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Metropolis Monte Carlo simulation is a powerful tool for studying the equilibrium properties of matter. In complex condensed-phase systems, however, it is difficult to design Monte Carlo moves with high acceptance probabilities that also…

Statistical Mechanics · Physics 2014-05-27 Jerome P. Nilmeier , Gavin E. Crooks , David D. L. Minh , John D. Chodera

We develop exact simulation (also known as perfect sampling) algorithms for a family of assemble-to-order systems. Due to the finite capacity, and coupling in demands and replenishments, known solving techniques are inefficient for larger…

Probability · Mathematics 2014-02-24 Ana Bušić , Emilie Coupechoux

Small integration time steps limit molecular dynamics (MD) simulations to millisecond time scales. Markov state models (MSMs) and equation-free approaches learn low-dimensional kinetic models from MD simulation data by performing…

Computational Physics · Physics 2020-07-03 Hythem Sidky , Wei Chen , Andrew L. Ferguson

Monte Carlo simulation is often used for the reliability assessment of power systems, but it converges slowly when the system is complex. Multilevel Monte Carlo (MLMC) can be applied to speed up computation without compromises on model…

Computation · Statistics 2022-07-12 Ensieh Sharifnia , Simon Tindemans

We have developed an AI-aided multiple time stepping (AI-MTS) algorithm and multiscale modeling framework (AI-MSM) and implemented them on the Summit-like supercomputer, AIMOS. AI-MSM is the first of its kind to integrate multi-physics,…

The gain of free energy upon unmixing is determined via application of Markov state modeling (MSM), using an Ising model with a fixed number of up- and down-spins. MSM yields reasonable estimates of the free energies. However, a closer look…

Computational Physics · Physics 2017-08-02 Myra Biedermann , Andreas Heuer

Based on the theory of stochastic chemical kinetics, the inherent randomness and stochasticity of biochemical reaction networks can be accurately described by discrete-state continuous-time Markov chains. The analysis of such processes is,…

Numerical Analysis · Mathematics 2014-10-14 Andreychenko Alexander , Mikeev Linar , Wolf Verena

Monte Carlo experiments produce samples in order to estimate features of a given distribution. However, simultaneous estimation of means and quantiles has received little attention, despite being common practice. In this setting we…

Computation · Statistics 2020-04-24 Nathan Robertson , James M. Flegal , Dootika Vats , Galin L. Jones

State space models (SSMs) have recently emerged as a powerful framework for long sequence processing, outperforming traditional methods on diverse benchmarks. Fundamentally, SSMs can generalize both recurrent and convolutional networks and…

Signal Processing · Electrical Eng. & Systems 2025-12-24 Xiaoyu Zhang , Mingtao Hu , Sen Lu , Soohyeon Kim , Eric Yeu-Jer Lee , Yuyang Liu , Wei D. Lu

In this thesis, we develop multiscale models for particle simulations in population dynamics. These models are characterised by prescribing particle motion on two spatial scales: microscopic and macroscopic. At the microscopic level, each…

Computational Engineering, Finance, and Science · Computer Science 2016-09-14 Omar Richardson

Soft materials (e.g., enveloped viruses, liposomes, membranes and supercooled liquids) simultaneously deform or display collective behaviors, while undergoing atomic scale vibrations and collisions. While the multiple space-time character…

Soft Condensed Matter · Physics 2014-01-03 Peter Ortoleva , Abhishek Singharoy , Stephen Pankavich

Gene regulatory networks with dynamics characterized by multiple stable states underlie cell fate-decisions. Quantitative models that can link molecular-level knowledge of gene regulation to a global understanding of network dynamics have…

Molecular Networks · Quantitative Biology 2016-10-19 Brian K. Chu , Margaret J. Tse , Royce R. Sato , Elizabeth L. Read

Leveraging recent work on data-driven methods for constructing a finite state space Markov process from dynamical systems, we address two problems for obtaining further reduced statistical representations. The first problem is to extract…

Chaotic Dynamics · Physics 2024-05-14 Ludovico Theo Giorgini , Andre N. Souza , Peter J. Schmid

This paper describes a step-by-step procedure that converts a physical model of a building into a Markov Process that characterizes energy consumption of this and other similar buildings. Relative to existing thermo-physics-based building…

Systems and Control · Computer Science 2019-02-20 Roman Pop , Ali Hassan , Kenneth Bruninx , Michael Chertkov , Yury Dvorkin

A novel approach to simulate simple protein-ligand systems at large time- and length-scales is to couple Markov state models (MSMs) of molecular kinetics with particle-based reaction-diffusion (RD) simulations, MSM/RD. Currently, MSM/RD…

Chemical Physics · Physics 2021-12-10 Mauricio J. del Razo , Manuel Dibak , Christof Schütte , Frank Noé

In the last decade, advances in molecular dynamics (MD) and Markov State Model (MSM) methodologies have made possible accurate and efficient estimation of kinetic rates and reactive pathways for complex biomolecular dynamics occurring on…

Biomolecules · Quantitative Biology 2020-01-29 Hongbin Wan , Vincent A. Voelz

Many models in natural and social sciences are comprised of sets of inter-acting entities whose intensity of interaction decreases with distance. This often leads to structures of interest in these models composed of dense packs of…

Artificial Intelligence · Computer Science 2009-10-08 Pierrick Tranouez , Antoine Dutot

We present new algorithms for computing and approximating bisimulation metrics in Markov Decision Processes (MDPs). Bisimulation metrics are an elegant formalism that capture behavioral equivalence between states and provide strong…

Machine Learning · Computer Science 2019-11-22 Pablo Samuel Castro

Many applications in medical statistics as well as in other fields can be described by transitions between multiple states (e.g. from health to disease) experienced by individuals over time. In this context, multi-state models are a popular…

Sampling the phase space of molecular systems -- and, more generally, of complex systems effectively modeled by stochastic differential equations -- is a crucial modeling step in many fields, from protein folding to materials discovery.…

Machine Learning · Computer Science 2023-12-12 Ellis R. Crabtree , Juan M. Bello-Rivas , Andrew L. Ferguson , Ioannis G. Kevrekidis