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In recent decades, there have been many attempts to construct symplectic integrators with variable time steps, with rather disappointing results. In this paper we identify the causes for this lack of performance, and find that they fall…

Computational Physics · Physics 2015-05-30 A S Richardson , J M Finn

The free-energy difference $\Delta F$ between two high-dimensional systems is notoriously difficult to compute, but very important for many applications, such as drug discovery. We demonstrate that an unconventional definition of work…

Soft Condensed Matter · Physics 2024-10-24 Adrianne Zhong , Benjamin Kuznets-Speck , Michael R. DeWeese

We develop an efficient sampling method by simulating Langevin dynamics with an artificial force rather than a natural force by using the gradient of the potential energy. The standard technique for sampling following the predetermined…

Statistical Mechanics · Physics 2015-09-30 M. Ohzeki , A. Ichiki

We introduce a scheme for deriving an optimally-parametrised Langevin dynamics of few collective variables from data generated in molecular dynamics simulations. The drift and the position-dependent diffusion profiles governing the Langevin…

Statistical Mechanics · Physics 2008-08-22 Cristian Micheletti , Giovanni Bussi , Alessandro Laio

For a many-particle system with long-range interactions and evolving under stochastic dynamics, we study for the first time the out-of-equilibrium fluctuations of the work done on the system by a time-dependent external force. For…

Statistical Mechanics · Physics 2016-04-19 Shamik Gupta , Thierry Dauxois , Stefano Ruffo

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…

Optimization and Control · Mathematics 2022-01-12 Tobias Breiten , Carsten Hartmann , Lara Neureither , Upanshu Sharma

Understanding neural dynamics is a central topic in machine learning, non-linear physics and neuroscience. However, the dynamics is non-linear, stochastic and particularly non-gradient, i.e., the driving force can not be written as gradient…

Neurons and Cognition · Quantitative Biology 2024-12-05 Junbin Qiu , Haiping Huang

In this paper, we consider Langevin processes with mechanical constraints. The latter are a fundamental tool in molecular dynamics simulation for sampling purposes and for the computation of free energy differences. The results of this…

Statistical Mechanics · Physics 2011-04-19 Tony Lelievre , Mathias Rousset , Gabriel Stoltz

Data-driven modeling of non-Markovian dynamics is a recent topic of research with applications in many fields such as climate research, molecular dynamics, biophysics, or wind power modeling. In the frequently used standard Langevin…

Data Analysis, Statistics and Probability · Physics 2022-07-22 Clemens Willers , Oliver Kamps

We relate progress in statistical mechanics, both at and far from equilibrium, to advances in the theory of dynamical systems. We consider computer simulations of time-reversible deterministic chaos in small systems with three- and…

Statistical Mechanics · Physics 2016-08-24 William Graham Hoover , Carol Griswold Hoover , Julien Clinton Sprott

In molecular dynamics simulations and single molecule experiments, observables are usually measured along dynamic trajectories and then averaged over an ensemble ("bundle") of trajectories. Under stationary conditions, the time-evolution of…

Statistical Mechanics · Physics 2018-01-17 Hugues Meyer , Thomas Voigtmann , Tanja Schilling

The thermodynamic uncertainty relation, which establishes a universal trade-off between nonequilibrium current fluctuations and dissipation, has been found for various Markovian systems. However, this relation has not been revealed for…

Statistical Mechanics · Physics 2019-07-24 Tan Van Vu , Yoshihiko Hasegawa

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

We formulate a dynamical fluctuation theory for stationary non equilibrium states (SNS) which is tested explicitly in stochastic models of interacting particles. In our theory a crucial role is played by the time reversed dynamics. Within…

Statistical Mechanics · Physics 2015-12-18 L. Bertini , A. De Sole , D. Gabrielli , G. Jona-Lasinio , C. Landim

The non-equilibrium self-consistent generalized Langevin equation theory of irreversible processes in liquids is extended to describe the positional and orientational thermal fluctuations of the instantaneous local concentration profile…

Soft Condensed Matter · Physics 2016-05-17 E. C. Cortes-Morales , L. F. Elizondo-Aguilera , M. Medina-Noyola

We demonstrate that a Langevin equation that describes the motion of a Brownian particle under non-equilibrium conditions can be exactly transformed to a special equation that explicitly exhibits the response of the velocity to a time…

Statistical Mechanics · Physics 2009-11-11 Takahiro Harada , Kumiko Hayashi , Shin-ichi Sasa

A nonequilibrium statistical operator method is developed for ensembles of particles obeying non-Hamiltonian equations of motion in classical phase space. The main consequences of non-zero compressibility of phase space are examined in…

Statistical Mechanics · Physics 2007-05-23 Alexander V. Zhukov , Jianshu Cao

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

We study the convergence of statistical estimators used in the estimation of large deviation functions describing the fluctuations of equilibrium, nonequilibrium, and manmade stochastic systems. We give conditions for the convergence of…

Statistical Mechanics · Physics 2015-11-09 Christian M. Rohwer , Florian Angeletti , Hugo Touchette

The complex Langevin method (CLM) offers a potential solution to the sign problem in quantum field theories with complex actions, but can converge to incorrect results even when simulations appear stable. Existing diagnostics monitor drift…

High Energy Physics - Lattice · Physics 2025-10-30 Anosh Joseph , Arpith Kumar