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We introduce a new generative model where samples are produced via Langevin dynamics using gradients of the data distribution estimated with score matching. Because gradients can be ill-defined and hard to estimate when the data resides on…

Machine Learning · Computer Science 2020-10-13 Yang Song , Stefano Ermon

This note provides an introduction to molecular dynamics, the computational implementation of the theory of statistical physics. The discussion is focused on the properties of Langevin dynamics, a degenerate stochastic differential equation…

Analysis of PDEs · Mathematics 2021-12-16 Gabriel Stoltz

Constrained sampling is an important and challenging task in computational statistics, concerned with generating samples from a distribution under certain constraints. There are numerous types of algorithm aimed at this task, ranging from…

Methodology · Statistics 2026-04-01 Neil K. Chada , Lu Yu

We propose and analyze a class of adaptive sampling algorithms for multimodal distributions on a bounded domain, which share a structural resemblance to the classic overdamped Langevin dynamics. We first demonstrate that this class of…

Machine Learning · Computer Science 2024-11-26 Björn Engquist , Kui Ren , Yunan Yang

Molecular dynamics with the stochastic process provides a convenient way to compute structural and thermodynamic properties of chemical, biological, and materials systems. It is demonstrated that the virtual dynamics case that we proposed…

Statistical Mechanics · Physics 2018-03-20 Dezhang Li , Zifei Chen , Zhijun Zhang , Jian Liu

The generalized Langevin equation is used as a model for various coarse-grained physical processes, e.g., the time evolution of the velocity of a given larger particle in an implicitly represented solvent, when the relevant time scales of…

Statistical Mechanics · Physics 2025-11-13 Niklas Bockius , Maximilian Braun , Kay Hofmann , Friederike Schmid , Martin Hanke

Coarse-grained molecular dynamics often sacrifices accuracy and transferability for computational efficiency, but the use of machine learned potentials is helping coarse-grained models attain performance on par with atomistic molecular…

Chemical Physics · Physics 2026-02-17 Abigail Park , Shriram Chennakesavalu , Grant M. Rotskoff

We present a first-principles formalism for studying dynamical heterogeneities in glass forming liquids. Based on the Non-Equilibrium Self-Consistent Generalized Langevin Equation theory, we were able to describe the time-dependent local…

Soft Condensed Matter · Physics 2022-04-06 J. Lira-Escobedo , J. R. Velez-Cordero , Pedro E. Ramírez-González

We present an equation-free computational approach to the study of the coarse-grained dynamics of {\it finite} assemblies of {\it non-identical} coupled oscillators at and near full synchronization. We use coarse-grained observables which…

Adaptation and Self-Organizing Systems · Physics 2007-05-23 Sung Joon Moon , R. Ghanem , I. G. Kevrekidis

Many studies on biological and soft matter systems report the joint presence of a linear mean-squared displacement and a non-Gaussian probability density exhibiting, for instance, exponential or stretched-Gaussian tails. This phenomenon is…

Statistical Mechanics · Physics 2019-07-24 Jakub Ślęzak , Krzysztof Burnecki , Ralf Metzler

We investigate the influence of a self-propelling, out-of-equilibrium active particle on generalized elastic systems, including flexible and semiflexible polymers, fluid membranes, and fluctuating interfaces, while accounting for…

Soft Condensed Matter · Physics 2024-01-25 Alessandro Taloni

The scaling of the mobility of two-dimensional Langevin dynamics in a periodic potential as the friction vanishes is not well understood for non-separable potentials. Theoretical results are lacking, and numerical calculation of the…

Mathematical Physics · Physics 2022-06-22 G. A. Pavliotis , G. Stoltz , U. Vaes

The present study is based on a recent success of the second-order stochastic fluctuation theory in describing time autocorrelations of equilibrium and nonequilibrium physical systems. In particular, it was shown to yield values of the…

Statistical Mechanics · Physics 2017-08-23 Roman Belousov , E. G. D. Cohen , Lamberto Rondoni

We study a stochastic nonlocal PDE, arising in the context of modelling spatially distributed neural activity, which is capable of sustaining stationary and moving spatially-localized ``activity bumps''. This system is known to undergo a…

Dynamical Systems · Mathematics 2009-11-11 C. R. Laing , T. A. Frewen , I. G. Kevrekidis

Given nonstationary data from molecular dynamics simulations, a Markovian Langevin model is constructed that aims to reproduce the time evolution of the underlying process. While at equilibrium the free energy landscape is sampled,…

Computational Physics · Physics 2021-07-20 Benjamin Lickert , Steffen Wolf , Gerhard Stock

We present a first-principles derivation of the Markovian semi-group master equation without invoking the rotating wave approximation (RWA). Instead we use a time coarse-graining approach which leaves us with a free timescale parameter,…

Quantum Physics · Physics 2013-07-09 Christian Majenz , Tameem Albash , Heinz-Peter Breuer , Daniel A. Lidar

Understanding the structure and dynamics of liquids is pivotal for the study of larger spatiotemporal processes, especially in glass-forming materials at low temperatures. Density scaling, observed in many molecular systems through…

Soft Condensed Matter · Physics 2024-10-29 Jaehyeok Jin , David R. Reichman , Jeppe C. Dyre , Ulf R. Pedersen

Understanding the long-time dynamics of complex physical processes depends on our ability to recognize patterns. To simplify the description of these processes, we often introduce a set of reaction coordinates, customarily referred to as…

Chemical Physics · Physics 2024-12-31 Tuğçe Gökdemir , Jakub Rydzewski

Atomistic or ab-initio molecular dynamics simulations are widely used to predict thermodynamics and kinetics and relate them to molecular structure. A common approach to go beyond the time- and length-scales accessible with such…

This work is concerned with model reduction of stochastic differential equations and builds on the idea of replacing drift and noise coefficients of preselected relevant, e.g. slow variables by their conditional expectations. We extend…

Analysis of PDEs · Mathematics 2020-03-05 Carsten Hartmann , Lara Neureither , Upanshu Sharma