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Stochastic Spatio-Temporal processes are prevalent across domains ranging from modeling of plasma to the turbulence in fluids to the wave function of quantum systems. This letter studies a measure-theoretic description of such systems by…

最优化与控制 · 数学 2021-05-25 George I. Boutselis , Ethan N. Evans , Marcus A. Pereira , Evangelos A. Theodorou

In the study of gas dynamics, theoretical modeling and numerical simulation are mostly set up with deterministic settings. Given the coarse-grained modeling in theories of fluids, considerable uncertainties may exist between flow-field…

计算物理 · 物理学 2020-08-07 Tianbai Xiao

In this paper, we consider the problem of steering a family of independent, structurally identical, finite-dimensional stochastic linear systems with variation in system parameters between initial and target states of interest by using an…

最优化与控制 · 数学 2012-01-10 Ji Qi , Anatoly Zlotnik , Jr-Shin Li

We critically discuss the concept of ``synchronized flow'' from a historical, empirical, and theoretical perspective. Problems related to the measurement of vehicle data are highlighted, and questionable interpretations are identified.…

统计力学 · 物理学 2007-05-23 D. Helbing , I. Farkas , D. Fasold , M. Treiber , T. Vicsek

We show that the principle of maximum entropy, a variational method appearing in statistical inference, statistical physics, and the analysis of stochastic dynamical systems, admits a geometric description from gauge theory. Using the…

数学物理 · 物理学 2023-01-05 Dalton A R Sakthivadivel

When the complete understanding of a complex system is not available, as, e.g., for systems considered in the real-world, we need a top-down approach to complexity. In this approach one may start with the desire to understand general…

统计力学 · 物理学 2019-05-22 Joachim Peinke , Mohammad Reza Rahimi Tabar , Matthias Wächter

In complex systems such as spin systems and protein systems, conventional simulations in the canonical ensemble will get trapped in states of energy local minima. We employ the generalized-ensemble algorithms in order to overcome this…

统计力学 · 物理学 2009-11-07 T. Nagasima , Y. Sugita , A. Mitsutake , Y. Okamoto

By combining different ideas, a general and efficient protocol to deal with discontinuous phase transitions at low temperatures is proposed. For small $T$'s, it is possible to derive a generic analytic expression for appropriate order…

统计力学 · 物理学 2015-06-03 C. E. Fiore , M. G. E. da Luz

Simulated and parallel tempering are families of Markov Chain Monte Carlo algorithms where a temperature parameter is varied during the simulation to overcome bottlenecks to convergence due to multimodality. In this work we introduce and…

离散数学 · 计算机科学 2016-07-20 Nayantara Bhatnagar , Dana Randall

We propose a one-way coupled model that tracks individual primary particles in a conceptually simple cellular flow setup to predict flocculation in turbulence. This computationally efficient model accounts for Stokes drag, lubrication,…

流体动力学 · 物理学 2020-04-22 K. Zhao , B. Vowinckel , T. -J. Hsu , T. Köllner , B. Bai , E. Meiburg

The Fokker--Planck equation describes the evolution of a probability distribution towards equilibrium--the flow parameter is the equilibration time. Assuming the distribution remains normalizable for all times, it is equivalent to an open…

统计力学 · 物理学 2016-09-14 Stam Nicolis , Julien Tranchida , Pascal Thibaudeau

Two important enhanced sampling algorithms, simulated (ST) and parallel (PT) tempering, are commonly used when ergodic simulations may be hard to achieve, e.g, due to a phase space separated by large free-energy barriers. This is so for…

统计力学 · 物理学 2010-11-11 Carlos E. Fiore , M. G. E. da Luz

We discuss multi-dimensional generalizations of multicanonical algorithm, simulated tempering, and replica-exchange method. We generalize the original potential energy function $E_0$ by adding any physical quantity $V$ of interest as a new…

统计力学 · 物理学 2008-10-08 Ayori Mitsutake , Yuko Okamoto

We perform a numerical approximation of coherent sets in finite-dimensional smooth dynamical systems by computing singular vectors of the transfer operator for a stochastically perturbed flow. This operator is obtained by solution of a…

动力系统 · 数学 2016-10-17 Andreas Denner , Oliver Junge , Daniel Matthes

In principle, the generalized master equation can be used to efficiently compute the macroscopic first passage time (FPT) distribution of a complex stochastic system from short-term microscopic simulation data. However, computing its…

计算物理 · 物理学 2007-05-23 David Shalloway

We present a general method to identify an arbitrary number of fluctuating quantities which satisfy a detailed fluctuation theorem for all times within the framework of time-inhomogeneous Markovian jump processes. In doing so we provide a…

统计力学 · 物理学 2018-10-11 Riccardo Rao , Massimiliano Esposito

A stochastic approach based on generalized Polynomial Chaos (gPC) is used to quantify the error in Large-Eddy Simulation (LES) of a spatially-evolving mixing layer flow and its sensitivity to different simulation parameters, viz. the grid…

流体动力学 · 物理学 2013-09-27 Marcello Meldi , Maria Vittoria Salvetti , Pierre Sagaut

We investigate the monitored quantum dynamics of Gaussian mixed states and derive the universal Fokker-Planck equations that govern the stochastic time evolution of entire density-matrix spectra, obtaining their exact solutions. From these…

统计力学 · 物理学 2025-04-24 Zhenyu Xiao , Tomi Ohtsuki , Kohei Kawabata

We develop a highly efficient method to numerically simulate thermal fluctuations and correlations in non-relativistic continuous bosonic one-dimensional systems. The method is suitable for arbitrary local interactions as long as the system…

量子气体 · 物理学 2020-04-21 Stefan Beck , Igor E. Mazets , Thomas Schweigler

We introduce a practical method for incorporating equality and inequality constraints in global optimization methods based on stochastic interacting particle systems, specifically consensus-based optimization (CBO) and ensemble Kalman…

最优化与控制 · 数学 2021-11-05 J. A. Carrillo , C. Totzeck , U. Vaes