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

Computer simulations generate trajectories at a single, well-defined thermodynamic state point. Statistical reweighting offers the means to reweight static and dynamical properties to different equilibrium state points by means of analytic…

We describe an exact approach for calculating transition probabilities and waiting times in finite-state discrete-time Markov processes. All the states and the rules for transitions between them must be known in advance. We can then…

Empirical force fields employed in molecular dynamics simulations of complex systems can be optimised to reproduce experimentally determined structural and thermodynamic properties. In contrast, experimental knowledge about the rates of…

Rare events in molecular dynamics are often related to noise-induced transitions between different macroscopic states (e.g., in protein folding). A common feature of these rare transitions is that they happen on timescales that are on…

The dynamics of molecules are governed by rare event transitions between long-lived (metastable) states. To explore these transitions efficiently, many enhanced sampling protocols have been introduced that involve using simulations with…

Learning-based methodologies increasingly find applications in safety-critical domains like autonomous driving and medical robotics. Due to the rare nature of dangerous events, real-world testing is prohibitively expensive and unscalable.…

In an experimental study of single enzyme reactions, it has been proposed that the rate constants of the enzymatic reactions fluctuate randomly, according to a given distribution. To quantify the uncertainty arising from random rate…

A number of coupling strategies are presented for stochastically modeled biochemical processes with time-dependent parameters. In particular, the stacked coupling is introduced and is shown via a number of examples to provide an…

Hamiltonian Flow Monte Carlo(HFMC) methods have been implemented in engineering, biology and chemistry. HFMC makes large gradient based steps to rapidly explore the state space. The application of the Hamiltonian dynamics allows to estimate…

We present a method for computing stationary distributions for activated processes in equilibrium and non-equilibrium systems using Forward Flux Sampling (FFS). In this method, the stationary distributions are obtained directly from the…

Physical systems with many degrees of freedom can often be understood in terms of transitions between a small number of metastable states. For time-homogeneous systems with short-term memory these transitions are fully characterized by a…

We analyze the probability distribution for entropy production rates of trajectories evolving on a class of out-of-equilibrium kinetic networks. These networks can serve as simple models for driven dynamical systems, which are of particular…

The graph transformation approach is a recently proposed method for computing mean first passage times, rates, and committor probabilities for kinetic transition networks. Here we compare the performance to existing linear algebra methods,…

Many biological, chemical, and physical systems are underpinned by stochastic transitions between equilibrium states in a potential energy. Here, we consider such transitions in a minimal model with two possible competing pathways, both…

Sampling the collective, dynamical fluctuations that lead to nonequilibrium pattern formation requires probing rare regions of trajectory space. Recent approaches to this problem based on importance sampling, cloning, and spectral…

Extreme weather events epitomize high cost: to society through their physical impacts, and to computer servers that simulate them to assess risk and advance physical understanding. It costs hundreds of simulation years to sample a few…

The goal of this paper is to develop provably efficient importance sampling Monte Carlo methods for the estimation of rare events within the class of linear stochastic partial differential equations (SPDEs). We find that if a spectral gap…

In a number of applications, particularly in financial and actuarial mathematics, it is of interest to characterize the tail distribution of a random variable $V$ satisfying the distributional equation $V\stackrel{\mathcal{D}}{=}f(V)$,…

We present a method to sample Markov-chain trajectories constrained to both the initial and final conditions, which we term Markov bridges. The trajectories are conditioned to end in a specific state at a given time. We derive the master…

We provide an algorithm based on weighted-ensemble (WE) methods, to accurately sample systems at steady state. Applying our method to different one- and two-dimensional models, we succeed to calculate steady state probabilities of order…