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In this work we develop a stochastic algorithm to integrate the Cahn-Hilliard equations. The algorithm is based on Gillespie's stochastic simulation algorithm, also known as kinetic Monte Carlo. The deterministic integration of the phase…

Statistical Mechanics · Physics 2024-02-14 Qianran Yu , Nicholas Julian , Jaime Marian , Enrique Martinez

In this paper we present an information theoretic approach to stochastic optimal control problems for systems with compound Poisson noise. We generalize previous work on information theoretic path integral control to discontinuous dynamics…

Optimization and Control · Mathematics 2019-07-03 Ziyi Wang , Grady Williams , Evangelos A. Theodorou

We introduce three stochastic cooperative models for particle deposition and evaporation relevant to ionic self-assembly of nanoparticles with applications in surface fabrication and nanomedicine. We present a method for mapping a…

Chemical Physics · Physics 2015-06-08 E. M. Schwen

We introduce a scheme for deriving an optimally-parametrised Langevin dynamics of few collective variables from data generated in molecular dynamics simulations. The drift and the position-dependent diffusion profiles governing the Langevin…

Statistical Mechanics · Physics 2008-08-22 Cristian Micheletti , Giovanni Bussi , Alessandro Laio

A promising approach to achieve computational supremacy over the classical von Neumann architecture explores classical and quantum hardware as Ising machines. The minimisation of the Ising Hamiltonian is known to be NP-hard problem for…

Quantum Physics · Physics 2020-08-04 Kirill P. Kalinin , Natalia G. Berloff

We compute statistical properties of the stochastic entropy production associated with the nonstationary transport of heat through a system coupled to a time dependent nonisothermal heat bath. We study the 1-d stochastic evolution of a…

Statistical Mechanics · Physics 2015-10-14 Ian J. Ford , Zachary P. L. Laker , Henry J. Charlesworth

We demonstrate a complete, probabilistic quantum dynamical simulation of the standard nonlinear Hamiltonian of optomechanics, including decoherence at finite temperatures. Robust entanglement of an optical pulse with the oscillator is…

Quantum Physics · Physics 2015-06-18 S. Kiesewetter , Q. Y. He , P. D. Drummond , M. D. Reid

Stochastic port-Hamiltonian systems represent open dynamical systems with dissipation, inputs, and stochastic forcing in an energy based form. We introduce stochastic port-Hamiltonian neural networks, SPH-NNs, which parameterize the…

Machine Learning · Computer Science 2026-03-12 Luca Di Persio , Matthias Ehrhardt , Youness Outaleb

Dissipative particle dynamics is a widely used mesoscale technique for the simulation of hydrodynamics (as well as immersed particles) utilizing coarse-grained molecular dynamics. While the method is capable of describing any fluid, the…

Computational Physics · Physics 2019-10-22 Ryan C. Krafnick , Angel E. Garcia

This work develops a control-centric framework for a custom 4-DOF rigid-body manipulator by coupling a reduced-order Pontryagin's Maximum Principle (PMP) controller with a physics-informed Gradient Descent stage. The reduced PMP model…

Robotics · Computer Science 2025-12-15 Brock Marcinczyk , Logan E. Beaver

In this paper, we develop approximate dynamic programming methods for stochastic systems modeled as Markov Decision Processes, given both soft performance criteria and hard constraints in a class of probabilistic temporal logic called…

Optimization and Control · Mathematics 2018-10-08 Lening Li , Jie Fu

We present a novel particle filtering framework for continuous-time dynamical systems with continuous-time measurements. Our approach is based on the duality between estimation and optimal control, which allows reformulating the estimation…

Optimization and Control · Mathematics 2021-10-08 Qinsheng Zhang , Amirhossein Taghvaei , Yongxin Chen

The deformability of soft condensed matter often requires modelling of hydrodynamical aspects to gain quantitative understanding. This, however, requires specialised methods that can resolve the multiscale nature of soft matter systems. We…

Soft Condensed Matter · Physics 2017-12-22 Ulf D. Schiller , Timm Krüger , Oliver Henrich

We consider stochastic optimal control of linear dynamical systems with additive non-Gaussian disturbance. We propose a novel, sampling-free approach, based on Fourier transformations and convex optimization, to cast the stochastic optimal…

Optimization and Control · Mathematics 2020-10-06 Vignesh Sivaramakrishnan , Abraham P. Vinod , Meeko M. K. Oishi

New explicit velocity- and position-Verlet-like algorithms of the second order are proposed to integrate the equations of motion in many-body systems. The algorithms are derived on the basis of an extended decomposition scheme at the…

Statistical Mechanics · Physics 2009-11-07 Igor Omelyan , Ihor Mryglod , Reinhard Folk

We study stochastic thermodynamics of a Brownian particle which is subjected to a temperature gradient and is confined by an external potential. We first formulate an over-damped Ito-Langevin theory in terms of local temperature, friction…

Statistical Mechanics · Physics 2024-02-22 Mingnan Ding , Jun Wu , Xiangjun Xing

Impulse methods are generalized to a family of integrators for Langevin systems with quadratic stiff potentials and arbitrary soft potentials. Uniform error bounds (independent from stiff parameters) are obtained on integrated positions…

Numerical Analysis · Mathematics 2010-06-25 Molei Tao , Houman Owhadi , Jerrold E. Marsden

The aim of this paper is to investigate the unstable nature of pressure computation focusing on incompressible flow modeling through the projection-based particle methods. A new approach from the original viewpoint of the momentum…

Fluid Dynamics · Physics 2022-03-18 Liang-Yee Cheng , Rubens Augusto Amaro Junior , Eric Henrique Favero

We derive and analyze numerical methods for underdamped (kinetic) Langevin dynamics in a domain with elastic reflection at the boundary. First-order approximations are based on an Euler-type scheme incorporating collision-handling at the…

Numerical Analysis · Mathematics 2025-12-10 B. Leimkuhler , A. Sharma , M. V. Tretyakov

Particle suspensions are ubiquitous in our daily life, but are not well understood due to their complexity. During the last twenty years, various simulation methods have been developed in order to model these systems. Due to varying…

Soft Condensed Matter · Physics 2011-03-16 Jens Harting , Martin Hecht , Hans J. Herrmann , Sean McNamara