Note: When clicking on a Digital Object Identifier (DOI) number, you will be taken to an external site maintained by the publisher.
Some full text articles may not yet be available without a charge during the embargo (administrative interval).
What is a DOI Number?
Some links on this page may take you to non-federal websites. Their policies may differ from this site.
-
We propose an approach to directly estimate the moments or marginals for a high-dimensional equilibrium distribution in statistical mechanics by solving the high-dimensional Fokker–Planck equation in terms of low-order cluster moments or marginals. With this approach, we bypass the exponential complexity of estimating the full high-dimensional distribution and directly solve the simplified partial differential equations for low-order moments/marginals. Moreover, the proposed moment/marginal relaxation is fully convex and can be solved via off-the-shelf solvers. We further propose a time-dependent version of the convex programs to study non-equilibrium dynamics. In a specific setting, we show the proposed method can recover a mean-field-type equilibrium density. Numerical results are provided to demonstrate the performance of the proposed algorithm for high-dimensional systems.more » « less
An official website of the United States government

Full Text Available