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Related papers: Equilibrium Sampling From Nonequilibrium Dynamics

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Algorithms to determine transition probabilities in Monte Carlo simulations are tested using a system of classical particles with effective interactions which reproduce Bose-Einstein statistics. The system is appropriate for testing…

Statistical Mechanics · Physics 2021-01-11 Marisel Di Pietro Martínez , Martín Giuliano , Miguel Hoyuelos

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

A new method is proposed to numerically extract the diffusivity of a (typically nonlinear) diffusion equation from underlying stochastic particle systems. The proposed strategy requires the system to be in local equilibrium and have…

Statistical Mechanics · Physics 2018-05-09 Peter Embacher , Nicolas Dirr , Johannes Zimmer , Celia Reina

It was recently demonstrated that a simple Monte Carlo (MC) algorithm involving the swap of particle pairs dramatically accelerates the equilibrium sampling of simulated supercooled liquids. We propose two numerical schemes integrating the…

Statistical Mechanics · Physics 2019-06-24 Ludovic Berthier , Elijah Flenner , Christopher J. Fullerton , Camille Scalliet , Murari Singh

Integration against a probability distribution given its unnormalized density is a central task in Bayesian inference and other fields. We introduce new methods for approximating such expectations with a small set of weighted samples --…

Machine Learning · Statistics 2026-05-15 Ayoub Belhadji , Daniel Sharp , Youssef M. Marzouk

Direct simulation of biomolecular dynamics in thermal equilibrium is challenging due to the metastable nature of conformation dynamics and the computational cost of molecular dynamics. Biased or enhanced sampling methods may improve the…

Chemical Physics · Physics 2015-06-12 Benjamin Trendelkamp-Schroer , Frank Noe

Incremental stability is a property of dynamical systems that ensures the convergence of trajectories with respect to each other rather than a fixed equilibrium point or a fixed trajectory. In this paper, we introduce a related stability…

Systems and Control · Electrical Eng. & Systems 2025-10-14 P Sangeerth , David Smith Sundarsingh , Bhabani Shankar Dey , Pushpak Jagtap

Interacting particle methods are increasingly used to sample from complex and high-dimensional distributions. These stochastic particle integration techniques can be interpreted as an universal acceptance-rejection sequential particle…

Computational Finance · Quantitative Finance 2012-10-30 P. Del Moral , G. W. Peters , Ch. Vergé

Nonlinear non-Gaussian state-space models are ubiquitous in statistics, econometrics, information engineering and signal processing. Particle methods, also known as Sequential Monte Carlo (SMC) methods, provide reliable numerical…

Computation · Statistics 2015-09-11 Nikolas Kantas , Arnaud Doucet , Sumeetpal S. Singh , Jan Maciejowski , Nicolas Chopin

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…

Quantum Physics · Physics 2021-07-21 Marcela Herrera , John P. S. Peterson , Roberto M. Serra , Irene D'Amico

Accurate simulations of molecules require high-level electronic-structure theory in combination with rigorous methods for approximating the quantum dynamics. Machine-learning approaches can significantly reduce the computational expense of…

Chemical Physics · Physics 2026-02-24 Valerii Andreichev , Jindra Dušek , Markus Meuwly , Jeremy O. Richardson

In this work, a novel ring polymer representation for multi-level quantum system is proposed for thermal average calculations. The proposed presentation keeps the discreteness of the electronic states: besides position and momentum, each…

Chemical Physics · Physics 2017-05-24 Jianfeng Lu , Zhennan Zhou

Accurate interaction potentials between microscopic components such as colloidal particles or cells are crucial to understanding a range of processes, including colloidal crystallization, bacterial colony formation, and cancer metastasis.…

Kinetic plasma processes, such as magnetic reconnection, collisionless shocks, and turbulence, are fundamental to the dynamics of astrophysical and laboratory plasmas. Simulating these processes often requires particle-in-cell (PIC)…

Plasma Physics · Physics 2025-06-11 S. R. Totorica , K. V. Lezhnin , W. Fox

Stochastic nonlinear dynamical systems can undergo rapid transitions relative to the change in their forcing, for example due to the occurrence of multiple equilibrium solutions for a specific interval of parameters. In this paper, we…

Data Analysis, Statistics and Probability · Physics 2020-11-12 S. Baars , D. Castellana , F. W. Wubs , H. A. Dijkstra

We propose a novel method for sampling and optimization tasks based on a stochastic interacting particle system. We explain how this method can be used for the following two goals: (i) generating approximate samples from a given target…

Dynamical Systems · Mathematics 2021-11-05 J. A. Carrillo , F. Hoffmann , A. M. Stuart , U. Vaes

We develop a weak-form sparse identification method for interacting particle systems (IPS) with the primary goals of reducing computational complexity for large particle number $N$ and offering robustness to either intrinsic or extrinsic…

Machine Learning · Statistics 2022-07-20 Daniel A. Messenger , David M. Bortz

A thermodynamically consistent particle-based model for fluid dynamics with continuous velocities and a non-ideal equation of state is presented. Excluded volume interactions are modeled by means of biased stochastic multiparticle…

Soft Condensed Matter · Physics 2009-11-11 Thomas Ihle , Erkan Tuzel , Daniel M. Kroll

We review two recently developed efficient methods for calculating rate constants of processes dominated by rare events in high-dimensional complex systems. The first is transition interface sampling (TIS), based on the measurement of…

Statistical Mechanics · Physics 2009-11-10 Titus S. van Erp , Peter G. Bolhuis

In this paper we consider a class of interacting particle systems on dynamic random networks, in which the joint dynamics of vertices and edges acts as one-way feedback, i.e., edges appear and disappear over time depending on the state of…

Probability · Mathematics 2025-11-06 Simone Baldassarri , Jiesen Wang