Related papers: Simplified Self-Consistent Theory of Colloid Dynam…
The collectivity in the simultaneous diffusion of many particles, i.e. the interdependence of stochastic forces affecting different particles in the same solution, is a largely overlooked phenomenon with no well-established theory.…
Active colloidal particles that are propelled by a self-diffusiophoretic mechanism are often described by Langevin equations that are either postulated on physical grounds or derived using the methods of fluctuating hydrodynamics. While…
We present a simple and intuitive approximation for solving perturbation theory (PT) of small cosmic fluctuations. We consider only the spherically symmetric or monopole contribution to the PT integrals, which yields the exact result for…
A family of collective variables is proposed to perform exact dynamical coarse-graining even in systems without time scale separation. More precisely, it is shown that these variables are not slow in general but they satisfy an overdamped…
A new computational method is presented for study suspensions of charged soft particles undergoing fluctuating hydrodynamic and electrostatic interactions. The proposed model is appropriate for polymers, proteins and porous particles…
Obtaining coarse-grained models that accurately incorporate finite-size effects is an important open challenge in the study of complex, multi-scale systems. We apply Langevin regression, a recently developed method for finding stochastic…
It is shown that the solution of generalized Langevin equation can be obtained on the basis of simple comparison of the time scale for the velocity autocorrelation function of a particle (atom, molecule) and of the time scale for the…
Stochastic reduced-order models are widely used to represent the effective dynamics of complex systems, but estimating their drift and diffusion coefficients from data remains challenging. Standard approaches often rely on short-time…
A new kinetic self-consistent method is presented based on the proposed Gaussian Superposition Principle for computation of ensemble averaged observables of a macromolecule interacting via two-body forces. The latter leads to the derivation…
The short-time and global behaviour are studied for an autonomous linear evolution equation, which is defined by a generator inducing a uniformly bounded holomorphic semigroup in a Hilbert space. A general necessary and sufficient condition…
Climate science employs a hierarchy of models, trading the tractability of simplified energy balance models (EBMs) against the detail of Global Circulation Models. Since the pioneering work of Hasselmann, stochastic EBMs have allowed…
We propose a stochastic modified equations (SME) for modeling the asynchronous stochastic gradient descent (ASGD) algorithms. The resulting SME of Langevin type extracts more information about the ASGD dynamics and elucidates the…
Stochastic gradient Langevin dynamics (SGLD) is a fundamental algorithm in stochastic optimization. Recent work by Zhang et al. [2017] presents an analysis for the hitting time of SGLD for the first and second order stationary points. The…
We consider Langevin dynamics associated with a modified kinetic energy vanishing for small momenta. This allows us to freeze slow particles, and hence avoid the re-computation of inter-particle forces, which leads to computational gains.…
The self-consistent Gaussian approximation (SCGA) for classical spin systems described by a completely anisotropic D-component vector model is proposed, which takes into account fluctuations of the molecular field and thus is a next step…
We present a detailed analysis for the Langevin dynamics of a spherical spin-glass model (the spherical Sherrington-Kirkpatrick model). All the spins in the system are coupled by pairs via a random interaction matrix taken from the Gaussian…
While the generalized Langevin equation (GLE) is a powerful tool to understand the behavior of complex dissipative systems, driving by external fields renders standard GLE construction workflows invalid. Filtering approaches that separate…
Serre-Green-Naghdi equations (SGN equations) is the most simple dispersive model of long water waves having "good" mathematical and physical properties. First, the model is a mathematically justified approximation of the exact water wave…
Spatially correlated noise (SCN), i.e. the thermal noise that affects neighbouring particles in a similar manner, is ubiquitous in soft matter systems. In this work, we apply the over-damped SCN-driven Langevin equations as an effective,…
The properties of a dilute granular gas in the homogeneous cooling state are mapped to those of a stationary state by means of a change in the time scale that does not involve any internal property of the system. The new representation is…