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Stochastic Process Rare Event Sampling
Stochastic-process rare event sampling (SPRES) is a rare-event sampling method in computer simulation, designed specifically for non-equilibrium calculations, including those for which the rare-event rates are time-dependent (non-stationary process). To treat systems in which there is time dependence in the dynamics, due either to variation of an external parameter or to evolution of the system itself, the scheme for branching paths must be devised so as to achieve sampling which is distributed evenly in time and which takes account of changing fluxes through different regions of the phase space. Algorithm summary The SPRES algorithm branches simulation paths at fixed time intervals. The process of branching requires that identical paths can be made to diverge from each other, such as by changing the seed in the computer's random number generator. For systems which would be naturally considered as deterministic, it may be possible to inject an element of randomness, for instance ...
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Computer Simulation
Computer simulation is the running of a mathematical model on a computer, the model being designed to represent the behaviour of, or the outcome of, a real-world or physical system. The reliability of some mathematical models can be determined by comparing their results to the real-world outcomes they aim to predict. Computer simulations have become a useful tool for the mathematical modeling of many natural systems in physics (computational physics), astrophysics, climatology, chemistry, biology and manufacturing, as well as human systems in economics, psychology, social science, health care and engineering. Simulation of a system is represented as the running of the system's model. It can be used to explore and gain new insights into new technology and to estimate the performance of systems too complex for analytical solutions. Computer simulations are realized by running computer programs that can be either small, running almost instantly on small devices, or large-scale ...
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Non-equilibrium
Non-equilibrium may refer to: * generally the absence of an equilibrium * Non-equilibrium economics * Non-equilibrium statistical mechanics * Non-equilibrium thermodynamics {{disambiguation ...
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Non-stationary
In mathematics and statistics, a stationary process (also called a strict/strictly stationary process or strong/strongly stationary process) is a stochastic process whose statistical properties, such as mean and variance, do not change over time. More formally, the joint probability distribution of the process remains the same when shifted in time. This implies that the process is statistically consistent across different time periods. Because many statistical procedures in time series analysis assume stationarity, non-stationary data are frequently transformed to achieve stationarity before analysis. A common cause of non-stationarity is a trend in the mean, which can be due to either a unit root or a deterministic trend. In the case of a unit root, stochastic shocks have permanent effects, and the process is not mean-reverting. With a deterministic trend, the process is called trend-stationary, and shocks have only transitory effects, with the variable tending towards a determin ...
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Parameter
A parameter (), generally, is any characteristic that can help in defining or classifying a particular system (meaning an event, project, object, situation, etc.). That is, a parameter is an element of a system that is useful, or critical, when identifying the system, or when evaluating its performance, status, condition, etc. ''Parameter'' has more specific meanings within various disciplines, including mathematics, computer programming, engineering, statistics, logic, linguistics, and electronic musical composition. In addition to its technical uses, there are also extended uses, especially in non-scientific contexts, where it is used to mean defining characteristics or boundaries, as in the phrases 'test parameters' or 'game play parameters'. Modelization When a system theory, system is modeled by equations, the values that describe the system are called ''parameters''. For example, in mechanics, the masses, the dimensions and shapes (for solid bodies), the densities and t ...
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Evolution
Evolution is the change in the heritable Phenotypic trait, characteristics of biological populations over successive generations. It occurs when evolutionary processes such as natural selection and genetic drift act on genetic variation, resulting in certain characteristics becoming more or less common within a population over successive generations. The process of evolution has given rise to biodiversity at every level of biological organisation. The scientific theory of evolution by natural selection was conceived independently by two British naturalists, Charles Darwin and Alfred Russel Wallace, in the mid-19th century as an explanation for why organisms are adapted to their physical and biological environments. The theory was first set out in detail in Darwin's book ''On the Origin of Species''. Evolution by natural selection is established by observable facts about living organisms: (1) more offspring are often produced than can possibly survive; (2) phenotypic variatio ...
