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Many stochastic time series can be described by a Langevin equation composed of a deterministic and a stochastic dynamical part. Such a stochastic process can be reconstructed by means of a recently introduced nonparametric method, thus…

Data Analysis, Statistics and Probability · Physics 2013-01-01 J. Carvalho , F. Raischel , M. Haase , P. G. Lind

We develop coarse-graining schemes for stochastic many-particle microscopic models with competing short- and long-range interactions on a d-dimensional lattice. We focus on the coarse-graining of equilibrium Gibbs states and using cluster…

Numerical Analysis · Mathematics 2010-03-09 M. A. Katsoulakis , P. Plechac , L. Rey-Bellet , D. K. Tsagkarogiannis

Explaining the emergence of stochastic irreversible macroscopic dynamics from time-reversible deterministic microscopic dynamics is one of the key problems in philosophy of physics. The Mori-Zwanzig projection operator formalism, which is…

Statistical Mechanics · Physics 2022-07-04 Michael te Vrugt

An algorithm for simulation of quantum many-body dynamics having su(2) spectrum-generating algebra is developed. The algorithm is based on the idea of dynamical coarse-graining. The original unitary dynamics of the target observables, the…

Quantum Physics · Physics 2009-12-03 M. Khasin , R. Kosloff

Coarse-graining (CG) enables molecular dynamics (MD) simulations of larger systems and longer timescales that are otherwise infeasible with atomistic models. Machine learning potentials (MLPs), with their capacity to capture many-body…

Chemical Physics · Physics 2025-12-01 Weilong Chen , Franz Görlich , Paul Fuchs , Julija Zavadlav

Grain microstructures are crucial to the mechanical properties, performance, and often lifetime of metallic components. Hence, the prediction of grain microstructures emerging from solidification processes at relevant macroscopic scale is…

Materials Science · Physics 2025-04-18 Salem Mosbah , Rodrigo Gómez Vázquez , Constantin Zenz , Damien Tourret , Andreas Otto

Model uncertainty quantification is an essential component of effective data assimilation. Model errors associated with sub-grid scale processes are often represented through stochastic parameterizations of the unresolved process. Many…

Methodology · Statistics 2021-04-13 Sahani Pathiraja , Peter Jan van Leeuwen

We present a computer-assisted approach to coarse-graining the evolutionary dynamics of a system of nonidentical oscillators coupled through a (fixed) network structure. The existence of a spectral gap for the coupling network graph…

Statistical Mechanics · Physics 2015-05-28 Karthikeyan Rajendran , Ioannis G. Kevrekidis

A brief review of modeling and simulation methods for a study of polymers at interfaces is provided. When studying truly multiscale problems as provided by realistic polymer systems, coarse graining is practically unavoidable. In this…

Soft Condensed Matter · Physics 2009-10-19 Fathollah Varnik , Kurt Binder

We present a theoretical approach to scale the artificially fast dynamics of simulated coarse-grained polymer liquids down to its realistic value. As coarse-graining affects entropy and dissipation, two factors enter the rescaling:…

Soft Condensed Matter · Physics 2015-05-27 I. Y. Lyubimov , J. McCarty , A. Clark , M. G. Guenza

In this work we propose a hierarchy of Monte Carlo methods for sampling equilibrium properties of stochastic lattice systems with competing short and long range interactions. Each Monte Carlo step is composed by two or more sub - steps…

Numerical Analysis · Mathematics 2015-05-30 Evangelia Kalligiannaki , Markos A. Katsoulakis , Petr Plechac , Dionisios G Vlachos

Markowitz mean-variance portfolios with sample mean and covariance as input parameters feature numerous issues in practice. They perform poorly out of sample due to estimation error, they experience extreme weights together with high…

Econometrics · Economics 2022-12-29 Wolfgang Karl Härdle , Yegor Klochkov , Alla Petukhina , Nikita Zhivotovskiy

This study presents a coarse-grained molecular dynamics simulation model to investigate the process of oxidative aging in polymers. The chemical aging effect is attributed to the auto-oxidation mechanism, which is initiated by radicals,…

Soft Condensed Matter · Physics 2023-11-28 Takato Ishida , Yuya Doi , Takashi Uneyama , Yuichi Masubuchi

Stochastic kriging has been widely employed for simulation metamodeling to predict the response surface of complex simulation models. However, its use is limited to cases where the design space is low-dimensional because, in general, the…

Methodology · Statistics 2022-09-16 Liang Ding , Xiaowei Zhang

Particle coarsening and grain growth take place to minimize the total interfacial energy. The classical mean-field treatments by Lifshitz, Slyozov, [1] Wagner [2] and Hillert [3] predicted cubic growth law under bulk-diffusion controlled…

Materials Science · Physics 2017-08-24 Yanhao Dong , Jian Han

Conjugated organic molecules play a central role in a wide range of optoelectronic devices, including organic light-emitting diodes, organic field-effect transistors, and organic solar cells. A major bottleneck in the computational design…

We present a method that exploits self-consistent simulation of coarse-grained and fine-grained models, in order to analyse properties of physical systems. The method uses the coarse-grained model to obtain a first estimate of the quantity…

Statistical Mechanics · Physics 2020-01-08 Hideki Kobayashi , Paul B. Rohrbach , Robert Scheichl , Nigel B. Wilding , Robert L. Jack

We investigate nonequilibrium steady-state dynamics in both continuous- and discrete-state stochastic processes. Our analysis focuses on planar diffusion dynamics and their coarse-grained approximations by discrete-state Markov chains.…

Statistical Mechanics · Physics 2026-05-12 Ramón Nartallo-Kaluarachchi , Renaud Lambiotte , Alain Goriely

In many applications it is desirable to infer coarse-grained models from observational data. The observed process often corresponds only to a few selected degrees of freedom of a high-dimensional dynamical system with multiple time scales.…

Statistics Theory · Mathematics 2015-05-06 Serafim Kalliadasis , Sebastian Krumscheid , Grigorios A. Pavliotis

Coarse-grained models of chaotic systems neglect unresolved degrees of freedom, inducing structured model error that limits predictability and distorts long-term statistics. Typical data-driven closures are trained to minimize error over a…

Dynamical Systems · Mathematics 2026-03-31 Martin Thomas Brolly