Related papers: Equilibrium Times for the Multicanonical Method
We describe a numerical technique to compute the equilibrium measure, in logarithmic potential theory, living on the attractor of Iterated Function Systems composed of one-dimensional affine maps. This measure is obtained as the limit of a…
In this article, we consider McKean stochastic differential equations, as well as their corresponding McKean-Vlasov partial differential equations, which admit a unique stationary state, and we study the linearized It\^o diffusion process…
We study, using both theory and molecular dynamics simulations, the relaxation dynamics of a microcanonical two dimensional self-gravitating system. After a sufficiently large time, a gravitational cluster of N particles relaxes to the…
This note provides several recent progresses in the study of long time behavior of Markov processes. The examples presented below are related to other scientific fields as PDE's, physics or biology. The involved mathematical tools as…
After developing an appropriate iteration procedure for the determination of the parameters, the method of simulated tempering has been successfully applied to the 2D Ising spin glass. The reduction of the slowing down is comparable to that…
This paper is concerned with the study of the stability of dynamical systems evolving on time scales. We first {formalize the notion of matrix measures on time scales, prove some of their key properties and make use of this notion to study…
In this paper we are looking for quantitative estimates for the convergene to equilibrium of non reversible Markov processes, especialy in short times. The models studied are simple enough to get an explicit expression of the L2 distance…
We consider symmetric trap models in the d-dimensional hypercube whose ordered mean waiting times, seen as weights of a measure in the natural numbers, converge to a finite measure as d diverges, and show that the models suitably…
We prove a quantitative result of convergence of a conservative stochastic particle system to the solution of the homogeneous Landau equation for hard potentials. There are two main difficulties: (i) the known stability results for this…
In many real-world engineering systems, the performance or reliability of the system is characterised by a scalar parameter. The distribution of this performance parameter is important in many uncertainty quantification problems, ranging…
The property that power means are monotonically increasing functions of their order is shown to be the basis of the second laws not only for processes involving heat conduction but also for processes involving deformations. In an…
We propose a method of estimating ergodization time of a chaotic many-particle system by monitoring equilibrium noise before and after time reversal of dynamics (Loschmidt echo). The ergodization time is defined as the characteristic time…
We combine theoretical and experimental efforts to propose a method for studying energy fluctuations, in particular, to obtain the related bi-stochastic matrix of transition probabilities by means of simple measurements at the end of a…
Monte Carlo simulations using entropic sampling to estimate the number of configurations of a given energy are a valuable alternative to traditional methods. We introduce {\it tomographic} entropic sampling, a scheme which uses multiple…
Velazquez and Curilef have proposed a methodology to extend Monte Carlo algorithms that are based on canonical ensemble. According to our previous study, their proposal allows us to overcome slow sampling problems in systems that undergo…
In this work we report Monte Carlo simulations of a 2D Ising model, in which the statistics of the Metropolis algorithm is replaced by the nonextensive one. We compute the magnetization and show that phase transitions are present for $q\neq…
We consider a protocol for the two-time measurement of entropic observables in quantum open systems driven out of thermal equilibrium by coupling to several heat baths. We concentrate on the Markovian approximation of the time-evolution and…
We introduce a general framework for the construction of well-balanced finite volume methods for hyperbolic balance laws. We use the phrase well-balancing in a broader sense, since our proposed method can be applied to exactly follow any…
We present a principled approach for estimating the matrix of microscopic rates among states of a Markov process, given only its stationary state population distribution and a single average global kinetic observable. We adapt Maximum…
We consider a stochastic particle system in which a finite number of particles interact with one another via a common energy tank. Interaction rate for each particle is proportional to the square root of its kinetic energy, as is consistent…