Simulations Of Many-particle Systems Research Articles

Sampling rare events across dynamical phase transitions.

Interacting particle systems with many degrees of freedom may undergo phase transitions to sustain atypical fluctuations of dynamical observables such as the current or the activity. In some cases, this leads to symmetry-broken space-time trajectories which enhance the probability of such events due to the emergence of ordered structures. Despite their conceptual and practical importance, these dynamical phase transitions (DPTs) at the trajectory level are difficult to characterize due to the low probability of their occurrence. However, during the last decade, advanced computational techniques have been developed to measure rare events in simulations of many-particle systems that allow the direct observation and characterization of these DPTs. Here we review the application of a particular rare-event simulation technique, based on cloning Monte Carlo methods, to characterize DPTs in paradigmatic stochastic lattice gases. In particular, we describe in detail some tricks and tips of the trade, paying special attention to the measurement of order parameters capturing the physics of the different DPTs, as well as to the finite-size effects (both in the system size and in the number of clones) that affect the measurements. Overall, we provide a consistent picture of the phenomenology associated with DPTs and their measurement.

Numerical Model Construction with Closed Observables

Performing analysis, optimization and control using simulations of many-particle systems is computationally demanding when no macroscopic model for the dynamics of the variables of interest is available. In case observations on the macroscopic scale can only be produced via legacy simulator code or live experiments, finding a model for these macroscopic variables is challenging. In this paper, we employ time-lagged embedding theory to construct macroscopic numerical models from output data of a black box, such as a simulator or live experiments. Since the state space variables of the constructed, coarse model are dynamically closed and observable by an observation function, we call these variables closed observables. The approach is an online-offline procedure, as model construction from observation data is performed offline and the new model can then be used in an online phase, independent of the original. We illustrate the theoretical findings with numerical models constructed from time series of a two-dimensional ordinary differential equation system, and from the density evolution of a transport-diffusion system. Applicability is demonstrated in a real-world example, where passengers leave a train and the macroscopic model for the density flow onto the platform is constructed with our approach. If only the macroscopic variables are of interest, simulation runtimes with the numerical model are three orders of magnitude lower compared to simulations with the original fine scale model. We conclude with a brief discussion of possibilities of numerical model construction in systematic upscaling, network optimization and uncertainty quantification.