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In this work, we take a step towards understanding overdamped Langevin dynamics for the minimization of a general class of objective functions $\mathcal{L}$. We establish well-posedness and regularity of the law $\rho_t$ of the process…
We present a macroscopic theory of electroencephalogram (EEG) dynamics based on the laws of motion that govern atomic and molecular motion. The theory is an application of Zwanzig-Mori projection operators. The result is a simple equation…
We introduce a simplified model for wave turbulence theory -- the Wick NLS, of which the main feature is the absence of all self-interactions in the correlation expansions of its solutions. For this model, we derive several wave kinetic…
Optimal error estimates of stable and stabilized Lagrange-Galerkin (LG) schemes for natural convection problems are proved under a mild condition on time increment and mesh size. The schemes maintain the common advantages of the LG method,…
An improved method for driving a system into a desired distribution, for example, the Gibbs-Boltzmann distribution, is proposed, which makes use of an artificial relaxation process. The standard techniques for achieving the Gibbs-Boltzmann…
We study the convergence to equilibrium of an underdamped Langevin equation that is controlled by a linear feedback force. Specifically, we are interested in sampling the possibly multimodal invariant probability distribution of a Langevin…
This paper extends the second-order accurate BGK finite volume schemes for the ultra-relativistic flow simulations [5] to the 1D and 2D special relativistic hydrodynamics with the Synge equation of state. It is shown that such 2D schemes…
The object of the present paper is to find new sufficient conditions for the existence of unique strong solutions to a class of (time-inhomogeneous) stochastic differential equations with random, non-Lipschitzian coefficients. We give an…
In a series of previous works (arXiv:2104.11204, arXiv:2110.04565, arXiv:2301.07063), we gave a rigorous derivation of the homogeneous wave kinetic equation (WKE) up to small multiples of the kinetic timescale, which corresponds to short…
Recently there has been remarkable progress in the complex Langevin method, which aims at solving the complex action problem by complexifying the dynamical variables in the original path integral. In particular, a new technique called the…
We develop a formulation for molecular dynamics, Langevin, and hybrid Monte Carlo algorithms in the recently proposed generalized ensemble that is based on a physically motivated realisation of Tsallis weights. The effectiveness of the…
In this paper, we study the diffusive limit of solutions to the generalized Langevin equation (GLE) in a periodic potential. Under the assumption of quasi-Markovianity, we obtain sharp longtime equilibration estimates for the GLE using…
This work presents a systematic methodology for describing the transient dynamics of coarse-grained molecular systems inferred from all-atom simulated data. We suggest Langevin-type dynamics where the coarse-grained interaction potential…
We report the results of analytic and numerical investigations of the time scale of survival or non-zero-crossing probability $S(t)$ in equilibrium step fluctuations described by Langevin equations appropriate for attachment/detachment and…
Systems living in complex non equilibrated environments often exhibit subdiffusion characterized by a sublinear power-law scaling of the mean square displacement. One of the most common models to describe such subdiffusive dynamics is the…
Moment estimation for stochastic differential equations (SDEs) is fundamental to the formal reasoning and verification of stochastic dynamical systems, yet remains challenging and is rarely available in closed form. In this paper, we study…
This study explores the potential of modern implicit solvers for stochastic partial differential equations in the simulation of real-time complex Langevin dynamics. Not only do these methods offer asymptotic stability, rendering the issue…
As an example of the nonlinear Fokker-Planck equation, the mean field Langevin dynamics recently attracts attention due to its connection to (noisy) gradient descent on infinitely wide neural networks in the mean field regime, and hence the…
We provide a first-principles derivation of the Langevin equation with shear flow and its corresponding fluctuation-dissipation theorems. Shear flow of simple fluids has been widely investigated by numerical simulations. Most studies…
We present a unified framework to analyze the global convergence of Langevin dynamics based algorithms for nonconvex finite-sum optimization with $n$ component functions. At the core of our analysis is a direct analysis of the ergodicity of…