Related papers: Error Analysis of Modified Langevin Dynamics
Starting from the classical Saltzman 2D convection equations, we derive via a severe spectral truncation a minimal 10 ODE system which includes the thermal effect of viscous dissipation. Neglecting this process leads to a dynamical system…
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…
We establish a general Langevin Dynamics model of interacting, single-domain magnetic nanoparticles in liquid suspension at finite temperature. The model couples the LLG equation for the moment dynamics with the mechanical rotation and…
We consider numerical methods for thermodynamic sampling, i.e. computing sequences of points distributed according to the Gibbs-Boltzmann distribution, using Langevin dynamics and overdamped Langevin dynamics (Brownian dynamics). A wide…
We study the dynamics of the contact-process, one of the simplest nonequilibrium stochastic processes, taking place on a scale-free network. We consider the network topology as annealed, i.e. all links are rewired at each microscopic time…
Common algorithms for computationally simulating Langevin dynamics must discretize the stochastic differential equations of motion. These resulting finite time step integrators necessarily have several practical issues in common:…
The complex Langevin method is a promising approach to the complex-action problem based on a fictitious time evolution of complexified dynamical variables under the influence of a Gaussian noise. Although it is known to have a restricted…
Langevin Monte Carlo (LMC) is an iterative algorithm used to generate samples from a distribution that is known only up to a normalizing constant. The nonasymptotic dependence of its mixing time on the dimension and target accuracy is…
We recently showed that the dynamics of coarse-grained observables in systems out of thermal equilibrium are governed by the non-stationary generalized Langevin equation [J. Chem. Phys. 147, 214110 (2017), J. Chem. Phys. 150, 174118…
This paper is the second in a series devoted to the study of Langevin systems subjected to a continuous time-delayed feedback control. The goal of our previous paper [Phys. Rev. E 91, 042114 (2015)] was to derive second-law-like…
We consider the problem of inferring the dynamics of unknown (i.e. hidden) nodes from a set of observed trajectories and study analytically the average prediction error and the typical relaxation time of correlations between errors. We…
Langevin equations or generalized Langevin equations (GLEs) are popular models for describing the motion of a particle in a fluid medium in an effective manner. Here we examine particles immersed in an inherently nonequilibrium fluid, i.e.,…
This article contains a digest of the theory of electromagnetism and a review of the transformation between inertial frames, especially under low speed limits. The covariant nature of the Maxwell's equations is explained using the…
In the framework of statistical mechanics the properties of macroscopic systems are deduced starting from the laws of their microscopic dynamics. One of the key assumptions in this procedure is the ergodic property, namely the equivalence…
Recent works have derived non-asymptotic upper bounds for convergence of underdamped Langevin MCMC. We revisit these bound and consider introducing scaling terms in the underlying underdamped Langevin equation. In particular, we provide…
EEG time series are analyzed using the diffusion entropy method. The resulting EEG entropy manifests short-time scaling, asymptotic saturation and an attenuated alpha-rhythm modulation. These properties are faithfully modeled by a…
Inspired by recent experiments on the dynamics of particles and polymers in artificial cytoskeletons and in cells, we introduce a modified Langevin equation for a particle in an environment that is a viscoelastic medium and that is brought…
We derive sufficient conditions for subgeometric f-ergodicity of strongly Markovian processes. We first propose a criterion based on modulated moment of some delayed return-time to a petite set. We then formulate a criterion for polynomial…
We study a Langevin equation for a particle moving in a periodic potential in the presence of viscosity $\gamma$ and subject to a further external field $\alpha$. For a suitable choice of the parameters $\alpha$ and $\gamma$ the related…
The reduction of high-dimensional systems to effective models on a smaller set of variables is an essential task in many areas of science. For stochastic dynamics governed by diffusion processes, a general procedure to find effective…