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In recent years the Swap Monte Carlo algorithm has led to remarkable progress in equilibrating supercooled model liquids at low temperatures. Applications have so far been limited to systems composed of spherical particles, however, whereas…

Soft Condensed Matter · Physics 2025-09-05 Till Böhmer , Jeppe C. Dyre , Lorenzo Costigliola

We present a novel multiscale simulation approach for modeling stochasticity in chemical reaction networks. The approach seamlessly integrates exact-stochastic and "leaping" methodologies into a single "partitioned leaping" algorithmic…

Chemical Physics · Physics 2009-11-11 Leonard A. Harris , Paulette Clancy

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

Many biochemical systems appearing in applications have a multiscale structure so that they converge to piecewise deterministic Markov processes in a thermodynamic limit. The statistics of the piecewise deterministic process can be obtained…

Computational Physics · Physics 2016-12-30 Ethan Levien , Paul C. Bressloff

We propose sequential Monte Carlo (SMC) methods for sampling the posterior distribution of state-space models under highly informative observation regimes, a situation in which standard SMC methods can perform poorly. A special case is…

Computation · Statistics 2015-07-10 Pierre Del Moral , Lawrence M. Murray

We study long-range interacting systems driven by external stochastic forces that act collectively on all the particles constituting the system. Such a scenario is frequently encountered in the context of plasmas, self-gravitating systems,…

Statistical Mechanics · Physics 2013-12-03 Cesare Nardini , Shamik Gupta , Stefano Ruffo , Thierry Dauxois , Freddy Bouchet

It is shown that the exact dynamics of a composite quantum system can be represented through a pair of product states which evolve according to a Markovian random jump process. This representation is used to design a general Monte Carlo…

Quantum Physics · Physics 2007-05-23 Heinz-Peter Breuer

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

We propose a new method for pure-state and subspace preparation in quantum systems, which employs the output of a continuous measurement process and switching dissipative control to improve convergence speed, as well as robustness with…

Quantum Physics · Physics 2024-06-24 Tommaso Grigoletto , Francesco Ticozzi

In most sampling algorithms, including Hamiltonian Monte Carlo, transition rates between states correspond to the probability of making a transition in a single time step, and are constrained to be less than or equal to 1. We derive a…

Machine Learning · Statistics 2015-10-13 Andrew B. Berger , Mayur Mudigonda , Michael R. DeWeese , Jascha Sohl-Dickstein

Reaction paths and probabilities are inferred, in a usual Monte Carlo or Molecular Dynamic simulation, directly from the evolution of the positions of the particles. The process becomes time-consuming in many interesting cases in which the…

Statistical Mechanics · Physics 2011-10-11 Massimiliano Picciani , Manuel Athenes , Jorge Kurchan , Julien Tailleur

In this paper we introduce and discuss numerical schemes for the approximation of kinetic equations for flocking behavior with phase transitions that incorporate uncertain quantities. This class of schemes here considered make use of a…

Numerical Analysis · Mathematics 2019-10-31 Jose Antonio Carrillo , Mattia Zanella

We formulate a general, arbitrary-order stochastic response formalism within the Full Configuration Interaction Quantum Monte Carlo framework. This modified stochastic dynamic allows for the exact response properties of correlated…

Strongly Correlated Electrons · Physics 2018-06-18 Pradipta Kumar Samanta , Nick S. Blunt , George H. Booth

Switching dynamical systems are an expressive model class for the analysis of time-series data. As in many fields within the natural and engineering sciences, the systems under study typically evolve continuously in time, it is natural to…

Machine Learning · Computer Science 2022-05-19 Lukas Köhs , Bastian Alt , Heinz Koeppl

Using a coarse molecular-dynamics (CMD) approach with an appropriate choice of coarse variable (order parameter), we map the underlying effective free-energy landscape for the melting of a crystalline solid. Implementation of this approach…

Materials Science · Physics 2009-11-11 Miguel A. Amat , Ioannis G. Kevrekidis , Dimitrios Maroudas

Biochemical reaction networks are often modelled using discrete-state, continuous-time Markov chains. System statistics of these Markov chains usually cannot be calculated analytically and therefore estimates must be generated via…

Quantitative Methods · Quantitative Biology 2016-04-19 Daniel Wilson , Ruth E. Baker

In biochemically reactive systems with small copy numbers of one or more reactant molecules, the dynamics is dominated by stochastic effects. To approximate those systems, discrete state-space and stochastic simulation approaches have been…

Numerical Analysis · Mathematics 2020-07-13 Chiheb Ben Hammouda , Alvaro Moraes , Raul Tempone

We have developed an efficient Monte Carlo algorithm, which accelerates slow Monte Carlo dynamics in quasi-one-dimensional Ising spin systems. The loop algorithm of the quantum Monte Carlo method is applied to the classical spin models with…

Statistical Mechanics · Physics 2009-11-13 Tota Nakamura

Discrete-state, continuous-time Markov models are widely used in the modeling of biochemical reaction networks. Their complexity often precludes analytic solution, and we rely on stochastic simulation algorithms to estimate system…

Quantitative Methods · Quantitative Biology 2016-05-20 Christopher Lester , Christian A. Yates , Michael B. Giles , Ruth E. Baker

This work is devoted to the investigation of the most probable transition time between metastable states for stochastic dynamical systems. Such a system is modeled by a stochastic differential equation with non-vanishing Brownian noise, and…

Mathematical Physics · Physics 2021-08-11 Yuanfei Huang , Ying Chao , Wei Wei , Jinqiao Duan
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