## 82-XX STATISTICAL MECHANICS, STRUCTURE OF MATTER

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We study the formation of trails in populations of self-propelled agents that make oriented deposits of pheromones and also sense such deposits to which they then respond with gradual changes of their direction of motion. Based on extensive off-lattice computer simulations aiming at the scale of insects, e.g., ants, we identify a number of emerging stationary patterns and obtain qualitatively the non-equilibrium \add{state} diagram of the model, spanned by the strength of the agent--pheromone interaction and the number density of the population. In particular, we demonstrate the spontaneous formation of persistent, macroscopic trails, and highlight some behaviour that is consistent with a dynamic phase transition. This includes a characterisation of the mass of system-spanning trails as a potential order parameter. We also propose a dynamic model for a few macroscopic observables, including the sub-population size of trail-following agents, which captures the early phase of trail formation.

The topic of this thesis is the examination of an optimization model
which stems from the clustering process of non-reversible markov processes.
We introduce the cycle clustering problem und formulate it as a mixed
integer program (MIP).
We prove that this problem is N P-hard and discuss polytopal aspects
such as facets and dimension. The focus of this thesis is the development of
solving methods for this clustering problem. We develop problem specific
primal heuristics, as well as separation methods and an approximation
algorithm. These techniques are implemented in practice as an application
for the MIP solver SCIP.
Our computational experiments show that these solving methods result
in an average speedup of ×4 compared to generic solvers and that our
application is able to solve more instances to optimality within the given
time limit of one hour.

In this paper, we present a new, optimization-based method to exhibit cyclic behavior in non-reversible stochastic processes. While our method is general, it is strongly motivated by discrete simulations of ordinary differential equations representing non-reversible biological processes, in particular molecular simulations. Here, the discrete time steps of the simulation are often very small compared to the time scale of interest, i.e., of the whole process. In this setting, the detection of a global cyclic behavior of the process becomes difficult because transitions between individual states may appear almost reversible on the small time scale of the simulation. We address this difficulty using a mixed-integer programming model that allows us to compute a cycle of clusters with maximum net flow, i.e., large forward and small backward probability. For a synthetic genetic regulatory network consisting of a ring-oscillator with three genes, we show that this approach can detect the most productive overall cycle, outperforming classical spectral analysis methods. Our method applies to general non-equilibrium steady state systems such as catalytic reactions, for which the objective value computes the effectiveness of the catalyst.

In this article we present a new idea for approximating exit rates for diffusion processes living in a craggy landscape. We are especially interested in the exit rates of a process living in a metastable regions. Due to the fact that Monte Carlo simulations perform quite poor and are very computational expensive in this setting we create several similar situations with a smoothed potential. For this we introduce a new parameter $\lambda \in [0,1]$ ($\lambda = 1$ very smoothed potential, $\lambda=0$ original potential) into the potential which controls the influence the smoothing. We then sample the exit rate for different parameters $\lambda$ the exit rate from a given region. Due to the fact that $\lambda$ is connected to the exit rate we can use this dependency to approximate the real exit rate. The method can be seen as something between hyperdynamics and temperature accelerated MC.

Simulations of the critical Ising model by means of local update algorithms suffer from critical slowing down. One way to partially compensate for the influence of this phenomenon on the runtime of simulations is using increasingly faster and parallel computer hardware. Another approach is using algorithms that do not suffer
from critical slowing down, such as cluster algorithms. This paper reports on the Swendsen-Wang multi-cluster algorithm on Intel Xeon Phi coprocessor 5110P, Nvidia Tesla M2090 GPU, and x86
multi-core CPU. We present shared memory versions of the said algorithm for the simulation of the two- and three-dimensional Ising model. We use a combination of local cluster search and global label reduction by means of atomic hardware primitives. Further, we
describe an MPI version of the algorithm on Xeon Phi and CPU, respectively. Significant performance improvements over known im
plementations of the Swendsen-Wang algorithm are demonstrated.

This thesis reports on simulating spin models on Nvidia graphics cards using the CUDA programming model; a particular approach for making GPGPU (General Purpose Computation on Graphics Processing Units) available for a wide range of software developers not necessarily acquainted with (massively) parallel programming. By comparing program execution times for simulations of the Ising model and the Ising spin glass by means of the Metropolis algorithm on Nvidia Tesla C1060 graphics cards and an Intel Core i7-920 quad-core x86 CPU (we used OpenMP to make our simulations run on all 4 execution units of the CPU), we noticed that the Tesla C1060 performed about a factor 5-10 faster than the Core i7-920, depending on the particular model and the accuracy of the calculations (32-bit or 64-bit). We also investigated the reliability of GPGPU computations, especially with respect to the occurrence of soft-errors as suggested in [23]. We noticed faulty program outputs during long-time simulations of the Ising model on ''large'' lattices. We were able to link these problems to overheating of the corresponding graphics cards. Doing Monte Carlo simulations on parallel computer architectures, as was the case in this thesis, suggests to also generate random numbers in a parallel manner. We present implementations of the random number generators Ranlux and Mersenne Twister. In addition, we give an alternative and very efficient approach for producing parallel random numbers on Nvidia graphics cards. We successfully tested all random number generators used in this thesis for their quality by comparing Monte Carlo estimates against exact calculations.

This work aims to develop a new algorithm to calculate the free energy of water molecules by using a deterministic way.
For this purpose, we assume a closed system confined to a physical volume, having water molecules in gas phase.
To calculate the free energy of this sytem we utilized Mayer cluster expansion and the fluctuation free integration
method.