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We propose a new global optimization method ({\em Simulated Tempering}) for simulating effectively a system with a rough free energy landscape (i.e. many coexisting states) at finite non-zero temperature. This method is related to simulated…

High Energy Physics - Lattice · Physics 2010-12-17 Enzo Marinari , Giorgio Parisi

Quantum annealing is analogous to simulated annealing with a tunneling mechanism substituting for thermal activation. Its performance has been tested in numerical simulation with mixed conclusions. There is a class of optimization problems…

Quantum Physics · Physics 2010-07-19 Thomas Jorg , Florent Krzakala , Jorge Kurchan , A. C. Maggs

Stochastic differential equations have proved to be a valuable governing framework for many real-world systems which exhibit ``noise'' or randomness in their evolution. One quality of interest in such systems is the shape of their…

Dynamical Systems · Mathematics 2025-02-04 David Sabin-Miller , Daniel M. Abrams

Algorithms for simulating complex physical systems or solving difficult optimization problems often resort to an annealing process. Rather than simulating the system at the temperature of interest, an annealing algorithm starts at a…

Computational Physics · Physics 2015-04-02 Michael Habeck

Simulated annealing is a popular method for approaching the solution of a global optimization problem. Existing results on its performance apply to discrete combinatorial optimization where the optimization variables can assume only a…

Machine Learning · Statistics 2007-09-20 A. Lecchini-Visintini , J. Lygeros , J. Maciejowski

Annealing algorithms such as simulated annealing and population annealing are widely used both for sampling the Gibbs distribution and solving optimization problems (i.e. finding ground states). For both statistical mechanics and…

Statistical Mechanics · Physics 2024-05-13 Amin Barzegar , Firas Hamze , Christopher Amey , Jonathan Machta

Many important challenges in science and technology can be cast as optimization problems. When viewed in a statistical physics framework, these can be tackled by simulated annealing, where a gradual cooling procedure helps search for…

Disordered Systems and Neural Networks · Physics 2024-01-17 Mohamed Hibat-Allah , Estelle M. Inack , Roeland Wiersema , Roger G. Melko , Juan Carrasquilla

We demonstrate the equilibration of isolated macroscopic quantum systems, prepared in non-equilibrium mixed states with significant population of many energy levels, and observed by instruments with a reasonably bound working range compared…

Statistical Mechanics · Physics 2009-11-13 Peter Reimann

We examine stochastic processes that are used to model nonequilibrium processes (e.g, pulling RNA or dragging colloids) and so deliberately violate detailed balance. We argue that by combining an information-theoretic measure of…

Statistical Mechanics · Physics 2009-11-13 R. A. Blythe

A new type of dynamical behavior of a multistable system is reported. We found that a simple non-equilibrium system can reduce its effective temperature autonomously at a global minimum if the residual frustration at a global minimum is…

adap-org · Physics 2009-10-28 Tsuyoshi Hondou

Annealing is the process of gradually lowering the temperature of a system to guide it towards its lowest energy states. In an accompanying paper [Luo et al. Phys. Rev. E 108, L052105 (2023)], we derived a general bound on annealing…

Statistical Mechanics · Physics 2023-11-20 Yutong Luo , Yi-Zheng Zhen , Xiangjing Liu , Daniel Ebler , Oscar Dahlsten

We consider dynamical systems evolving near an equilibrium statistical state where the interest is in modelling long term behavior that is consistent with thermodynamic constraints. We adjust the distribution using an entropy-optimizing…

Fluid Dynamics · Physics 2014-11-25 Keith Myerscough , Jason Frank , Benedict Leimkuhler

Simulated annealing is an effective and general means of optimization. It is in fact inspired by metallurgy, where the temperature of a material determines its behavior in thermodynamics. Likewise, in simulated annealing, the actions that…

Machine Learning · Computer Science 2020-07-01 Avrim Blum , Chen Dan , Saeed Seddighin

Quantum Annealing, or Quantum Stochastic Optimization, is a classical randomized algorithm which provides good heuristics for the solution of hard optimization problems. The algorithm, suggested by the behaviour of quantum systems, is an…

Quantum Physics · Physics 2011-07-06 Diego de Falco , Dario Tamascelli

In this paper, a simulation-based method for the analysis and design of abstracted models for a stochastic hybrid system is proposed. The accuracy of a model is evaluated in terms of its capability to reproduce the system output for all the…

Systems and Control · Computer Science 2014-05-29 M. Prandini , S. Garatti , R. Vignali

The linear response to temperature changes is derived for systems with overdamped stochastic dynamics. Holding both in transient and steady state conditions, the results allow to compute nonequilibrium thermal susceptibilities from…

Statistical Mechanics · Physics 2016-04-11 Gianmaria Falasco , Marco Baiesi

Simulated annealing solves global optimization problems by means of a random walk in a cooling energy landscape based on the objective function and a temperature parameter. However, if the temperature is decreased too quickly, this…

Optimization and Control · Mathematics 2025-04-14 Vincent Molin , Axel Ringh , Moritz Schauer , Akash Sharma

Annealing has proven highly successful in finding minima in a cost landscape. Yet, depending on the landscape, systems often converge towards local minima rather than global ones. In this Letter, we analyse the conditions for which…

Statistical Mechanics · Physics 2023-11-20 Yutong Luo , Yi-Zheng Zhen , Xiangjing Liu , Daniel Ebler , Oscar Dahlsten

We develop a stochastic equilibrium model for an electricity market with asymmetric renewable energy forecasts. In our setting, market participants optimize their profits using public information about a conditional expectation of energy…

Optimization and Control · Mathematics 2020-05-26 Vladimir Dvorkin , Jalal Kazempour , Pierre Pinson

Ability of dynamical systems to relax to equilibrium has been investigated since the invention of statistical mechanics, which establishes the connection between dynamics of many-body Hamiltonian systems and phenomenological thermodynamics.…

Statistical Mechanics · Physics 2019-07-01 K. S. Glavatskiy , V. L. Kulinskii
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