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Related papers: Accurate sampling using Langevin dynamics

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Sampling from probability distributions of the form $\sigma \propto e^{-\beta V}$, where $V$ is a continuous potential, is a fundamental task across physics, chemistry, biology, computer science, and statistics. However, when $V$ is…

Quantum Physics · Physics 2026-02-24 Jiaqi Leng , Zhiyan Ding , Zherui Chen , Lin Lin

The rare-event sampling problem has long been the central limiting factor in molecular dynamics (MD), especially in biomolecular simulation. Recently, diffusion models such as BioEmu have emerged as powerful equilibrium samplers that…

In this paper we study the problem of computing the effective diffusivity for a particle moving in chaotic and stochastic flows. In addition we numerically investigate the residual diffusion phenomenon in chaotic advection. The residual…

Numerical Analysis · Mathematics 2017-11-28 Zhongjian Wang , Jack Xin , Zhiwen Zhang

The propagator of the discrete Schr\"odinger equation is computed and its properties are revealed through a Feynman path summation in discrete space. Initial data problems such as diffraction in discrete space and continuous time are…

Quantum Physics · Physics 2012-11-01 Emerson Sadurní

In this paper, we study the problem of computing the effective diffusivity for particles moving in chaotic flows. Instead of solving a convection-diffusion type cell problem in the Eulerian formulation (arising from homogenization theory…

Numerical Analysis · Mathematics 2020-12-17 Zhongjian Wang , Jack Xin , Zhiwen Zhang

Line intensity mapping (LIM) is an emerging observational method to study the large-scale structure of the Universe and its evolution. LIM does not resolve individual sources but probes the fluctuations of integrated line emissions. A…

Astrophysics of Galaxies · Physics 2020-06-03 Kana Moriwaki , Nina Filippova , Masato Shirasaki , Naoki Yoshida

Direct sampling of multi-dimensional systems with quantum Monte Carlo methods allows exact account of many-body effects or particle correlations. The most straightforward approach to solve the Schr\"odinger equation, Diffusion Monte Carlo,…

Quantum Physics · Physics 2017-09-07 Ilkka Ruokosenmäki , Tapio T. Rantala

Since Kramers' pioneering work in 1940, significant efforts have been devoted to studying Langevin equations applied to physical and chemical reactions projected onto few collective variables, with particular focus on the inference of their…

Statistical Mechanics · Physics 2025-07-16 David Daniel Girardier , Hadrien Vroylandt , Sara Bonella , Fabio Pietrucci

We consider a Langevin process with white noise random forcing. We suppose that the energy of the particle is instantaneously absorbed when it hits some fixed obstacle. We show that nonetheless, the particle can be instantaneously…

Probability · Mathematics 2007-05-23 Jean Bertoin

We discuss a relativistic diffusion in the proper time in an approach of Schay and Dudley. We derive (Langevin) stochastic differential equations in various coordinates.We show that in some coordinates the stochastic differential equations…

High Energy Physics - Theory · Physics 2009-11-13 Z. Haba

Recently it has been questioned, notably in the context of the scalar singlet dark matter model with $m_\varphi^{ }\simeq 60$ GeV, how efficiently kinetic equilibrium is maintained if freeze-out dynamics is pushed down to low temperatures…

High Energy Physics - Phenomenology · Physics 2023-05-08 Seyong Kim , M. Laine

In this paper we study the diffusion approximation of a swarming model given by a system of interacting Langevin equations with nonlinear friction. The diffusion approximation requires the calculation of the drift and diffusion coefficients…

Numerical Analysis · Mathematics 2015-05-08 V. Bonnaillie-Noël , J. A. Carrillo , T. Goudon , G. A. Pavliotis

This paper investigates the use of stratified sampling as a variance reduction technique for approximating integrals over large dimensional spaces. The accuracy of this method critically depends on the choice of the space partition, the…

Probability · Mathematics 2009-09-15 Pierre Etoré , Gersende Fort , Benjamin Jourdain , Eric Moulines

We consider the second-order in time Strang-splitting approximation for vector-valued and matrix-valued Allen-Cahn equations. Both the linear propagator and the nonlinear propagator are computed explicitly. For the vector-valued case, we…

Numerical Analysis · Mathematics 2022-03-02 Dong Li , Chaoyu Quan , Jiao Xu

By utilizing a soft-hard factorized model, which combines a thermal perturbative description of soft scatterings and a perturbative QCD-based calculation for hard collisions, we study the energy and temperature dependence of the heavy quark…

High Energy Physics - Phenomenology · Physics 2021-06-24 Shuang Li , Fei Sun , Wei Xie , Wei Xiong

A theory for chemical reaction dynamics in condensed phase systems based on the generalized Langevin formalism of Grote and Hynes is presented. A microscopic approach to calculate the dynamic friction is developed within the framework of a…

Statistical Mechanics · Physics 2009-11-10 Nurit Shental , Eran Rabani

We study Langevin dynamics with a kinetic energy different from the standard, quadratic one in order to accelerate the sampling of Boltzmann-Gibbs distributions. In particular, this kinetic energy can be non-globally Lipschitz, which raises…

Statistical Mechanics · Physics 2018-05-15 Gabriel Stoltz , Zofia Trstanova

We consider the problem of learning the underlying graph of an unknown Ising model on p spins from a collection of i.i.d. samples generated from the model. We suggest a new estimator that is computationally efficient and requires a number…

Machine Learning · Computer Science 2017-04-17 Marc Vuffray , Sidhant Misra , Andrey Y. Lokhov , Michael Chertkov

We study several problems related to the construction and the use of effective Lagrangians by considering an extension of the standard model that includes a heavy scalar singlet coupled to the leptonic doublet. Starting from the full…

High Energy Physics - Phenomenology · Physics 2009-10-22 Mikhail Bilenky , Arcadi Santamaria

A newly developed method for systematically improving the convergence of path integrals for transition amplitudes, introduced in Phys. Rev. Lett. 94 (2005) 180403, Phys. Rev. B 72 (2005) 064302, Phys. Lett. A 344 (2005) 84, and expectation…

Statistical Mechanics · Physics 2011-08-08 Danica Stojiljkovic , Aleksandar Bogojevic , Antun Balaz
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