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Related papers: Accurate sampling using Langevin dynamics

200 papers

A common problem that affects simulations of complex systems within the computational physics and chemistry communities is the so-called sampling problem or rare event problem where proper sampling of energy landscapes is impeded by the…

Computational Physics · Physics 2023-03-06 Benjamin Pampel , Simon Holbach , Lisa Hartung , Omar Valsson

We derive and analyze numerical methods for underdamped (kinetic) Langevin dynamics in a domain with elastic reflection at the boundary. First-order approximations are based on an Euler-type scheme incorporating collision-handling at the…

Numerical Analysis · Mathematics 2025-12-10 B. Leimkuhler , A. Sharma , M. V. Tretyakov

In mathematics or theoretical physics one is often interested in obtaining an exact analytic description of some data which can be produced, in principle, to arbitrary accuracy. For example, one might like to know the exact analytical form…

High Energy Physics - Theory · Physics 2025-07-25 Oscar Barrera , Aurélien Dersy , Rabia Husain , Matthew D. Schwartz , Xiaoyuan Zhang

We address the problem of constructing accurate mathematical models of the dynamics of molecular systems projected on a collective variable. To this aim we introduce an algorithm optimizing the parameters of a standard or generalized…

Statistical Mechanics · Physics 2018-10-02 Andrea Pérez-Villa , Fabio Pietrucci

We study the temperature control problem for Langevin diffusions in the context of non-convex optimization. The classical optimal control of such a problem is of the bang-bang type, which is overly sensitive to errors. A remedy is to allow…

Optimization and Control · Mathematics 2021-12-20 Xuefeng Gao , Zuo Quan Xu , Xun Yu Zhou

Approximate analytical solutions of the modified Langevin equation are obtained. These solutions are relatively simple and enough accurate. They are illustrated by considering a mean-field model of a system with interacting…

Statistical Mechanics · Physics 2019-10-21 Yury A. Koksharov

A model recently proposed for the calculation of air-fluorescence yield excited by electrons is revisited. Improved energy distributions of secondary electrons and a more realistic Monte Carlo simulation including some additional processes…

Astrophysics · Physics 2008-12-18 F. Arqueros , F. Blanco , J. Rosado

In this review we present the current state-of-the-art on complex Langevin simulations and their implications for the QCD phase diagram. After a short summary of the complex Langevin method, we present and discuss recent developments. Here…

High Energy Physics - Lattice · Physics 2020-10-28 Felipe Attanasio , Benjamin Jäger , Felix P. G. Ziegler

Most implementations of sampling algorithms for continuous distributions use floating-point numbers, which introduce round-off errors and approximations. These errors can be difficult to analyze, and can cause security issues when used in…

Logic in Computer Science · Computer Science 2026-05-18 Markus de Medeiros , Puming Liu , Kwing Hei Li , Alejandro Aguirre , Lars Birkedal , Joseph Tassarotti

This work is dedicated to a novel sampling method for accurately reconstructing elastic and electromagnetic sources from the far field patterns. We show that the proposed indicators in the form of integrals with full far field patterns are…

Numerical Analysis · Mathematics 2025-03-11 Xiaodong Liu , Qingxiang Shi

In this article we propose a novel method for sampling from Gibbs distributions of the form $\pi(x)\propto\exp(-U(x))$ with a potential $U(x)$. In particular, inspired by diffusion models we propose to consider a sequence $(\pi^{t_k})_k$ of…

Optimization and Control · Mathematics 2025-04-04 Andreas Habring , Alexander Falk , Thomas Pock

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

Sampling from discrete distributions is a ubiquitous task in machine learning, recently revisited by the emergence of discrete diffusion models. While Langevin algorithms constitute the state of the art for continuous spaces, discrete…

Statistics Theory · Mathematics 2026-02-18 Armand Gissler , Saeed Saremi , Francis Bach

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…

Statistical Mechanics · Physics 2015-06-18 Masayuki Ohzeki , Akihisa Ichiki

This paper is the second in a series devoted to the study of Langevin systems subjected to a continuous time-delayed feedback control. The goal of our previous paper [Phys. Rev. E 91, 042114 (2015)] was to derive second-law-like…

Statistical Mechanics · Physics 2017-03-01 M. L. Rosinberg , G. Tarjus , T. Munakata

Explicit, momentum-based dynamics for optimizing functions defined on Lie groups was recently constructed, based on techniques such as variational optimization and left trivialization. We appropriately add tractable noise to the…

Statistics Theory · Mathematics 2024-06-19 Lingkai Kong , Molei Tao

Starting from Feynman's Lagrangian description of quantum mechanics, we propose a method to construct explicitly the propagator for the Wigner distribution function of a single system. For general quadratic Lagrangians, only the classical…

Quantum Physics · Physics 2017-05-11 Dries Sels , Fons Brosens , Wim Magnus

Fourier acceleration has been successfully applied to the simulation of lattice field theories for more than a decade. In this paper, we extend the method to the dynamics of discrete particles moving in continuum. Although our method is…

Statistical Mechanics · Physics 2009-10-31 Francis J. Alexander , Bruce M. Boghosian , Richard C. Brower , S. Roy Kimura

In recent papers it has been demonstrated that sampling a Gibbs distribution from an appropriate time-irreversible Langevin process is, from several points of view, advantageous when compared to sampling from a time-reversible one. Adding…

Probability · Mathematics 2015-02-20 Luc Rey-Bellet , Konstantinos Spiliopoulos

Effective Lagrangians are a useful tool for a data-driven approach to physics beyond the Standard Model at the LHC. However, for the new physics scales accessible at the LHC, the effective operator expansion is only relatively slowly…

High Energy Physics - Phenomenology · Physics 2016-11-09 Ayres Freitas , David Lopez-Val , Tilman Plehn