Related papers: Simulating rare events in equilibrium or non-equil…

Random walks are a fundamental model in applied mathematics and are a common example of a Markov chain. The limiting stationary distribution of the Markov chain represents the fraction of the time spent in each state during the stochastic…

Rare events in non-linear dynamical systems are difficult to sample because of the sensitivity to perturbations of initial conditions and of complex landscapes in phase space. Here we discuss strategies to control these difficulties and…

We formulate theoretical modeling approaches and develop practical computational simulation methods for investigating the non-equilibrium statistical mechanics of fluid interfaces with passive and active immersed particles. Our approaches…

We introduce a powerful iterative algorithm to compute protein folding pathways, with realistic all-atom force fields. Using the path integral formalism, we explicitly derive a modified Langevin equation which samples directly the ensemble…

We present, in a unifying way, the main components of three asynchronous event-driven algorithms for simulating physical systems of interacting particles. The first example, hard-particle molecular dynamics, is well-known. We also present a…

Stochastic simulators are an indispensable tool in many branches of science. Often based on first principles, they deliver a series of samples whose distribution implicitly defines a probability measure to describe the phenomena of…

Transition path theory computes statistics from ensembles of reactive trajectories. A common strategy for sampling reactive trajectories is to control the branching and pruning of trajectories so as to enhance the sampling of low…

Simulating rare events, such as the transformation of a reactant into a product in a chemical reaction typically requires enhanced sampling techniques that rely on heuristically chosen collective variables (CVs). We propose using…

Metropolis Monte Carlo simulation is a powerful tool for studying the equilibrium properties of matter. In complex condensed-phase systems, however, it is difficult to design Monte Carlo moves with high acceptance probabilities that also…

Dynamic heterogeneity has often been modeled by assuming that a single-particle observable, fluctuating at a molecular scale, is influenced by its coupling to environmental variables fluctuating on a second, perhaps slower, time scale.…

We consider the problem of probabilistic quantification of dynamical systems that have heavy-tailed characteristics. These heavy-tailed features are associated with rare transient responses due to the occurrence of internal instabilities.…

An open question in the field of non-equilibrium statistical physics is whether there exists a unique way through which non-equilibrium systems equilibrate irrespective of how far they are away from equilibrium. To answer this question we…

This paper offers a formal framework for the rare collision risk estimation of autonomous vehicles (AVs) with multi-agent situation awareness, affected by different sources of noise in a complex dynamic environment. In our proposed setting,…

Simulations of scattering processes are essential in understanding the physics of our universe. Computing relevant scattering quantities from ab initio methods is extremely difficult on classical devices because of the substantial…

Atomistic modelling of phase transitions, chemical reactions, or other rare events that involve overcoming high free energy barriers usually entails prohibitively long simulation times. Introducing a bias potential as a function of an…

Accurate and efficient estimation of rare events probabilities is of significant importance, since often the occurrences of such events have widespread impacts. The focus in this work is on precisely quantifying these probabilities, often…

We present and discuss a variance-reduced stochastic particle method for simulating the relaxation-time model of the Boltzmann transport equation. The present paper focuses on the dilute gas case, although the method is expected to directly…

Stochastic dynamics of chemical reactions in a mutually repressing two-gene circuit is numerically simulated. The circuit has a rich variety of different states when the kinetic change of DNA status is slow. The stochastic switching…

Molecular systems often remain trapped for long times around some local minimum of the potential energy function, before switching to another one -- a behavior known as metastability. Simulating transition paths linking one metastable state…

Dynamic and evolving operational and economic environments present significant challenges for decision-making. We explore a simulation optimization problem characterized by non-stationary input distributions with regime-switching dynamics…