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We present a new method of conducting molecular dynamics simulation in isothermal-isobaric ensemble based on Langevin equations of motion. The stochastic coupling to all particle and cell degrees of freedoms is introduced in a correct way,…

Statistical Mechanics · Physics 2016-04-28 Xingyu Gao , Jun Fang , Han Wang

Phase fitting has been extensively used during the last years to improve the behaviour of numerical integrators on oscillatory problems. In this work, the benefits of the phase fitting technique are embedded in discrete Lagrangian…

Mathematical Physics · Physics 2015-05-13 O. T. Kosmas , D. S. Vlachos

It is shown that physical signals and space-time intervals modeled on split-octonion geometry naturally exhibit properties from conventional (3+1)-theory (e.g. number of dimensions, existence of maximal velocities, Heisenberg uncertainty,…

Mathematical Physics · Physics 2015-10-20 Merab Gogberashvili , Otari Sakhelashvili

The problem of 3-dimensional, convex rigid-body collision over a plane is fully investigated; this includes bodies with sharp corners that is resolved without the need for nonsmooth convex analysis of tangent and normal cones. In…

Numerical Analysis · Mathematics 2024-03-19 Khoa Tran , Melvin Leok

We use the stochastic quantization method to study systems with complex valued path integral weights. We assume a Langevin equation with a memory kernel and Einstein's relations with colored noise. The equilibrium solution of this…

High Energy Physics - Theory · Physics 2008-11-26 G. Menezes , N. F. Svaiter

In statistical physics, the Nakajima-Mori-Zwanzig projection operator formalism is used to derive an integro-differential equation for observables in a Hilbert space, the generalized Langevin equation (GLE). This technique relies on the…

Mathematical Physics · Physics 2026-04-27 Christoph Widder , Johannes Zimmer , Tanja Schilling

Stochastic differential equations of Langevin-diffusion form have received significant attention, thanks to their foundational role in both Bayesian sampling algorithms and optimization in machine learning. In the latter, they serve as a…

Optimization and Control · Mathematics 2024-05-14 Fabio V. Difonzo , Vyacheslav Kungurtsev , Jakub Marecek

This article is concerned with sampling from Gibbs distributions $\pi(x)\propto e^{-U(x)}$ using Markov chain Monte Carlo methods. In particular, we investigate Langevin dynamics in the continuous- and the discrete-time setting for such…

Numerical Analysis · Mathematics 2026-05-25 Lorenz Fruehwirth , Andreas Habring

We discuss systematic extensions of the standard (St{\"o}rmer-Verlet) splitting method for differential equations of Hamiltonian mechanics, with relative accuracy of order $\tau^2$ for a timestep of length $\tau$, to higher orders in…

Numerical Analysis · Mathematics 2013-10-09 Asif Mushtaq , Anne Kværnø , Kåre Olaussen

We study in this paper a weak approximation to stochastic variance reduced gradient Langevin dynamics by stochastic delay differential equations in Wasserstein-1 distance, and obtain a uniform error bound. Our approach is via a refined…

Probability · Mathematics 2021-12-21 Peng Chen , Jianya Lu , Lihu Xu

Symplectic integration algorithms have become popular in recent years in long-term orbital integrations because these algorithms enforce certain conservation laws that are intrinsic to Hamiltonian systems. For problems with large variations…

Astrophysics · Physics 2007-05-23 Man Hoi Lee , Martin J. Duncan , Harold F. Levison

A linear open quantum system consisting of a harmonic oscillator linearly coupled to an infinite set of independent harmonic oscillators is considered; these oscillators have a general spectral density function and are initially in a…

Quantum Physics · Physics 2009-11-06 Esteban Calzetta , Albert Roura , Enric Verdaguer

We present a novel method for drawing samples from Gibbs distributions with densities of the form $\pi(x) \propto \exp(-U(x))$. The method accelerates the unadjusted Langevin algorithm by introducing an inertia term similar to Polyak's…

Numerical Analysis · Mathematics 2025-10-09 Alexander Falk , Andreas Habring , Christoph Griesbacher , Thomas Pock

A new method called "variational sampling" is proposed to estimate integrals under probability distributions that can be evaluated up to a normalizing constant. The key idea is to fit the target distribution with an exponential family model…

Computation · Statistics 2013-10-15 Alexis Roche

Many complex systems, ranging from migrating cells to animal groups, exhibit stochastic dynamics described by the underdamped Langevin equation. Inferring such an equation of motion from experimental data can provide profound insight into…

Biological Physics · Physics 2026-04-17 David B. Brückner , Pierre Ronceray , Chase P. Broedersz

In this paper, we study two kinds of structure-preserving splitting methods, including the Lie--Trotter type splitting method and the finite difference type method, for the stochasticlogarithmic Schr\"odinger equation (SlogS equation) via a…

Numerical Analysis · Mathematics 2021-11-10 Jianbo Cui , Jialin Hong , Liying Sun

The Stochastic Liouville-von Neumann equation provides an exact numerical simulation strategy for quantum systems interacting with Gaussian reservoirs [J.T. Stockburger & H. Grabert, PRL 88, 170407 (2002)]. Its scaling with the extension of…

Statistical Mechanics · Physics 2019-09-04 Konstantin Schmitz , Jürgen T. Stockburger

This letter presents an accurate and robust Lidar Inertial Odometry framework. We fuse LiDAR scans with IMU data using a tightly-coupled iterative error state Kalman filter for robust and fast localization. To achieve robust correspondence…

Robotics · Computer Science 2024-05-08 Xingyu Ji , Shenghai Yuan , Pengyu Yin , Lihua Xie

Adaptive Langevin dynamics is a method for sampling the Boltzmann-Gibbs distribution at prescribed temperature in cases where the potential gradient is subject to stochastic perturbation of unknown magnitude. The method replaces the…

Probability · Mathematics 2023-11-14 Benedict Leimkuhler , Matthias Sachs , Gabriel Stoltz

For trigonometric and modified trigonometric integrators applied to oscillatory Hamiltonian differential equations with one or several constant high frequencies, near-conservation of the total and oscillatory energies are shown over time…

Numerical Analysis · Mathematics 2014-08-27 David Cohen , Ludwig Gauckler , Ernst Hairer , Christian Lubich