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We numerically investigate an adaptive version of the parareal algorithm in the context of molecular dynamics. This adaptive variant has been originally introduced in [F. Legoll, T. Lelievre and U. Sharma, SISC 2022]. We focus here on test…

Numerical Analysis · Mathematics 2022-12-21 Olga Gorynina , Frederic Legoll , Tony Lelievre , Danny Perez

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

This paper introduces an algorithm for discovering implicit and delayed causal relations between events observed by a robot at arbitrary times, with the objective of improving data-efficiency and interpretability of model-based…

Machine Learning · Computer Science 2020-08-05 Junchi Liang , Abdeslam Boularias

Memoryless processes are ubiquitous in nature, in contrast with the mathematics of open systems theory, which states that non-Markovian processes should be the norm. This discrepancy is usually addressed by subjectively making the…

Quantum Physics · Physics 2021-06-10 Pedro Figueroa-Romero , Felix A. Pollock , Kavan Modi

Finding informative low-dimensional descriptions of high-dimensional simulation data (like the ones arising in molecular dynamics or kinetic Monte Carlo simulations of physical and chemical processes) is crucial to understanding physical…

Chemical Physics · Physics 2015-06-16 Carmeline J. Dsilva , Ronen Talmon , Neta Rabin , Ronald R. Coifman , Ioannis G. Kevrekidis

We describe parallel Markov chain Monte Carlo methods that propagate a collective ensemble of paths, with local covariance information calculated from neighboring replicas. The use of collective dynamics eliminates multiplicative noise and…

Methodology · Statistics 2016-07-15 Charles Matthews , Jonathan Weare , Benedict Leimkuhler

We consider numerical methods for thermodynamic sampling, i.e. computing sequences of points distributed according to the Gibbs-Boltzmann distribution, using Langevin dynamics and overdamped Langevin dynamics (Brownian dynamics). A wide…

Statistical Mechanics · Physics 2015-01-13 Benedict Leimkuhler , Charles Matthews , Gabriel Stoltz

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

In this paper, a systematic approach is developed to embed the dynamical description of a nonlinear system into a linear parameter-varying (LPV) system representation. Initially, the nonlinear functions in the model representation are…

Systems and Control · Electrical Eng. & Systems 2020-11-09 Arash Sadeghzadeh , Roland Toth

We model non-stationary volume-price distributions with a log-normal distribution and collect the time series of its two parameters. The time series of the two parameters are shown to be stationary and Markov-like and consequently can be…

Statistical Finance · Quantitative Finance 2017-05-04 Joana Estevens , Paulo Rocha , Joao Boto , Pedro Lind

It is quite clear from a wide range of experiments that gating phenomena of ion channels is inherently stochastic. It has been discussed using BD simulations in a recent paper that memory effects in ion transport is negligible, unless the…

Neurons and Cognition · Quantitative Biology 2008-01-25 Sisir Roy , Indranil Mitra , Rodolfo Llinas

This paper studies the fundamental problem of learning deep generative models that consist of multiple layers of latent variables organized in top-down architectures. Such models have high expressivity and allow for learning hierarchical…

Machine Learning · Statistics 2020-07-21 Erik Nijkamp , Bo Pang , Tian Han , Linqi Zhou , Song-Chun Zhu , Ying Nian Wu

This paper aims to investigate the non-Markovian dynamics. The governing equations are derived for the probability density functions (PDFs) of non-Markovian stochastic responses to Langevin equation excited by combined fractional Gaussian…

Probability · Mathematics 2025-03-03 Bin Pei , Lifang Feng , Yunzhang Li , Yong Xu

A variety of enhanced statistical and numerical methods are now routinely used to extract comprehensible and relevant thermodynamic information from the vast amount of complex, high-dimensional data obtained from intensive molecular…

Soft Condensed Matter · Physics 2020-10-14 Francois Sicard , Vladimir Koskin , Alessia Annibale , Edina Rosta

Strong coupling between a system and its environment leads to the emergence of non-Markovian dynamics, which cannot be described by a time-local master equation. One way to capture such dynamics is to use numerical real-time path integrals,…

Mesoscale and Nanoscale Physics · Physics 2017-11-29 Aidan Strathearn , Brendon W. Lovett , Peter Kirton

Recent advances in quantum technologies and related experiments have created a need for highly accurate, versatile, and computationally efficient simulation techniques for the dynamics of open quantum systems. Long-lived correlation effects…

Quantum Physics · Physics 2026-01-09 Meng Xu , Vasilii Vadimov , J. T. Stockburger , J. Ankerhold

We consider deep multivariate models for heterogeneous collections of random variables. In the context of computer vision, such collections may e.g. consist of images, segmentations, image attributes, and latent variables. When developing…

Machine Learning · Computer Science 2026-02-03 Dmitrij Schlesinger , Boris Flach , Alexander Shekhovtsov

We propose an ab-initio molecular dynamics method, capable to reduce dramatically the autocorrelation time required for the simulation of classical and quantum particles at finite temperature. The method is based on an efficient…

Strongly Correlated Electrons · Physics 2017-01-11 Sandro Sorella , Guglielmo Mazzola

The precise characterization of dynamics in open quantum systems often presents significant challenges, leading to the introduction of various approximations to simplify a model. One commonly used strategy involves Markovian approximations,…

Quantum Physics · Physics 2024-12-04 Zhao-Ming Wang , S. L. Wu , Mark S. Byrd , Lian-Ao Wu

Energy transport equations are derived directly from full molecular dynamics models as coarse-grained description. With the local energy chosen as the coarse-grained variables, we apply the Mori-Zwanzig formalism to derive a reduced model,…

Statistical Mechanics · Physics 2017-09-19 Weiqi Chu , Xiantao Li
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