Related papers: Coarse Stability and Bifurcation Analysis Using St…
Kinetic equations model the position-velocity distribution of particles subject to transport and collision effects. Under a diffusive scaling, these combined effects converge to a diffusion equation for the position density in the limit of…
Contemporary scientific studies often rely on the understanding of complex quantum systems via computer simulation. This paper initiates the statistical study of quantum simulation and proposes a Monte Carlo method for estimating…
We present a numerically exact steady-state inchworm Monte Carlo method for nonequilibrium quantum impurity models. Rather than propagating an initial state to long times, the method is directly formulated in the steady-state. This…
We discuss how matrix-free/timestepper algorithms can efficiently be used with dynamic non-Newtonian fluid mechanics simulators in performing systematic stability/bifurcation analysis. The timestepper approach to bifurcation analysis of…
In "equation-free" multiscale computation a dynamic model is given at a fine, microscopic level; yet we believe that its coarse-grained, macroscopic dynamics can be described by closed equations involving only coarse variables. These…
We discuss certain basic features of the equation-free (EF) approach to modeling and computation for complex/multiscale systems. We focus on links between the equation-free approach and tools from systems and control theory (design of…
The Diffusion Monte Carlo method with constant number of walkers, also called Stochastic Reconfiguration as well as Sequential Monte Carlo, is a widely used Monte Carlo methodology for computing the ground-state energy and wave function of…
Recent developments in multiscale computation allow the solution of ``coarse equations'' for the expected macroscopic behavior of microscopically/stochastically evolving particle distributions without ever obtaining these coarse equations…
We study a variance reduction strategy based on control variables for simulating the averaged macroscopic behavior of a stochastic slow-fast system. We assume that this averaged behavior can be written in terms of a few slow degrees of…
We review a recently devised Monte Carlo simulation method for the direct study of quasi-stationary properties of stochastic processes with an absorbing state. The method is used to determine the static correlation function and the…
We develop a coarse grained (CG) approach for efficiently simulating calcium dynamics in the endoplasmic reticulum membrane based on a fine stochastic lattice gas model. By grouping neighboring microscopic sites together into CG cells and…
We simulate the sintering of particle aggregates due to surface diffusion. As a method we use Kinetic Monte-Carlo simulations in which elasticity can explicitly be taken into account. Therefore it is possible to investigate the shape…
This paper introduces coordinate-independent methods for analysing multiscale dynamical systems using numerical techniques based on the transfer operator and its adjoint. In particular, we present a method for testing whether an arbitrary…
Many high-dimensional complex systems exhibit an enormously complex landscape of possible asymptotic states. Here, we present a numerical approach geared towards analyzing such systems. It is situated between the classical analysis with…
Hybrid multiscale modelling has emerged as a useful framework for modelling complex biological phenomena. However, when accounting for stochasticity in the internal dynamics of agents, these models frequently become computationally…
Several disciplines, such as econometrics, neuroscience, and computational psychology, study the dynamic interactions between variables over time. A Bayesian nonparametric model known as the Wishart process has been shown to be effective in…
This paper presents an algorithm for Monte Carlo fixed-lag smoothing in state-space models defined by a diffusion process observed through noisy discrete-time measurements. Based on a particles approximation of the filtering and smoothing…
A new Markov Chain Monte Carlo method for simulating the dynamics of molecular systems characterized by hard-core interactions is introduced. In contrast to traditional Kinetic Monte Carlo approaches, where the state of the system is…
A Monte Carlo simulation of chemotactic bacteria is developed on the basis of the kinetic model and is applied to a one-dimensional traveling population wave in a microchannel. In this simulation, the Monte Carlo method, which calculates…
The investigation of freezing transitions of single polymers is computationally demanding, since surface effects dominate the nucleation process. In recent studies we have systematically shown that the freezing properties of flexible,…