Related papers: Dynamical reweighting for estimation of fluctuatio…
In this Letter we show that the analysis of Lyapunov-exponents fluctuations contributes to deepen our understanding of high-dimensional chaos. This is achieved by introducing a Gaussian approximation for the large deviation function that…
We show the application of an optimal transportation approach to estimate stochastic volatility process by using the flow that optimally transports the set of particles from the prior to a posterior distribution. We also show how to direct…
A diffusive lattice gas is characterized by the diffusion coefficient depending only on the density. The Green-Kubo formula for diffusivity can be represented as a variational formula, but even when the equilibrium properties of a lattice…
Magnetohydrodynamics of strongly magnetized relativistic fluids is derived in the ideal and dissipative cases, taking into account the breaking of spatial symmetries by a quantizing magnetic field. A complete set of transport coefficients,…
We use the generalized entropy four-current of the Muller-Israel-Stewart (MIS) theory of relativistic dissipative fluids to obtain information about fluctuations around equilibrium. This allows one to compute the non-classical coefficients…
By combining confocal microscopy and Stress Assessment from Local Structural Anisotropy (SALSA), we directly measure stresses in 3D quiescent colloidal liquids. Our non-invasive and non-perturbative method allows us to measure forces…
A new formula to calculate the transport coefficients of the causal dissipative hydrodynamics is derived by using the projection operator method (Mori-Zwanzig formalism) in [T. Koide, Phys. Rev. E75, 060103(R) (2007)]. This is an extension…
Computation of correlated ionic transport properties from molecular dynamics in the Green-Kubo formalism is expensive as one cannot rely on the affordable mean square displacement approach. We use spectral decomposition of the short-time…
Importance sampling is a widely used technique to reduce the variance of a Monte Carlo estimator by an appropriate change of measure. In this work, we study importance sam- pling in the framework of diffusion process and consider the change…
The thermal conductivity of classical multi-component fluids is seemingly affected by the intrinsic arbitrariness in the definition of the atomic energies and it is ill-conditioned numerically, when evaluated from the Green-Kubo theory of…
We report an order-N approach to compute the Kubo Hall conductivity for disorderd two-dimensional systems reaching tens of millions of orbitals, and realistic values of the applied external magnetic fields (as low as a few Tesla). A…
We outline a reduction scheme for a class of Brownian dynamics which leads to meaningful corrections to the Smoluchowski equation in the overdamped regime. The mobility coefficient of the reduced dynamics is obtained by exploiting the…
A detailed study of various distinguished limits of the Green-Kubo formula for the self-diffusion coefficient is presented in this paper. First, an alternative representation of the Green-Kubo formula in terms of the solution of a Poisson…
We address the question of whether transport coefficients obtained from a unitary closed system setting, i.e., the standard equilibrium Green-Kubo formula, are the same as the ones obtained from a weakly driven nonequilibrium steady-state…
We study a variance reduction strategy based on control variables for simulating the averaged macroscopic behavior of a stochastic slow-fast system. We assume that this averaged behavior can be written in terms of a few slow degrees of…
A new method called "variational sampling" is proposed to estimate integrals under probability distributions that can be evaluated up to a normalizing constant. The key idea is to fit the target distribution with an exponential family model…
A Gaussian fluctuation formula is proved for linear statistics of complex random matrices in the case that the statistic is rotationally invariant. For a general linear statistic without this symmetry, Coulomb gas theory is used to predict…
The paper illustrates an application of the Resampling approach [2] for the estimation of the aircraft circulation plan reliability. Resampling is an intensive computer statistical method, which can be used effectively in the case of small…
The Green-Kubo formula relates the spatial diffusion coefficient to the stationary velocity autocorrelation function. We derive a generalization of the Green-Kubo formula valid for systems with long-range or nonstationary correlations for…
In observational causal inference, in order to emulate a randomized experiment, weights are used to render treatments independent of observed covariates. This property is known as balance; in its absence, estimated causal effects may be…