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The modern theory of rare events is grounded in near equilibrium ideas, however many systems of modern interest are sufficiently far from equilibrium that traditional approaches do not apply. Using the recently developed variational path…

Chemical Physics · Physics 2025-02-14 Aditya N. Singh , David T. Limmer

We propose a new sensitivity analysis methodology for complex stochastic dynamics based on the Relative Entropy Rate. The method becomes computationally feasible at the stationary regime of the process and involves the calculation of…

Mathematical Physics · Physics 2013-04-16 Yannis Pantazis , Markos A. Katsoulakis

We present a method to study rare nonadiabatic dynamics in open quantum systems using transition path sampling and quantum jump trajectories. As with applications of transition path sampling to classical dynamics, the method does not rely…

Statistical Mechanics · Physics 2021-12-08 Addison J. Schile , David T. Limmer

We propose a novel stochastic method to generate paths conditioned to start in an initial state and end in a given final state during a certain time $t_{f}$. These paths are weighted with a probability given by the overdamped Langevin…

Statistical Mechanics · Physics 2015-05-27 Henri Orland

A common problem that affects simulations of complex systems within the computational physics and chemistry communities is the so-called sampling problem or rare event problem where proper sampling of energy landscapes is impeded by the…

Computational Physics · Physics 2023-03-06 Benjamin Pampel , Simon Holbach , Lisa Hartung , Omar Valsson

Stochastic and conditional simulation methods have been effective towards producing realistic realizations and simulations of spatial numerical models that share equal probability of occurrence. Application of these methods are valuable…

Equilibrium rate theories play a crucial role in understanding rare, reactive events. However, they are inapplicable to a range of irreversible processes in systems driven far from thermodynamic equilibrium like active and biological…

Statistical Mechanics · Physics 2025-10-21 Eric R. Heller , David T. Limmer

The computer simulation of many molecular processes is complicated by long time scales caused by rare transitions between long-lived states. Here, we propose a new approach to simulate such rare events, which combines transition path…

Computational Physics · Physics 2023-03-23 Sebastian Falkner , Alessandro Coretti , Christoph Dellago

Active matter represents a broad class of systems that evolve far from equilibrium due to the local injection of energy. Like their passive analogues, transformations between distinct metastable states in active matter proceed through rare…

Statistical Mechanics · Physics 2022-01-17 Avishek Das , Benjamin Kuznets-Speck , David T. Limmer

This article reviews the concepts and methods of variational path sampling. These methods allow computational studies of rare events in systems driven arbitrarily far from equilibrium. Based upon a statistical mechanics of trajectory space…

Chemical Physics · Physics 2025-02-05 Aditya N. Singh , Avishek Das , David T. Limmer

This article analyzes and compares two general techniques of rare event simulation for generating paths of Markov processes over fixed time horizons: exponential tilting and stochastic bridge. These two methods allow to accurately compute…

Statistical Mechanics · Physics 2025-08-27 Javier Aguilar , Riccardo Gatto

We propose a method to sample stationary properties of solutions of stochastic differential equations, which is accurate and efficient if there are rarely visited regions or rare transitions between distinct regions of the state space. The…

Statistical Mechanics · Physics 2016-03-23 Rüdiger Kürsten , Ulrich Behn

We present a theory and accompanying importance sampling method for computing rate constants in spatially inhomogenious systems. Using the relationship between rate constants and path space partition functions, we illustrate that the…

Statistical Mechanics · Physics 2019-06-05 Addison J. Schile , David T. Limmer

Exploiting stochastic path integral theory, we obtain \emph{by simulation} substantial gains in efficiency for the computation of reaction rates in one-dimensional, bistable, overdamped stochastic systems. Using a well-defined measure of…

Computational Physics · Physics 2016-09-08 Daniel M. Zuckerman , Thomas B. Woolf

We propose a direct numerical method to calculate the statistics of the number of transitions in stochastic processes, without having to resort to Monte Carlo calculations. The method is based on a generating function method, and arbitrary…

Statistical Mechanics · Physics 2015-05-18 Jun Ohkubo , Thomas Eggel

The efficient calculation of rare-event kinetics in complex dynamical systems, such as the rate and pathways of ligand dissociation from a protein, is a generally unsolved problem. Markov state models can systematically integrate ensembles…

Chemical Physics · Physics 2016-02-03 Benjamin Trendelkamp-Schroer , Frank Noe

We introduce Path-ZVA: an efficient simulation technique for estimating the probability of reaching a rare goal state before a regeneration state in a (discrete-time) Markov chain. Standard Monte Carlo simulation techniques do not work well…

Probability · Mathematics 2018-07-02 Daniel Reijsbergen , Pieter-Tjerk de Boer , Werner Scheinhardt , Sandeep Juneja

Solving decision problems in complex, stochastic environments is often achieved by estimating the expected outcome of decisions via Monte Carlo sampling. However, sampling may overlook rare, but important events, which can severely impact…

Machine Learning · Statistics 2023-05-16 Lachlan Gibson , Marcus Hoerger , Dirk Kroese

Atomistic simulations provide valuable insights into the physical processes governing material behavior. However, their applicability is fundamentally constrained by the limited time scales accessible to brute-force simulations. This…

Computational Physics · Physics 2026-02-16 Michael Kim , Wei Cai

Rare events such as nucleation processes are of ubiquitous importance in real systems. The most popular method for nonequilibrium systems, forward flux sampling (FFS), samples rare events by using interfaces to partition the whole…

Methodology · Statistics 2013-11-22 Huijun Jiang , Mingfeng Pu , Zhonghuai Hou