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Constrained sampling is an important and challenging task in computational statistics, concerned with generating samples from a distribution under certain constraints. There are numerous types of algorithm aimed at this task, ranging from…
The fission of highly excited compound nuclei formed in heavy ion induced fusion reactions has emerged as a topic of considerable interest in the recent years. Dissipative dynamical models based on the Langevin equation were developed and…
The complex Langevin method (CLM) provides a promising way to perform the path integral with a complex action using a stochastic equation for complexified dynamical variables. It is known, however, that the method gives wrong results in…
We propose an adaptive biasing algorithm aimed at enhancing the sampling of multimodal measures by Langevin dynamics. The underlying idea consists in generalizing the standard adaptive biasing force method commonly used in conjunction with…
We propose an effective method for the precise investigation of the fusion-fission mechanism in the superheavy-mass region, using the fluctuation-dissipation model. The trajectory calculation with friction is performed in the nuclear…
Recovering a stochastic process from noisy ensembles of single particle trajectories (SPTs) is resolved here using the Langevin equation as a model. The massive redundancy contained in SPTs data allows recovering local parameters of the…
We consider the inverse problem of reconstructing the posterior measure over the trajec- tories of a diffusion process from discrete time observations and continuous time constraints. We cast the problem in a Bayesian framework and derive…
Pervasive across diverse domains, stochastic systems exhibit fluctuations in processes ranging from molecular dynamics to climate phenomena. The Langevin equation has served as a common mathematical model for studying such systems, enabling…
We study a sequential Monte Carlo algorithm to sample from the Gibbs measure with a non-convex energy function at a low temperature. We use the practical and popular geometric annealing schedule, and use a Langevin diffusion at each…
The graph transformation approach is a recently proposed method for computing mean first passage times, rates, and committor probabilities for kinetic transition networks. Here we compare the performance to existing linear algebra methods,…
We discuss the design of state-of-the-art numerical methods for molecular dynamics, focusing on the demands of soft matter simulation, where the purposes include sampling and dynamics calculations both in and out of equilibrium. We discuss…
We study the utility of a complex Langevin (CL) equation as an alternative for the Monte Carlo (MC) procedure in the evaluation of expectation values occurring in fermionic many-body problems. We find that a CL approach is natural in cases…
The properties of molecules and materials containing light nuclei are affected by their quantum mechanical nature. Modelling these quantum nuclear effects accurately requires computationally demanding path integral techniques. Considerable…
Discrete distributions derived from renewal processes, ie distributions of the number of events by some time t are beginning to be used in econometrics and health sciences. A new fast method is presented for computation of the probabilities…
Branching processes are a class of continuous-time Markov chains (CTMCs) prevalent for modeling stochastic population dynamics in ecology, biology, epidemiology, and many other fields. The transient or finite-time behavior of these systems…
The often debated issue of `ratios of small numbers of events' is approached from a probabilistic perspective, making a clear distinction between the predictive problem (forecasting numbers of events we might count under well stated…
It is challenging to distinguish between fusion-fission and quasifission experimentally. To determine the characteristics of quasifission processes associated with dominant phenomena in heavy-ion collisions is important for estimating…
Path integrals with complex actions are encountered for many physical systems ranging from spin- or mass-imbalanced atomic gases and graphene to quantum chromo-dynamics at finite density to the non-equilibrium evolution of quantum systems.…
We propose an approach to compute the boundary crossing probabilities for a class of diffusion processes which can be expressed as piecewise monotone (not necessarily one-to-one) functionals of a standard Brownian motion. This class…
Computing the return times of extreme events and assessing the impact of climate change on such return times is fundamental to extreme event attribution studies. However, the rarity of such events in the observational record makes this task…