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A leading goal for climate science and weather risk management is to accurately model both the physics and statistics of extreme events. These two goals are fundamentally at odds: the higher a computational model's resolution, the more…

Atmospheric and Oceanic Physics · Physics 2024-02-06 Justin Finkel , Paul A. O'Gorman

The rare-event sampling problem has long been the central limiting factor in molecular dynamics (MD), especially in biomolecular simulation. Recently, diffusion models such as BioEmu have emerged as powerful equilibrium samplers that…

We introduce a path sampling method for the computation of rate constants for systems with a highly diffusive character. Based on the recently developed algorithm of transition interface sampling (TIS) this procedure increases the…

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

An understanding of the hydrodynamics of multiphase processes is essential for their design and operation. Multiphase computational fluid dynamics (CFD) simulations enable researchers to gain insight which is inaccessible experimentally.…

Numerical Analysis · Mathematics 2021-01-18 Tanyakarn Treeratanaphitak , Nasser Mohieddin Abukhdeir

For rare events described in terms of Markov processes, truly unbiased estimation of the rare event probability generally requires the avoidance of numerical approximations of the Markov process. Recent work in the exact and…

Statistics Theory · Mathematics 2021-11-08 James Hodgson , Adam M. Johansen , Murray Pollock

Langevin equations are used to model many processes of physical interest, including low-energy nuclear collisions. In this paper we develop a general method for computing probabilities of very rare events (e.g. small fusion cross-sections)…

Nuclear Theory · Physics 2009-10-31 O. Mazonka , C. Jarzynski , J. Blocki

This article is about molecular simulation. However, the theoretical results apply for general overdamped Langevin dynamics simulations. Molecular simulation is often used for determining the stability of a complex (e.g., ligand-receptor).…

Dynamical Systems · Mathematics 2017-08-03 Marcus Weber , Natalia Ernst

Rare weather and climate events, such as heat waves and floods, can bring tremendous social costs. Climate data is often limited in duration and spatial coverage, and climate forecasting has often turned to simulations of climate models to…

Methodology · Statistics 2020-05-18 Meagan Carney , Holger Kantz , Matthew Nicol

We address the problem of estimating steady-state quantities associated to systems of stochastic chemical kinetics. In most cases of interest these systems are analytically intractable, and one has to resort to computational methods to…

Quantitative Methods · Quantitative Biology 2014-01-21 Andreas Milias-Argeitis , John Lygeros , Mustafa Khammash

Energy-efficient real-time task scheduling has been actively explored in the past decade. Different from the past work, this paper considers schedulability conditions for stochastic real-time tasks. A schedulability condition is first…

Operating Systems · Computer Science 2008-04-07 Vandy Berten , Chi-Ju Chang , Tei-Wei Kuo

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…

Statistical Mechanics · Physics 2015-06-15 Justus A. Kromer , Lutz Schimansky-Geier , Raul Toral

We present a method of parameter estimation for large class of nonlinear systems, namely those in which the state consists of output derivatives and the flow is linear in the parameter. The method, which solves for the unknown parameter by…

Systems and Control · Electrical Eng. & Systems 2024-07-16 Simon Kuang , Xinfan Lin

Power grid expansion planning requires making large investment decisions in the present that will impact the future cost and reliability of a system exposed to wide-ranging uncertainties. Extreme temperatures can pose significant challenges…

Optimization and Control · Mathematics 2024-05-30 Ramsey Rossmann , Mihai Anitescu , Julie Bessac , Michael Ferris , Mitchell Krock , James Luedtke , Line Roald

Numerical solutions to fractional differential equations can be extremely computationally intensive due to the effect of non-local derivatives in which all previous time points contribute to the current iteration. In finite difference…

Mathematical Physics · Physics 2010-04-30 Brian P. Sprouse , Christopher L. MacDonald , Gabriel A. Silva

Motivated by the modeling of the spatial structure of the velocity field of three-dimensional turbulent flows, and the phenomenology of cascade phenomena, a linear dynamics has been recently proposed able to generate high velocity gradients…

Deep learning models are being used for the analysis of parametric statistical models based on simulation-only frameworks. Bayesian models using normalizing flows simulate data from a prior distribution and are composed of two deep neural…

Statistics Theory · Mathematics 2026-03-12 Stefan Böhringer

Real world networks are often subject to severe uncertainties which need to be addressed by any reliable prescriptive model. In the context of the maximum flow problem subject to arc failure, robust models have gained particular attention.…

Discrete Mathematics · Computer Science 2017-05-24 Fabian Mies , Britta Peis , Andreas Wierz

In this paper, a simulation-based method for the analysis and design of abstracted models for a stochastic hybrid system is proposed. The accuracy of a model is evaluated in terms of its capability to reproduce the system output for all the…

Systems and Control · Computer Science 2014-05-29 M. Prandini , S. Garatti , R. Vignali

A new efficient ensemble prediction strategy is developed for a general turbulent model framework with emphasis on the nonlinear interactions between large and small scale variables. The high computational cost in running large ensemble…

Fluid Dynamics · Physics 2023-02-22 Di Qi , Jian-Guo Liu

We consider settings for which one needs to perform multiple flow simulations based on the Navier-Stokes equations, each having different values for the physical parameters and/or different initial condition data, boundary conditions data,…

Numerical Analysis · Mathematics 2017-06-14 Max Gunzburger , Nan Jiang , Zhu Wang
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