Related papers: Colored-noise thermostats \`a la carte
By introducing a new stochastic integral, we investigate the energetics of classical stochastic systems driven by non-Gaussian white noises. In particular, we introduce a decomposition of the total-energy difference into the work and the…
We present an approach for carrying out non-adiabatic molecular dynamics simulations of systems in which non-adiabatic transitions arise from the coupling between the classical atomic motions and a quasi-continuum of electronic quantum…
We present a new time-dependent Density Functional approach to study the relaxational dynamics of an assembly of interacting particles subject to thermal noise. Starting from the Langevin stochastic equations of motion for the velocities of…
Stochastic gradient Langevin dynamics and its variants approximate the likelihood of an entire dataset, via random (and typically much smaller) subsets, in the setting of Bayesian sampling. Due to the (often substantial) improvement of the…
This paper investigates the classical statistical signal processing problem of detecting a signal in the presence of colored noise with an unknown covariance matrix. In particular, we consider a scenario where m-dimensional p possible…
The quantum Langevin equation is derived from the Feynman-Veron forward--backward path integral representation for a density matrix of a quantum system in a thermal oscillator bath. We exhibit the mechanism by which the classical,…
Aiming to establish a rigorous link between macroscopic random motion (described e.g. by Langevin-type theories) and microscopic dynamics, we have undertaken a kinetic-theoretical study of the dynamics of a classical test-particle weakly…
Additive or multiplicative stationary noise recently became an important issue in applied fields such as microscopy or satellite imaging. Relatively few works address the design of dedicated denoising methods compared to the usual white…
We use a Generalised Langevin Equation (GLE) scheme to study the thermal transport of low dimensional systems. In this approach, the central classical region is connected to two realistic thermal baths kept at two different temperatures [H.…
We investigate the dynamics of single microparticles immersed in water that are driven out of equilibrium in the presence of an additional external colored noise. As a case study, we trap a single polystyrene particle in water with optical…
Statistical averaging theorems allow us to derive a set of equations for the averaged magnetization dynamics in the presence of colored (non-Markovian) noise. The non-Markovian character of the noise is described by a finite…
In the replica-exchange molecular dynamics method, where constant-temperature molecular dynamics simulations are performed in each replica, one usually rescales the momentum of each particle after replica exchange. This rescaling method had…
An \emph{ab initio} Langevin dynamics approach is developed based on stochastic density functional theory (sDFT) within a new \emph{embedded saturated } \emph{fragment }formalism, applicable to covalently bonded systems. The forces on the…
We derive an Ito-Langevin stochastic process that captures the time-dependent deviation from Poisson behavior of the noise detected from a general heterogeneous sub-critical neutron system. Using the probability generating function for the…
A new approach for the analysis of Langevin-type stochastic processes in the presence of strong measurement noise is presented. For the case of Gaussian distributed, exponentially correlated, measurement noise it is possible to extract the…
This paper deals with the spectral densities of a dispersive dielectric object in the framework of macroscopic quantum electrodynamics based on the modified Langevin noise formalism. In this formalism, the electromagnetic field in the…
It is by now well established that noise itself can be useful for performing quantum information processing tasks. We present results which show how one can effectively reduce the error rate associated with a noisy quantum channel, by…
This review provides a brief and quick introduction to the quantum Langevin equation for an oscillator, while focusing on the steady-state thermodynamic aspects. A derivation of the quantum Langevin equation is carefully outlined based on…
In this paper, we consider the generalised (higher order) Langevin equation for the purpose of simulated annealing and optimisation of nonconvex functions. Our approach modifies the underdamped Langevin equation by replacing the Brownian…
In this paper we introduce and analyse Langevin samplers that consist of perturbations of the standard underdamped Langevin dynamics. The perturbed dynamics is such that its invariant measure is the same as that of the unperturbed dynamics.…