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Markov-chain Monte Carlo (MCMC), the field of stochastic algorithms built on the concept of sampling, has countless applications in science and technology. The overwhelming majority of MCMC algorithms are time-reversible and satisfy the…

Statistical Mechanics · Physics 2025-01-28 Fabian H. L. Essler , Werner Krauth

We discuss non-reversible Markov-chain Monte Carlo algorithms that, for particle systems, rigorously sample the positional Boltzmann distribution and that have faster than physical dynamics. These algorithms all feature a non-thermal…

Statistical Mechanics · Physics 2025-10-28 Brune Massoulié , Clément Erignoux , Cristina Toninelli , Werner Krauth

We study current fluctuations in the Totally Asymmetric Simple Exclusion Process (TASEP) on a ring with $N$ sites and $p$ particles. By introducing a deformation parameter $\gamma$, we analyze the tilted operator that governs the statistics…

Statistical Mechanics · Physics 2025-08-08 Anastasiia Trofimova , Lu Xu

By combining classical Monte Carlo and Bethe ansatz techniques we devise a numerical method to construct the Truncated Generalized Gibbs Ensemble (TGGE) for the spin-1/2 isotropic Heisenberg ($XXX$) chain. The key idea is to sample the…

Strongly Correlated Electrons · Physics 2015-07-28 Vincenzo Alba

The one-dimensional totally asymmetric simple exclusion process (TASEP) with $N$ particles on a periodic lattice of $L$ sites is an interacting particle system with hopping rates breaking detailed balance. The total time-integrated current…

Statistical Mechanics · Physics 2015-12-01 Sylvain Prolhac

The generalized totally asymmetric exclusion process (TASEP) [J. Stat. Mech. P05014 (2012)] is an integrable generalization of the TASEP equipped with an interaction, which enhances the clustering of particles. The process interpolates…

Mathematical Physics · Physics 2015-02-24 A. E. Derbyshev , A. M. Povolotsky , V. B. Priezzhev

We define and study one-dimensional model of irreversible aggregation of particles obeying a discrete-time kinetics which is a special limit of the generalized Totally Asymmetric Simple Exclusion Process (gTASEP) on open chains. The model…

Statistical Mechanics · Physics 2017-05-10 Nadezhda Zh. Bunzarova , Nina Ch. Pesheva

The one-dimensional totally asymmetric simple exclusion process (TASEP), a Markov process describing classical hard-core particles hopping in the same direction, is considered on a periodic lattice of $L$ sites. The relaxation to the…

Statistical Mechanics · Physics 2016-03-09 Sylvain Prolhac

We consider TASEP with two types of particles starting at every second site. Particles to the left of the origin have jump rate $1$, while particles to the right have jump rate $\alpha$. When $\alpha<1$ there is a formation of a shock where…

Mathematical Physics · Physics 2015-06-22 Patrik L. Ferrari , Peter Nejjar

We review the local Monte Carlo dynamics and Swendsen-Wang cluster algorithm. We introduce and analyze a new Monte Carlo dynamics known as transitional Monte Carlo. The transitional Monte Carlo algorithm samples energy probability…

Statistical Mechanics · Physics 2007-05-23 Jian-Sheng Wang

The generalized eigenvalue problem (GEP) serves as a cornerstone in a wide range of applications in numerical linear algebra and scientific computing. However, traditional approaches that aim to maximize the classical Rayleigh quotient…

Optimization and Control · Mathematics 2025-07-04 Xiaozhi Liu , Yong Xia

The Goldstein-Taylor equations can be thought of as a simplified version of a BGK system, where the velocity variable is constricted to a discrete set of values. It is intimately related to turbulent fluid motion and the telegrapher's…

Analysis of PDEs · Mathematics 2021-03-17 Anton Arnold , Amit Einav , Beatrice Signorello , Tobias Wöhrer

We link the large-scale dynamics of non-reversible Monte Carlo algorithms as well as a lifted TASEP to an exactly soluble model of self-repelling motion. We present arguments for the connection between the problems and perform simulations,…

Statistical Mechanics · Physics 2024-07-23 A. C. Maggs

The coordinate Bethe Ansatz solution of the log-gamma polymer is extended to boundary conditions with one fixed end and the other attached to one half of a one-dimensional lattice. The large-time limit is studied using a saddle-point…

Disordered Systems and Neural Networks · Physics 2017-07-13 Pascal Grange

We consider the totally asymmetric simple exclusion process on a ring with flat and step initial conditions. We assume that the size of the ring and the number of particles tend to infinity proportionally and evaluate the fluctuations of…

Mathematical Physics · Physics 2017-03-02 Jinho Baik , Zhipeng Liu

We study a problem with three equivalent formulations: describing Gibbs measures for five-vertex model in quadrant; classifying coherent systems on a p-deformation of the Gelfand-Tsetlin graph related to Grothendieck polynomials; finding…

Probability · Mathematics 2026-01-06 Vadim Gorin , Sergei Korotkikh

In this paper, we study the maximum entropy sampling problem (MESP) and its variants. MESP seeks to identify a small subset of variables that maximizes the determinant of a covariance submatrix, and is a fundamental model in optimal…

Optimization and Control · Mathematics 2026-04-14 Lingqing Shen , Fatma Kılınç-Karzan

Reset systems can overcome fundamental limitations of linear time-invariant control. The recently introduced notion of scaled (relative) graphs provides a promising framework for developing graphical analysis and design tools for reset…

Optimization and Control · Mathematics 2026-05-21 Timo de Groot , Maurice Heemels , Tom Oomen , Sebastiaan van den Eijnden

We investigate the collective behavior of an Ising lattice gas, driven to non-equilibrium steady states by being coupled to {\em two} thermal baths. Monte Carlo methods are applied to a two-dimensional system in which one of the baths is…

Statistical Mechanics · Physics 2009-10-31 E. L. Praestgaard , B. Schmittmann , R. K. P. Zia

We study a model of aggregation and fragmentation of clusters of particles on an open segment of a single-lane road. The particles and clusters obey the stochastic discrete-time discrete-space kinetics of the Totally Asymmetric Simple…

Statistical Mechanics · Physics 2020-01-08 N. C. Pesheva , N. Zh. Bunzarova
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