Related papers: Instanton-based Importance Sampling for Extreme Fl…
We devise an iterative scheme for numerically calculating dynamical two-point correlation functions in integrable many-body systems, in the Eulerian scaling limit. Expressions for these were originally derived in Ref. [1] by combining the…
We develop numerical schemes for solving the isothermal compressible and incompressible equations of fluctuating hydrodynamics on a grid with staggered momenta. We develop a second-order accurate spatial discretization of the diffusive,…
The cumulants of thermal variables are of general interest in physics due to their extensivity and their correspondence with susceptibilities. They become especially significant near critical points of phase transitions where they diverge…
How systems transit between different stable states under external perturbation is an important practical issue. We discuss here how a recently-developed energy optimization method for identifying the minimal disturbance necessary to reach…
A recently introduced particle-based model for fluid dynamics with continuous velocities is generalized to model fluids with excluded volume effects. This is achieved through the use of biased stochastic multi-particle collisions which…
Importance sampling is a well developed method in statistics. Given a random variable $X$, the problem of estimating its expected value $\mu$ is addressed. The standard approach is to use the sample mean as an estimator $\bar x$. In…
We discuss continuous cascade models and their potential for modelling the energy dissipation in a turbulent flow. Continuous cascade processes, expressed in terms of stochastic integrals with respect to L\'evy bases, are examples of ambit…
Fluctuation theorems play a central role in nonequilibrium physics and stochastic thermodynamics. Here we derive an integral fluctuation theorem for the dissipated heat in systems governed by an underdamped Langevin dynamics. We show that…
Large entropy fluctuations in a nonequilibrium steady state of classical mechanics were studied in extensive numerical experiments on a simple 2-freedom model with the so-called Gauss time-reversible thermostat. The local fluctuations (on a…
Recent results suggest that flow-based algorithms may provide efficient sampling of field distributions for lattice field theory applications, such as studies of quantum chromodynamics and the Schwinger model. In this work, we provide a…
Monte Carlo methods are widely used importance sampling techniques for studying complex physical systems. Integrating these methods with deep learning has significantly improved efficiency and accuracy in high-dimensional problems and…
The stochastic limit approximation method for ``rapid'' decay is presented, where the damping rate \gamma is comparable to the system frequency \Omega, i.e., \gamma \sim \Omega, whereas the usual stochastic limit approximation is applied…
Heat fluctuations over a time \tau in a non-equilibrium stationary state and in a transient state are studied for a simple system with deterministic and stochastic components: a Brownian particle dragged through a fluid by a harmonic…
A variety of methods have been proposed for inference about extreme dependence for multivariate or spatially-indexed stochastic processes and time series. Most of these proceed by first transforming data to some specific extreme value…
We review and discuss recent advances in the simulation of bulk critical phenomena in model fluids. In particular we emphasise the extensions to finite-size scaling theory needed to cope with the lack of symmetry between coexisting fluid…
Anomalous scaling in the statistics of an active scalar in homogeneous turbulent convection is studied using a dynamical shell model. We extend refined similarity ideas for homogeneous and isotropic turbulence to homogeneous turbulent…
We develop numerical methods for reaction-diffusion systems based on the equations of fluctuating hydrodynamics (FHD). While the FHD formulation is formally described by stochastic partial differential equations (SPDEs), it becomes similar…
We propose a new method for estimating rare event probabilities when independent samples are available. It is assumed that the underlying probability measures satisfy a large deviations principle with a scaling parameter $\varepsilon$ that…
Laminar-turbulent pattern formation is a distinctive feature of the intermittency regime in subcritical plane shear flows. By performing extensive numerical simulations of the plane channel flow, we show that the pattern emerges from a…
We report the experimental observation of intermittency in a regime dominated by random shock waves on the surface of a fluid. We achieved such a nondispersive surface-wave field using a magnetic fluid subjected to a high external magnetic…