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Adaptive Multilevel Splitting (AMS for short) is a generic Monte Carlo method for Markov processes that simulates rare events and estimates associated probabilities. Despite its practical efficiency, there are almost no theoretical results…

Probability · Mathematics 2018-04-24 Frédéric Cérou , Bernard Delyon , Arnaud Guyader , Mathias Rousset

The Adaptive Multilevel Splitting (AMS) algorithm is a powerful and versatile method for the simulation of rare events. It is based on an interacting (via a mutation-selection procedure) system of replicas, and depends on two integer…

Probability · Mathematics 2015-02-25 Charles-Edouard Bréhier

Stochastic nonlinear dynamical systems can undergo rapid transitions relative to the change in their forcing, for example due to the occurrence of multiple equilibrium solutions for a specific interval of parameters. In this paper, we…

Data Analysis, Statistics and Probability · Physics 2020-11-12 S. Baars , D. Castellana , F. W. Wubs , H. A. Dijkstra

Reaction rates of chemical reactions under nonequilibrium conditions can be determined through the construction of the normally hyperbolic invariant manifold (NHIM) [and moving dividing surface (DS)] associated with the transition state…

A leading goal for climate science and weather risk management is to accurately model both the physics and statistics of extreme events. These two goals are fundamentally at odds: the higher a computational model's resolution, the more…

Atmospheric and Oceanic Physics · Physics 2024-02-06 Justin Finkel , Paul A. O'Gorman

Understanding grain-surface processes is crucial to interpreting the chemistry of the ISM. However, accurate surface chemistry models are computationally expensive and are difficult to integrate with gas-phase simulations. A new…

Astrophysics · Physics 2009-11-13 R. T. Garrod

This work investigates the computational burden of pricing binary options in rare event regimes and introduces an adaptation of the adaptive multilevel splitting (AMS) method for financial derivatives. Standard Monte Carlo becomes…

Computational Finance · Quantitative Finance 2026-01-09 Riccardo Gozzo

This study address the computational determination of catalytic reaction rates by moving beyond traditional Transition State Theory (TST), addressing its limitations in complex systems. The Hill relation framework, integrated with Adaptive…

Chemical Physics · Physics 2025-11-25 Thomas Pigeon , Manuel Corral Valero , Pascal Raybaud

The Active Subspace (AS) method is a widely used technique for identifying the most influential directions in high-dimensional input spaces that affect the output of a computational model. The standard AS algorithm requires a sufficient…

Numerical Analysis · Mathematics 2025-10-24 Fabio Nobile , Matteo Raviola , Raul Tempone

Ab initio molecular dynamics (AIMD) with hybrid density functionals and plane wave basis is computationally expensive due to the high computational cost of exact exchange energy evaluation. Recently, we proposed a strategy to combine…

Chemical Physics · Physics 2021-01-11 Sagarmoy Mandal , Vaishali Thakkur , Nisanth N. Nair

Ab initio molecular dynamics (AIMD) simulations employing density functional theory (DFT) and plane waves are routinely carried out using density functionals at the level of Generalized Gradient Approximation (GGA). AIMD simulations…

Chemical Physics · Physics 2020-03-04 Sagarmoy Mandal , Nisanth N. Nair

We present a new adaptive resolution technique for efficient particle-based multiscale molecular dynamics (MD) simulations. The presented approach is tailor-made for molecular systems where atomistic resolution is required only in spatially…

Soft Condensed Matter · Physics 2007-05-23 Matej Praprotnik , Luigi Delle Site , Kurt Kremer

The Adaptive Multilevel Splitting algorithm is a very powerful and versatile method to estimate rare events probabilities. It is an iterative procedure on an interacting particle system, where at each step, the $k$ less well-adapted…

Probability · Mathematics 2014-05-07 Charles-Edouard Bréhier , Tony Lelievre , Mathias Rousset

Chemical reactions in multidimensional driven systems are typically described by a time-dependent rank-1 saddle associated with one reaction and several orthogonal coordinates (including the solvent bath). To investigate reactions in such…

Chemical Physics · Physics 2020-02-06 Matthias Feldmaier , Robin Bardakcioglu , Johannes Reiff , Jörg Main , Rigoberto Hernandez

Temperature-accelerated sliced sampling (TASS) is a well-established enhanced sampling method that facilitates exhaustive exploration of high-dimensional collective variable (CV) space through directed sampling employing a combination of…

Chemical Physics · Physics 2025-09-08 Sameer Saurav , Debjit Das , Ramsha Javed , Nisanth N. Nair

The unfolding of molecular complexes or biomolecules under the influence of external mechanical forces can routinely be simulated with atomistic resolution. To obtain a match of the characteristic time scales with those of experimental…

Soft Condensed Matter · Physics 2024-07-17 Marco Oestereich , Jürgen Gauss , Gregor Diezemann

The efficiency of water electrolysis in a photoelectrochemical cell is largely limited by the oxygen evolution reaction (OER) at its semiconductor photoanode. Reaction rate constants are key to investigating the slow kinetics of the…

The ring polymer molecular dynamics (RPMD) rate theory is an efficient and accurate method for estimating rate coefficients of chemical reactions affected by nuclear quantum effects. The commonly used RPMD treatment of gas-phase bimolecular…

Chemical Physics · Physics 2025-04-03 Chen Li , Liang Zhang , Bin Jiang , Hua Guo

Molecular dynamics (MD) simulations are useful in obtaining thermodynamic and kinetic properties of bio-molecules but are limited by the timescale barrier, i.e., we may be unable to efficiently obtain properties because we need to run…

Chemical Physics · Physics 2017-08-23 Surl-Hee Ahn , Jay W. Grate , Eric F. Darve

Interpretable reaction coordinates are essential for understanding rare conformational transitions in molecular dynamics. The Atomistic Mechanism Of Rare Events in Molecular Dynamics (AMORE-MD) framework enhances interpretability of…

Chemical Physics · Physics 2026-02-27 Jakob J. Kresse , Alexander Sikorski , Marcus Weber
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