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Related papers: Accurate sampling using Langevin dynamics

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We propose an extension of umbrella sampling in which the pertinent range of states is subdivided in windows that are sampled consecutively and linked together. Extrapolating results from one window we estimate a weight function for the…

Statistical Mechanics · Physics 2007-05-23 P. Virnau , M. Mueller

Recently the complex Langevin method (CLM) has been attracting attention as a solution to the sign problem, which occurs in Monte Carlo calculations when the effective Boltzmann weight is not real positive. An undesirable feature of the…

High Energy Physics - Lattice · Physics 2018-06-13 Keitaro Nagata , Jun Nishimura , Shinji Shimasaki

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…

Statistical Mechanics · Physics 2015-06-19 Jianfeng Lu , Eric Vanden-Eijnden

We introduce Adjoint Sampling, a highly scalable and efficient algorithm for learning diffusion processes that sample from unnormalized densities, or energy functions. It is the first on-policy approach that allows significantly more…

We present a new method for isothermal rigid body simulations using the quaternion representation and Langevin dynamics. It can be combined with the traditional Langevin or gradient (Brownian) dynamics for the translational degrees of…

Computational Physics · Physics 2013-11-26 Ruslan L. Davidchack , Richard Handel , M. V. Tretyakov

We propose a novel discrete Poisson equation approach to estimate the statistical error of a broad class of numerical integrators for the underdamped Langevin dynamics. The statistical error refers to the mean square error of the estimator…

Numerical Analysis · Mathematics 2024-05-14 Xuda Ye , Zhennan Zhou

In this note, we present an efficient algorithm to sample directly the self-energy in the framework of the Connected Determinant technique. The introduction of the formalism of many-variable formal power series is essential to the proof,…

Strongly Correlated Electrons · Physics 2018-02-14 Riccardo Rossi

We determine the solution of the fractional spatial diffusion equation in n-dimensional Euclidean space for a "free" particle by computing the corresponding propagator. We employ both the Hamiltonian and Lagrangian approaches which produce…

Quantum Physics · Physics 2007-05-23 Agapitos Hatzinikitas

The efficiency of a Markov sampler based on the underdamped Langevin diffusion is studied for high dimensional targets with convex and smooth potentials. We consider a classical second-order integrator which requires only one gradient…

Probability · Mathematics 2021-06-21 Pierre Monmarché

We propose a novel approach based on a Langevin equation for fluctuating motion of the center of mass of granular media fluidized by energy injection from a bottom plate. In this framework, the analytical solution of the Langevin equation…

Statistical Mechanics · Physics 2015-05-18 Jun'ichi Wakou , Masaharu Isobe

We calculate the effective electromagnetic Lagrangian up to the lowest-order corrections in the derivatives for two fermionic systems of interest in condensed matter physics in the linearized approximation of the tight-binding Hamiltonian…

High Energy Physics - Theory · Physics 2025-04-01 R. Martínez von Dossow , Luis F. Urrutia

Langevin simulation provides an effective way to study collisional effects in beams by reducing the six-dimensional Fokker-Planck equation to a group of stochastic ordinary differential equations. These resulting equations usually have…

Accelerator Physics · Physics 2007-05-23 Ji Qiang , Salman Habib

In this work we focus on fluctuations of time-integrated observables for a particle diffusing in a one-dimensional periodic potential in the weak-noise asymptotics. Our interest goes to rare trajectories presenting an atypical value of the…

Statistical Mechanics · Physics 2019-03-05 Nicolás Tizón-Escamilla , Vivien Lecomte , Eric Bertin

In this paper we present a formulation of the nonlinear stochastic differential equation which allows for systematic approximations. The method is not restricted to the asymptotic, i.e., stationary, regime but can be applied to derive…

chao-dyn · Physics 2009-10-22 A. Crisanti , U. Marini Bettolo Marconi

A second-order accurate in time, positivity-preserving, and unconditionally energy stable operator splitting numerical scheme is proposed and analyzed for the system of reaction-diffusion equations with detailed balance. The scheme is…

Numerical Analysis · Mathematics 2021-09-08 Chun Liu , Cheng Wang , Yiwei Wang

Particle distribution functions evolving under the Lorentz operator can be simulated with the Langevin equation for pitch angle scattering. This approach is frequently used in particle based Monte-Carlo simulations of plasma collisions,…

Computational Physics · Physics 2020-11-23 Xin Zhang , Yichen Fu , Hong Qin

We consider numerical methods for thermodynamic sampling, i.e. computing sequences of points distributed according to the Gibbs-Boltzmann distribution, using Langevin dynamics and overdamped Langevin dynamics (Brownian dynamics). A wide…

Statistical Mechanics · Physics 2015-01-13 Benedict Leimkuhler , Charles Matthews , Gabriel Stoltz

Use energy-based model for bridge-type innovation. The loss function is explained by the game theory, the logic is clear and the formula is simple and clear. Thus avoid the use of maximum likelihood estimation to explain the loss function…

Machine Learning · Computer Science 2024-02-01 Hongjun Zhang

For the first time, the energy diffusion approximation is confronted at the percent level with the exact numerical modeling of thermal decay of a metastable state. The latter is performed using the quasistationary decay rates resulting from…

Nuclear Theory · Physics 2019-08-13 Igor I. Gontchar , Maria V. Chushnyakova

We introduce a new class of Fokker-Planck equations associated with an effective generalized thermodynamical framework. These equations describe a gas of Langevin particles in interaction. The free energy can take various forms which can…

Statistical Mechanics · Physics 2009-11-11 Pierre-Henri Chavanis
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