Related papers: Error Analysis of Modified Langevin Dynamics
Metastable transitions in Langevin dynamics can exhibit rich behaviors that are markedly different from its overdamped limit. In addition to local alterations of the transition path geometry, more fundamental global changes may exist. For…
Probably one of the most striking examples of the close connections between global optimization processes and statistical physics is the simulated annealing method, inspired by the famous Monte Carlo algorithm devised by Metropolis et al.…
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…
Calculating averages with respect to multimodal probability distributions is often necessary in applications. Markov chain Monte Carlo (MCMC) methods to this end, which are based on time averages along a realization of a Markov process…
We apply well-established concepts of Langevin sampling to derive a new class of algorithms for the efficient computation of free energy differences of fluctuating particles embedded in a 'fast' membrane, i.e., a membrane that…
We study the Langevin dynamics of the soft-spin, continuum version of the Coulomb frustrated Ising ferromagnet. By using the dynamical mode-coupling approximation, supplemented by reasonable approximations for describing the equilibrium…
In the derivation of the thermodynamics of overdamped systems, one ignores the kinetic energy contribution, since the velocity is a slow variable. In this paper, we show that the kinetic energy needs to be present in the calculation of the…
We study the Langevin dynamics of diffusive particles with regular pairwise interactions under mean-field scaling. By approximating empirical distributions with conditional distributions, we establish coercive and contractive properties for…
Overdamped Langevin dynamics are reversible stochastic differential equations which are commonly used to sample probability measures in high-dimensional spaces, such as the ones appearing in computational statistical physics and Bayesian…
Using experiments on a colloidal particle trapped in an optical tweezer, we confirm a recent proposal to increase the effective mobility or clock rate of systems described by Langevin dynamics, by simultaneously scaling deterministic forces…
Recently it has been questioned, notably in the context of the scalar singlet dark matter model with $m_\varphi^{ }\simeq 60$ GeV, how efficiently kinetic equilibrium is maintained if freeze-out dynamics is pushed down to low temperatures…
We study the statistical properties of the variation of the kinetic energy of a spherical Brownian particle that freely moves in an incompressible fluid at constant temperature. Based on the underdamped version of the generalized Langevin…
A standard approach to computing expectations with respect to a given target measure is to introduce an overdamped Langevin equation which is reversible with respect to the target distribution, and to approximate the expectation by a…
The problem of estimating small transition probabilities for overdamped Langevin dynamics is considered. A simplification of Girsanov's formula is obtained in which the relationship between the infinitesimal generator of the underlying…
In non-equilibrium statistical physics models, the invariant measure $\mu$ of the process does not have an explicit density. In particular the adjoint $L^*$ in $L^2(\mu)$ of the generator $L$ is unknown and many classical techniques fail in…
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…
Many complex systems, ranging from migrating cells to animal groups, exhibit stochastic dynamics described by the underdamped Langevin equation. Inferring such an equation of motion from experimental data can provide profound insight into…
A family of collective variables is proposed to perform exact dynamical coarse-graining even in systems without time scale separation. More precisely, it is shown that these variables are not slow in general but they satisfy an overdamped…
This paper introduces a geometric method for proving ergodicity of degenerate noise driven stochastic processes. The driving noise is assumed to be an arbitrary Levy process with non-degenerate diffusion component (but that may be applied…
We consider numerical approximations of overdamped Langevin stochastic differential equations by implicit methods. We show a weak backward error analysis result in the sense that the generator associated with the numerical solution…