Related papers: A simple and effective Verlet-type algorithm for s…
We present a new hybrid lattice-Boltzmann and Langevin molecular dynamics scheme for simulating the dynamics of suspensions of spherical colloidal particles. The solvent is modeled on the level of the lattice-Boltzmann method while the…
The entropic lattice Boltzmann algorithm of Karlin et. al. is partially extended to magnetohydrodynamics, based on the Dellar model of introducing a vector distribution for the magnetic field. This entropic ansatz is now applied only to the…
Based on the Hermite expansion of the distribution function, we introduce a Galerkin spectral method for the spatially homogeneous Boltzmann equation with the realistic inverse-power-law models. A practical algorithm is proposed to evaluate…
In this work, we apply a semi-Lagrangian spectral method for the Vlasov-Poisson system, previously designed for periodic Fourier discretizations, by implementing Legendre polynomials and Hermite functions in the approximation of the…
We consider stochastic approximations of sampling algorithms, such as Stochastic Gradient Langevin Dynamics (SGLD) and the Random Batch Method (RBM) for Interacting Particle Dynamcs (IPD). We observe that the noise introduced by the…
Simulation of many-particle system evolution by molecular dynamics takes to decrease integration step to provide numerical scheme stability on the sufficiently large time interval. It leads to a significant increase of the volume of…
Discretizations of Langevin diffusions provide a powerful method for sampling and Bayesian inference. However, such discretizations require evaluation of the gradient of the potential function. In several real-world scenarios, obtaining…
The stochastic gradient Langevin Dynamics is one of the most fundamental algorithms to solve sampling problems and non-convex optimization appearing in several machine learning applications. Especially, its variance reduced versions have…
We present a new method of conducting molecular dynamics simulation in isothermal-isobaric ensemble based on Langevin equations of motion. The stochastic coupling to all particle and cell degrees of freedoms is introduced in a correct way,…
We look at the equilibrium of a Brownian particle in an inhomogeneous space following the alternative approach proposed in ref.[1]. We consider a coordinate dependent damping that makes the stochastic dynamics the one with multiplicative…
We propose some algorithms to find local minima in nonconvex optimization and to obtain global minima in some degree from the Newton Second Law without friction. With the key observation of the velocity observable and controllable in the…
A fully discrete approximation of the linear stochastic wave equation driven by additive noise is presented. A standard finite element method is used for the spatial discretisation and a stochastic trigonometric scheme for the temporal…
We present an efficient nodal discontinuous Galerkin method for approximating nearly incompressible flows using the Boltzmann equations. The equations are discretized with Hermite polynomials in velocity space yielding a first order…
We propose a Hermite spectral method for the spatially inhomogeneous Boltzmann equation. For the inverse-power-law model, we generalize an approximate quadratic collision operator defined in the normalized and dimensionless setting to an…
The Verlet method is still widely used to integrate the equations of motion in ab initio molecular dynamics simulations. We show that the stability limit of the Verlet method may be significantly increased by setting an upper limit on the…
We propose a new simple and explicit numerical scheme for time-homogeneous stochastic differential equations. The scheme is based on sampling increments at each time step from a skew-symmetric probability distribution, with the level of…
We propose a novel kinetic Langevin sampler based on a specific splitting scheme using the exact harmonic Langevin integrator. For strongly log-concave target measures, the sampler exploits a decomposition of the strongly convex potential…
A stochastic leap-frog algorithm for the numerical integration of Brownian motion stochastic differential equations with multiplicative noise is proposed and tested. The algorithm has a second-order convergence of moments in a finite time…
We develop and analyze an asynchronous algorithm for distributed convex optimization when the objective writes a sum of smooth functions, local to each worker, and a non-smooth function. Unlike many existing methods, our distributed…
A novel approach called Moate Simulation is presented to provide an accurate numerical evolution of probability distribution functions represented on grids arising from stochastic differential processes where initial conditions are…