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Flux
Flux describes any effect that appears to pass or travel (whether it actually moves or not) through a surface or substance. Flux is a concept in applied mathematics and vector calculus which has many applications in physics. For transport phenomena, flux is a vector quantity, describing the magnitude and direction of the flow of a substance or property. In vector calculus flux is a scalar quantity, defined as the surface integral of the perpendicular component of a vector field over a surface. Terminology The word ''flux'' comes from Latin: ''fluxus'' means "flow", and ''fluere'' is "to flow". As '' fluxion'', this term was introduced into differential calculus by Isaac Newton. The concept of heat flux was a key contribution of Joseph Fourier, in the analysis of heat transfer phenomena. His seminal treatise ''Théorie analytique de la chaleur'' (''The Analytical Theory of Heat''), defines ''fluxion'' as a central quantity and proceeds to derive the now well-known expre ...
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Phase Space
The phase space of a physical system is the set of all possible physical states of the system when described by a given parameterization. Each possible state corresponds uniquely to a point in the phase space. For mechanical systems, the phase space usually consists of all possible values of the position and momentum parameters. It is the direct product of direct space and reciprocal space. The concept of phase space was developed in the late 19th century by Ludwig Boltzmann, Henri Poincaré, and Josiah Willard Gibbs. Principles In a phase space, every degree of freedom or parameter of the system is represented as an axis of a multidimensional space; a one-dimensional system is called a phase line, while a two-dimensional system is called a phase plane. For every possible state of the system or allowed combination of values of the system's parameters, a point is included in the multidimensional space. The system's evolving state over time traces a path (a phase-spac ...
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Algorithm
In mathematics and computer science, an algorithm () is a finite sequence of Rigour#Mathematics, mathematically rigorous instructions, typically used to solve a class of specific Computational problem, problems or to perform a computation. Algorithms are used as specifications for performing calculations and data processing. More advanced algorithms can use Conditional (computer programming), conditionals to divert the code execution through various routes (referred to as automated decision-making) and deduce valid inferences (referred to as automated reasoning). In contrast, a Heuristic (computer science), heuristic is an approach to solving problems without well-defined correct or optimal results.David A. Grossman, Ophir Frieder, ''Information Retrieval: Algorithms and Heuristics'', 2nd edition, 2004, For example, although social media recommender systems are commonly called "algorithms", they actually rely on heuristics as there is no truly "correct" recommendation. As an e ...
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Random Number Generator
Random number generation is a process by which, often by means of a random number generator (RNG), a sequence of numbers or symbols is generated that cannot be reasonably predicted better than by random chance. This means that the particular outcome sequence will contain some patterns detectable in hindsight but impossible to foresee. True random number generators can be '' hardware random-number generators'' (HRNGs), wherein each generation is a function of the current value of a physical environment's attribute that is constantly changing in a manner that is practically impossible to model. This would be in contrast to so-called "random number generations" done by ''pseudorandom number generators'' (PRNGs), which generate numbers that only look random but are in fact predetermined—these generations can be reproduced simply by knowing the state of the PRNG. Various applications of randomness have led to the development of different methods for generating random data. Some of ...
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Deterministic
Determinism is the metaphysical view that all events within the universe (or multiverse) can occur only in one possible way. Deterministic theories throughout the history of philosophy have developed from diverse and sometimes overlapping motives and considerations. Like eternalism, determinism focuses on particular events rather than the future as a concept. Determinism is often contrasted with free will, although some philosophers claim that the two are compatible. A more extreme antonym of determinism is indeterminism, or the view that events are not deterministically caused but rather occur due to random chance. Historically, debates about determinism have involved many philosophical positions and given rise to multiple varieties or interpretations of determinism. One topic of debate concerns the scope of determined systems. Some philosophers have maintained that the entire universe is a single determinate system, while others identify more limited determinate systems. ...
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Heat Bath
In thermodynamics, heat is energy in transfer between a thermodynamic system and its surroundings by such mechanisms as thermal conduction, radiation, electromagnetic radiation, and friction, which are microscopic in nature, involving sub-atomic, atomic, or molecular particles, or small surface irregularities, as distinct from the macroscopic modes of energy transfer, which are Work (thermodynamics), thermodynamic work and transfer of matter. For a closed system (transfer of matter excluded), the heat involved in a process is the difference in internal energy between the final and initial states of a system, after subtracting the work done in the process. For a closed system, this is the formulation of the first law of thermodynamics. Calorimetry is measurement of quantity of energy transferred as heat by its effect on the states of interacting bodies, for example, by the amount of ice melted or by change in temperature of a body. In the International System of Units (SI), t ...
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