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The present paper deals with the problem of improving the efficiency of large scale turbulent flow simulations. The high-fidelity methods for modelling turbulent flows become available for a wider range of applications thanks to the…

Computational Physics · Physics 2018-04-10 Boris Krasnopolsky

Complex systems are embedded in our everyday experience. Stochastic modelling enables us to understand and predict the behaviour of such systems, cementing its utility across the quantitative sciences. Accurate models of highly…

A systematic Bayesian framework is developed for physics constrained parameter inference ofstochastic differential equations (SDE) from partial observations. The physical constraints arederived for stochastic climate models but are…

Data Analysis, Statistics and Probability · Physics 2016-11-25 Daniel Peavoy , Christian L. E. Franzke , Gareth O. Roberts

We present a new strategy for filtering high-dimensional multiscale systems characterized by high-order non-Gaussian statistics using observations from leading-order moments. A closed stochastic-statistical modeling framework suitable for…

Mathematical Physics · Physics 2024-07-09 Di Qi , Jian-Guo Liu

Simulating the nonequilibrium dynamics of thermal states is a fundamental problem across scales from high energy to condensed matter physics. Quantum computers may provide a way to solve this problem efficiently. Preparing a thermal state…

Quantum Physics · Physics 2023-11-03 Jason Saroni , Henry Lamm , Peter P. Orth , Thomas Iadecola

We propose a Bayesian hidden Markov model for analyzing time series and sequential data where a special structure of the transition probability matrix is embedded to model explicit-duration semi-Markovian dynamics. Our formulation allows…

Methodology · Statistics 2022-05-23 Beniamino Hadj-Amar , Jack Jewson , Mark Fiecas

We consider linear dynamical systems of ordinary differential equations or differential algebraic equations. Physical parameters are substituted by random variables for an uncertainty quantification. We expand the state variables as well as…

Numerical Analysis · Mathematics 2016-05-24 Roland Pulch

We present a holographic quantum simulation algorithm to variationally prepare thermal states of $d$-dimensional interacting quantum many-body systems, using only enough hardware qubits to represent a ($d$-1)-dimensional cross-section. This…

Quantum Physics · Physics 2022-10-17 Yuxuan Zhang , Shahin Jahanbani , Daoheng Niu , Reza Haghshenas , Andrew C. Potter

We formulate theoretical modeling approaches and develop practical computational simulation methods for investigating the non-equilibrium statistical mechanics of fluid interfaces with passive and active immersed particles. Our approaches…

Soft Condensed Matter · Physics 2024-10-03 Dev Jasuja , Paul J. Atzberger

Approximate Bayesian inference methods that scale to very large datasets are crucial in leveraging probabilistic models for real-world time series. Sparse Markovian Gaussian processes combine the use of inducing variables with efficient…

Machine Learning · Statistics 2021-06-10 William J. Wilkinson , Arno Solin , Vincent Adam

Classical simulation of many-body quantum systems remains economical only when wavefunction amplitudes stay localized in the working basis. Fixed-basis sparse-state simulators scale memory as $\mathcal{O}(k)$ by keeping the largest…

Quantum Physics · Physics 2026-05-27 Ch Nihar Kartikeya , Anjana K , Bijita Sarma , Sangkha Borah

The simulation of complex stochastic network dynamics arising, for instance, from models of coupled biomolecular processes remains computationally challenging. Often, the necessity to scan a models' dynamics over a large parameter space…

Quantitative Methods · Quantitative Biology 2013-03-14 Tiago Ramalho , Marco Selig , Ulrich Gerland , Torsten A. Enßlin

An important class of spatio-temporal models is constructed by leveraging the hierarchical structure of dynamical (or, state-space) models. This paper proposes a new statistical dynamical model for spatio-temporal processes motivated by…

Methodology · Statistics 2026-05-11 Yutong Zhang , Xiao Liu

Stochastic models of biochemical reaction networks are widely used to capture intrinsic noise in cellular systems. The typical formulation of these models are based on Markov processes for which there is extensive research on efficient…

Molecular Networks · Quantitative Biology 2025-12-03 Thomas P. Steele , David J. Warne

A stochastic representation of the dynamics of open quantum systems, suitable for non-perturbative system-reservoir interaction, non-Markovian effects and arbitrarily driven systems is presented. It includes the case of driving on…

Statistical Mechanics · Physics 2016-10-05 Jürgen T. Stockburger

Numerical simulations of complex multiphysics systems, such as char combustion considered herein, yield numerous state variables that inherently exhibit physical constraints. This paper presents a new approach to augment Operator Inference…

Computational Physics · Physics 2026-05-15 Hyeonghun Kim , Boris Kramer

At present, many laboratories are performing experiments to simulate theoretical models of strongly correlated systems using cold atoms in optical lattices, a program referred to as "Quantum Simulation". It is hoped that these experiments…

Superconductivity · Physics 2016-11-07 Tin-Lun Ho , Qi Zhou

A resistor-network picture of transitions is appropriate for the study of energy absorption by weakly chaotic or weakly interacting driven systems. Such "sparse" systems reach a novel non-equilibrium steady state (NESS) once coupled to a…

Quantum Physics · Physics 2011-03-21 Daniel Hurowitz , Doron Cohen

In these lecture notes, the basic principles of stochastic thermodynamics are developed starting with a closed system in contact with a heat bath. A trajectory undergoes Markovian transitions between observable meso-states that correspond…

Statistical Mechanics · Physics 2018-06-13 Udo Seifert

A general formulation of stochastic thermodynamics is presented for open systems exchanging energy and particles with multiple reservoirs. By introducing a partition in terms of "macrostates" (e.g. sets of "microstates"), the consequence on…

Statistical Mechanics · Physics 2015-06-03 Massimiliano Esposito
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