@misc{AgarwalWangSchuetteetal.2014, author = {Agarwal, Animesh and Wang, Han and Sch{\"u}tte, Christof and Delle Site, Luigi}, title = {Chemical potential of liquids and mixtures via Adaptive Resolution Simulation}, issn = {1438-0064}, doi = {10.1063/1.4886807}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-50972}, year = {2014}, abstract = {We employ the adaptive resolution approach AdResS, in its recently developed Grand Canonicallike version (GC-AdResS) [Wang et al. Phys.Rev.X 3, 011018 (2013)], to calculate the excess chemical potential, \$μ^{ex}\$, of various liquids and mixtures. We compare our results with those obtained from full atomistic simulations using the technique of thermodynamic integration and show a satisfactory agreement. In GC-AdResS the procedure to calculate \$μ^{ex}\$ corresponds to the process of standard initial equilibration of the system; this implies that, independently of the specific aim of the study, \$μ^{ex}\$, for each molecular species, is automatically calculated every time a GC-AdResS simulation is performed.}, language = {en} } @misc{ZhangWangHartmannetal.2014, author = {Zhang, Wei and Wang, Han and Hartmann, Carsten and Weber, Marcus and Sch{\"u}tte, Christof}, title = {Applications of the cross-entropy method to importance sampling and optimal control of diffusions}, issn = {1438-0064}, doi = {10.1137/14096493X}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-49720}, year = {2014}, abstract = {We study the cross-entropy method for diffusions. One of the results is a versatile cross-entropy algorithm that can be used to design efficient importance sampling strategies for rare events or to solve optimal control problems. The approach is based on the minimization of a suitable cross-entropy functional, with a parametric family of exponentially tilted probability distributions. We illustrate the new algorithm with several numerical examples and discuss algorithmic issues and possible extensions of the method.}, language = {en} }