Related papers: Reduced-variance orientational distribution functi…
Inverse transform sampling is an exceptionally general method to generate non-uniform-distributed random numbers, but can be rather unstable when simulating extremely truncated distributions. Many famous probability models share a property…
Using the Onsager-Machlup functional integral approach, we obtain the work distribution function and the distribution of the dissipated heat of a Brownian particle subjected to a confining harmonic potential and an oscillatory driving…
We present a direct numerical simulation method for investigating the dynamics of dispersed particles in a compressible solvent fluid. The validity of the simulation is examined by calculating the velocity relaxation of an impulsively…
The probability of shortage absence is estimated for the storage of some transport system. The intensive computer methods of statistics are used in corresponding processes simulation. The efficiency of suggested approach, taking the mean…
Rare event simulation and estimation for systems in equilibrium are among the most challenging topics in molecular dynamics. As was shown by Jarzynski and others, nonequilibrium forcing can theoretically be used to obtain equilibrium rare…
Steady state distribution functions can be used to calculate stability conditions for modes, radiation energy losses, and particle loss rates. Heuristic analytic approximations to these distributions can capture key behaviors of the true…
Non-spherical particles transported by an anisotropic turbulent flow preferentially align with the mean shear and intermittently tumble when the local strain fluctuates. Such an intricate behaviour is here studied for inertialess,…
Stochastic models of varying complexity have been proposed to describe the dispersion of particles in turbulent flows, from simple Brownian motion to complex temporally and spatially correlated models. A method is needed to compare…
Recently, it has been shown how sampling actions from the predictive distribution over the optimal action-sometimes called Thompson sampling-can be applied to solve sequential adaptive control problems, when the optimal policy is known for…
This article reports the modeling of inertial rotational Brownian motion as an Ornstein-Uhlenbeck process evolving on the cotangent bundle of the rotation group, SO(3). The benefit of this approach and the use of a different…
Out-of-time-order correlator (OTOC), been suggested as a measure of quantum information scrambling in quantum many-body systems, has received enormous attention recently. The experimental measurement of OTOC is quite challenging. The…
Large transverse momentum distributions of identified particles observed at RHIC are analyzed by a relativistic stochastic model in the three dimensional (non-Euclidean) rapidity space. A distribution function obtained from the model is…
Particle filtering is used to compute good nonlinear estimates of complex systems. It samples trajectories from a chosen distribution and computes the estimate as a weighted average. Easy-to-sample distributions often lead to degenerate…
The dynamical spreading of quantum information through a many-body system, typically called scrambling, is a complex process that has proven to be essential to describe many properties of out-of-equilibrium quantum systems. Scrambling can,…
Optimization algorithms appear in the core calculations of numerous Artificial Intelligence (AI) and Machine Learning methods, as well as Engineering and Business applications. Following recent works on the theoretical deficiencies of AI, a…
In this paper, we develop a simulation-based approach to optimisation with multi-modal functions using slice sampling. Our method specifies the objective function as an energy potential in a Boltzmann distribution and then we use auxiliary…
We put forward a simple procedure for extracting dynamical information from Monte Carlo simulations, by appropriate matching of the short-time diffusion tensor with its infinite-dilution limit counterpart, which is supposed to be known.…
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…
When a physical system is driven away from equilibrium, the statistical distribution of its dynamical trajectories informs many of its physical properties. Characterizing the nature of the distribution of dynamical observables, such as a…
We study the convergence to equilibrium of an underdamped Langevin equation that is controlled by a linear feedback force. Specifically, we are interested in sampling the possibly multimodal invariant probability distribution of a Langevin…