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In this paper we investigate the approximation properties of the coarse-graining procedure applied to kinetic Monte Carlo simulations of lattice stochastic dynamics. We provide both analytical and numerical evidence that the hierarchy of…

Numerical Analysis · Mathematics 2007-05-23 Markos A Katsoulakis , Petr Plechac , Alexandros Sopasakis

This review article is intended as a practical guide for newcomers to the field of kinetic Monte Carlo (KMC) simulations, and specifically to lattice KMC simulations as prevalently used for surface and interface applications. We will…

Computational Physics · Physics 2019-04-05 Mie Andersen , Chiara Panosetti , Karsten Reuter

The performance, reliability, cost, size and energy usage of computing systems can be improved by one or more orders of magnitude by the systematic use of modern control and optimization methods. Computing systems rely on the use of…

Systems and Control · Computer Science 2017-10-13 Eric C. Kerrigan

We study statistical model checking of continuous-time stochastic hybrid systems. The challenge in applying statistical model checking to these systems is that one cannot simulate such systems exactly. We employ the multilevel Monte Carlo…

Systems and Control · Computer Science 2017-06-27 Sadegh Esmaeil Zadeh Soudjani , Rupak Majumdar , Tigran Nagapetyan

The paper provides a new approach to the determination of a single state value for stochastic output feedback problems using paradigms from Model Predictive Control, particularly the distinction between open-loop and closed-loop control and…

Optimization and Control · Mathematics 2023-03-03 Mohammad S. Ramadan , Robert R. Bitmead , Ke Huang

We present an algorithm for the simulation of the exact real-time dynamics of classical many-body systems with discrete energy levels. In the same spirit of kinetic Monte Carlo methods, a stochastic solution of the master equation is found,…

Statistical Mechanics · Physics 2016-07-20 Alejandro Mendoza-Coto , Rogelio Díaz-Méndez , Guido Pupillo

We present a probabilistic generative model for timing deviations in expressive music performance. The structure of the proposed model is equivalent to a switching state space model. The switch variables correspond to discrete note…

Artificial Intelligence · Computer Science 2011-06-27 A. T. Cemgil , B. Kappen

It is shown that the exact dynamics of a composite quantum system can be represented through a pair of product states which evolve according to a Markovian random jump process. This representation is used to design a general Monte Carlo…

Quantum Physics · Physics 2007-05-23 Heinz-Peter Breuer

The effect of different move sets on the folding kinetics of the Monte Carlo simulations is analysed based on the conformation-network and the temperature-dependent folding kinetics. A new scheme of implementing Metropolis algorithm is…

Soft Condensed Matter · Physics 2007-05-23 Yu-Pin Luo , Ming-Chang Huang , Yen-Liang Chou , Tsong-Ming Liaw

Many materials science phenomena, such as growth and self-organisation, are dominated by activated diffusion processes and occur on timescales that are well beyond the reach of standard-molecular dynamics simulations. Kinetic Monte Carlo…

Materials Science · Physics 2009-11-13 fedwa El-Mellouhi , Normand Mousseau , Laurent J. Lewis

In this work we propose a new approach for the numerical simulation of kinetic equations through Monte Carlo schemes. We introduce a new technique which permits to reduce the variance of particle methods through a matching with a set of…

Mathematical Physics · Physics 2014-04-08 Pierre Degond , Giacomo Dimarco , Lorenzo Pareschi

In this work, we consider the problem of deriving and incorporating accurate dynamic models for model predictive control (MPC) with an application to quadrotor control. MPC relies on precise dynamic models to achieve the desired closed-loop…

Robotics · Computer Science 2022-01-12 Kong Yao Chee , Tom Z. Jiahao , M. Ani Hsieh

We consider generalizations of the classical inverse problem to Bayesien type estimators, where the result is not one optimal parameter but an optimal probability distribution in parameter space. The practical computational tool to compute…

Optimization and Control · Mathematics 2024-05-03 Michael Herty , Christian Ringhofer

This paper presents a tool for addressing a key component in many algorithms for planning robot trajectories under uncertainty: evaluation of the safety of a robot whose actions are governed by a closed-loop feedback policy near a nominal…

Robotics · Computer Science 2017-06-05 Edward Schmerling , Marco Pavone

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 propose an information-theoretic approach to analyze the long-time behavior of numerical splitting schemes for stochastic dynamics, focusing primarily on Parallel Kinetic Monte Carlo (KMC) algorithms.Established methods for numerical…

Numerical Analysis · Mathematics 2016-10-06 Konstantinos Gourgoulias , Markos A. Katsoulakis , Luc Rey-Bellet

We propose a method for simulating the stochastic dynamics of classical spin systems with long-range interactions. The method incorporates the stochastic cutoff (SCO) method, which is originally specialized for simulating equilibrium state,…

Statistical Mechanics · Physics 2019-12-09 Taichi Hinokihara , Yuta Okuyama , Munetaka Sasaki , Seiji Miyashita

We study the problem of system identification for stochastic continuous-time dynamics, based on a single finite-length state trajectory. We present a method for estimating the possibly unstable open-loop matrix by employing properly…

Machine Learning · Statistics 2025-09-30 Reza Sadeghi Hafshejani , Mohamad Kazem Shirani Fradonbeh

We present computer simulations of a dynamic Monte Carlo algorithm for polymer chains on the FCC lattice which takes explicitly into account the possibility to overcome topological constraints by controlling the rate at which nearby polymer…

Soft Condensed Matter · Physics 2021-12-01 Mattia Alberto Ubertini , Angelo Rosa

This article presents an algorithm that allows modeling of biological networks in a qualitative framework with continuous time. Mathematical modeling is used as a systems biology tool to answer biological questions, and more precisely, to…

Molecular Networks · Quantitative Biology 2012-05-30 Gautier Stoll , Eric Viara , Emmanuel Barillot , Laurence Calzone