulate non-equilibrium systems consisting of numerous (microscopic)…

Soft Condensed Matter · Physics 2025-05-27 Jean-François Joanny , Joseph O. Indekeu

Self-organization of active matter as well as driven granular matter in non-equilibrium dynamical states has attracted considerable attention not only from the fundamental and application viewpoints but also as a model to understand the…

Soft Condensed Matter · Physics 2015-09-14 Yuta Komatsu , Hajime Tanaka

Risk assessment for rare events is essential for understanding systemic stability in complex systems. As rare events are typically highly correlated, it is important to study heavy-tailed multivariate distributions of the relevant…

Statistical Finance · Quantitative Finance 2025-12-02 Efstratios Manolakis , Anton J. Heckens , Benjamin Köhler , Thomas Guhr

Extreme weather events epitomize high cost: to society through their physical impacts, and to computer servers that simulate them to assess risk and advance physical understanding. It costs hundreds of simulation years to sample a few…

Atmospheric and Oceanic Physics · Physics 2026-04-14 Justin Finkel , Paul A. O'Gorman

Combining the increasing availability and abundance of healthcare data and the current advances in machine learning methods have created renewed opportunities to improve clinical decision support systems. However, in healthcare risk…

Machine Learning · Statistics 2021-06-17 Zidi Xiu , Chenyang Tao , Michael Gao , Connor Davis , Benjamin A. Goldstein , Ricardo Henao

We formulate theoretical modeling approaches and develop practical computational simulation methods for investigating the non-equilibrium statistical mechanics of fluid interfaces with passive and active immersed particles. Our approaches…

Soft Condensed Matter · Physics 2024-10-03 Dev Jasuja , Paul J. Atzberger

We propose an adaptive importance sampling scheme for the simulation of rare events when the underlying dynamics is given by a diffusion. The scheme is based on a Gibbs variational principle that is used to determine the optimal (i.e.…

Probability · Mathematics 2019-07-24 Carsten Hartmann , Omar Kebiri , Lara Neureither , Lorenz Richter

The slow processes of metastable stochastic dynamical systems are difficult to access by direct numerical simulation due the sampling problem. Here, we suggest an approach for modeling the slow parts of Markov processes by approximating the…

Mathematical Physics · Physics 2012-12-03 Frank Noé , Feliks Nüske

We introduce an extension to the Weighted Ensemble (WE) path sampling method to restrict sampling to a one dimensional path through a high dimensional phase space. Our method, which is based on the finite-temperature string method, permits…

Statistical Mechanics · Physics 2013-01-25 Joshua L. Adelman , Michael Grabe

This work develops change-point methods for statistics of high-frequency data. The main interest is in the volatility of an It\^{o} semi-martingale, the latter being discretely observed over a fixed time horizon. We construct a…

Statistics Theory · Mathematics 2016-01-13 Markus Bibinger , Moritz Jirak , Mathias Vetter