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The principle and the efficiency of the Monte Carlo transfer-matrix algorithm are discussed. Enhancements of this algorithm are illustrated by applications to several phase transitions in lattice spin models. We demonstrate how the…

Condensed Matter · Physics 2009-10-28 M. P. Nightingale , H. W. J. Bloete

We apply well-established concepts of Langevin sampling to derive a new class of algorithms for the efficient computation of free energy differences of fluctuating particles embedded in a 'fast' membrane, i.e., a membrane that…

Numerical Analysis · Mathematics 2020-10-01 Tobias Kies , Carsten Gräser , Luigi Delle Site , Ralf Kornhuber

We present Free energy Estimators with Adaptive Transport (FEAT), a novel framework for free energy estimation -- a critical challenge across scientific domains. FEAT leverages learned transports implemented via stochastic interpolants and…

Energy is a critical driver of modern economic systems. Accurate energy price forecasting plays an important role in supporting decision-making at various levels, from operational purchasing decisions at individual business organizations to…

Machine Learning · Computer Science 2024-11-07 Alexandru-Victor Andrei , Georg Velev , Filip-Mihai Toma , Daniel Traian Pele , Stefan Lessmann

For many complex simulation tasks spanning areas such as healthcare, engineering, and finance, Monte Carlo (MC) methods are invaluable due to their unbiased estimates and precise error quantification. Nevertheless, Monte Carlo simulations…

A free energy landscape estimation-method based on Bayesian inference is presented and used for comparing the efficiency of thermally enhanced sampling methods with respect to regular molecular dynamics, where the simulations are carried…

Biomolecules · Quantitative Biology 2017-04-04 Annie M. Westerlund , Tyler J. Harpole , Christian Blau , Lucie Delemotte

Umbrella sampling is an efficient method for the calculation of free energy changes of a system along well-defined reaction coordinates. However, when multiple parallel channels along the reaction coordinate or hidden barriers in directions…

Methodology · Statistics 2015-06-16 Mingjun Yang , Lijiang Yang , Yiqin Gao , Hao Hu

The minimum free-energy path (MFEP) is the most probable route of the nucleation process on the multidimensional free-energy surface. In this study, the phase-field equation is used as a mathematical tool to deduce the minimum free-energy…

Materials Science · Physics 2015-05-13 Masao Iwamatsu

The equilibrium configuration of a plasma in an axially symmetric reactor is described mathematically by a free boundary problem associated with the celebrated Grad--Shafranov equation. The presence of uncertainty in the model parameters…

Computational Physics · Physics 2023-12-22 Howard C. Elman , Jiaxing Liang , Tonatiuh Sánchez-Vizuet

The problem of estimating trend and seasonal variation in time-series data has been studied over several decades, although mostly using single time series. This paper studies the problem of estimating these components from functional data,…

Applications · Statistics 2017-04-25 Liang-Hsuan Tai , Anuj Srivastava , Kyle A. Gallivan

The free energy principle (FEP) from neuroscience provides a framework called active inference for the joint estimation and control of state space systems, subjected to colored noise. However, the active inference community has been…

Systems and Control · Electrical Eng. & Systems 2022-04-06 Ajith Anil Meera , Martijn Wisse

Improvement of numerical methods for calculating charge transport quantities of materials from the Boltzmann transport equation (BTE) is important for prediction of material properties. In particular, techniques which allow for more…

Materials Science · Physics 2025-08-25 H. A. McDonough , Nicholas A. Mecholsky

We offer a new proposal for the Monte Carlo treatment of many-fermion systems in continuous space. It is based upon Diffusion Monte Carlo with significant modifications: correlated pairs of random walkers that carry opposite signs;…

Condensed Matter · Physics 2009-10-31 M. H. Kalos , Francesco Pederiva

The bootstrap method has proven useful for a wide range of matrix models. Here, we show that the computed momenta can be used to reconstruct the underlying eigenvalue probability distribution, which in turn allows us to compute the free…

High Energy Physics - Theory · Physics 2025-09-29 Samuel Kováčik , Katarína Magdolenová

The equilibrium free energy landscape of off-lattice model heteropolymers as a function of an internal coordinate, namely the end-to-end distance, is reconstructed from out-of-equilibrium steered molecular dynamics data. This task is…

Statistical Mechanics · Physics 2008-09-17 Stefano Luccioli , Alberto Imparato , Alessandro Torcini

Empirical growth analysis has three major problems --- variable selection, parameter heterogeneity and cross-sectional dependence --- which are addressed independently from each other in most studies. The purpose of this study is to propose…

Econometrics · Economics 2019-03-20 Guohua Feng , Jiti Gao , Bin Peng

Fermionic path integral Monte Carlo simulations have been applied to study the equilibrium properties of the hydrogen and deuterium in the density and temperature range of 1.6 < rs < 14.0 and 5000K < T < 167000K. We use this technique to…

Plasma Physics · Physics 2015-06-26 Burkhard Militzer , William Magro , David Ceperley

We present the results of a Monte Carlo study of the three-dimensional XY model and the three-dimensional antiferromagnetic three-state Potts model. In both cases we compute the difference in the free energies of a system with periodic and…

Condensed Matter · Physics 2009-10-22 A. P. Gottlob , M. Hasenbusch

The free-energy difference $\Delta F$ between two high-dimensional systems is notoriously difficult to compute, but very important for many applications, such as drug discovery. We demonstrate that an unconventional definition of work…

Soft Condensed Matter · Physics 2024-10-24 Adrianne Zhong , Benjamin Kuznets-Speck , Michael R. DeWeese

The extraction of the model parameters is as important as the development of compact model itself because simulation accuracy is fully determined by the accuracy of the parameters used. This study proposes an efficient model-parameter…

Systems and Control · Electrical Eng. & Systems 2021-10-29 Michihiro Shintani , Aoi Ueda , Takashi Sato