Related papers: Generalized Ensemble and Tempering Simulations: A …
The question of deriving general force/flux relationships that apply out of the linear response regime is a central topic of theories for nonequilibrium statistical mechanics. This work applies an information theory perspective to compute…
We obtain equilibration rates for a one-dimensional nonlocal Fokker-Planck equation with time-dependent diffusion coefficient and drift, modeling the relaxation of a large swarm of robots, feeling each other in terms of their distance,…
The simulation of high-energy physics collision events is a key element for data analysis at present and future particle accelerators. The comparison of simulation predictions to data allows looking for rare deviations that can be due to…
We review the observations and the basic laws describing the essential aspects of collective motion -- being one of the most common and spectacular manifestation of coordinated behavior. Our aim is to provide a balanced discussion of the…
Experiments in predator-prey systems show the emergence of long-term cycles. Deterministic model typically fails in capturing these behaviors, which emerge from the microscopic interplay of individual based dynamics and stochastic effects.…
Ensembling is among the most popular tools in machine learning (ML) due to its effectiveness in minimizing variance and thus improving generalization. Most ensembling methods for black-box base learners fall under the umbrella of "stacked…
This report provides a description of unbunched beam stochastic cooling in the framework of control theory. The main interest in the investigation is concentrated on the beam stability in an active cooling system. A stochastic cooling…
In this paper we introduce modified version of one-dimensional outflow dynamics (known as a Sznajd model) which simplifies the analytical treatment. We show that simulations results of the original and modified rules are exactly the same…
Spatially localized states play an important role in transition to turbulence in shear flows (Kawahara, Uhlmann & van Veen, Annu. Rev. Fluid Mech. 44, 203 (2012)). Despite the fact that some of them are attractors on the separatrix between…
We perform and extend real-time numerical simulation of a low-dimensional scalar field theory or a quantum mechanical system using stochastic quantization. After a brief review of the quantization method and the complex Langevin dynamics,…
A central problem in data analysis is the low dimensional representation of high dimensional data, and the concise description of its underlying geometry and density. In the analysis of large scale simulations of complex dynamical systems,…
The present paper deals with the problem of improving the efficiency of large scale turbulent flow simulations. The high-fidelity methods for modelling turbulent flows become available for a wider range of applications thanks to the…
We present a general framework in which we can accurately describe the non-equilibrium dynamics of trapped atomic gases. This is achieved by deriving a single Fokker-Planck equation for the gas. In this way we are able to discuss not only…
Regularly varying stochastic processes model extreme dependence between process values at different locations and/or time points. For such processes we propose a two-step parameter estimation of the extremogram, when some part of the domain…
Epidemiological models must be calibrated to ground truth for downstream tasks such as producing forward projections or running what-if scenarios. The meaning of calibration changes in case of a stochastic model since output from such a…
We present a unified probabilistic framework for simultaneous trajectory estimation and planning (STEAP). Estimation and planning problems are usually considered separately, however, within our framework we show that solving them…
Monte Carlo simulation provides a powerful tool for understanding and exploring thermodynamic phase equilibria in many-particle interacting systems. Among the most physically intuitive simulation methods is Gibbs ensemble Monte Carlo…
Metastability is a common obstacle to performing long molecular dynamics simulations. Many numerical methods have been proposed to overcome it. One method is parallel replica dynamics, which relies on the rapid convergence of the underlying…
Drawdown (resp. drawup) of a stochastic process, also referred as the reflected process at its supremum (resp. infimum), has wide applications in many areas including financial risk management, actuarial mathematics and statistics. In this…
The basic purpose of this work was to suggest universal quantitative description of ergodic system intermediate bifurcation and obligatory conditions of this transition. Conditions for existence of phase state and first order phase…