Related papers: Error Analysis of Modified Langevin Dynamics
This note provides a simple derivation of the overdamped approximation for kinetic (or underdamped) equilibrium Langevin dynamics, in cases where certain coefficients depend on the position variable. The equivalent small-mass limit of these…
A general nonequilibrium thermodynamic theory is developed for time-dependent Langevin dynamics, starting from the common definition of nonequilibrium Gibbs entropy. It is shown that the notations appearing in the First and the Second Law…
In this paper we address the problem of consistently construct Langevin equations to describe fluctuations in non-linear systems. Detailed balance severely restricts the choice of the random force, but we prove that this property together…
The objective of this review article is to present recent results on the mathematical analysis of the Accelerated Dynamics algorithms introduced by A.F. Voter in collaboration with D. Perez and M. Sorensen. Using the notion of…
Recently there has been remarkable progress in the complex Langevin method, which aims at solving the complex action problem by complexifying the dynamical variables in the original path integral. In particular, a new technique called the…
Mean-field Langevin dynamics (MFLD) minimizes an entropy-regularized nonlinear convex functional defined over the space of probability distributions. MFLD has gained attention due to its connection with noisy gradient descent for mean-field…
The parametrization of coarse-grained (CG) simulation models for molecular systems often aims at reproducing static properties alone. The reduced molecular friction of the CG representation usually results in faster, albeit inconsistent,…
We present a numerical method to compute non-equilibrium memory kernels based on experimental data or molecular dynamics simulations. The procedure uses a recasting of the non-stationary generalized Langevin equation, in which we expand the…
Quasistatic evolutions of critical points of time-dependent energies exhibit piecewise smooth behavior, making them useful for modeling continuum mechanics phenomena like elastic-plasticity and fracture. Traditionally, such evolutions have…
In the framework of Heisenberg-Langevin theory the dynamical and statistical effects arising from the linear interaction of two nondegenerate down-conversion processes are investigated. Using the strong-pumping approximation the analytical…
Replica exchange stochastic gradient Langevin dynamics (reSGLD) has shown promise in accelerating the convergence in non-convex learning; however, an excessively large correction for avoiding biases from noisy energy estimators has limited…
As sample sizes grow, scalability has become a central concern in the development of Markov chain Monte Carlo (MCMC) methods. One general approach to this problem, exemplified by the popular stochastic gradient Langevin dynamics (SGLD)…
In this work, we take a step towards understanding overdamped Langevin dynamics for the minimization of a general class of objective functions $\mathcal{L}$. We establish well-posedness and regularity of the law $\rho_t$ of the process…
The diffusive dynamics of a particle in a medium with space-dependent friction coefficient is studied within the framework of the inertial Langevin equation. In this description, the ambiguous interpretation of the stochastic integral,…
We analyze the non-linear generalized Langevin equation which contains a thermodynamic force. We show that even for systems in thermal equilibrium the presence of the thermodynamic force implies that the auto-correlation function of the…
In this work we study the diffusion annealed Langevin dynamics, a score-based diffusion process recently introduced in the theory of generative models and which is an alternative to the classical overdamped Langevin diffusion. Our goal is…
Based on the classical Langevin equation, we have re-visited the problem of orbital motion of a charged particle in two dimensions for a normal magnetic field crossed with or without an in-plane electric bias. We are led to two interesting…
A simple general theorem is used as a tool that generates nonlocal constants of motion for Lagrangian systems. We review some cases where the constants that we find are useful in the study of the systems: the homogeneous potentials of…
Dynamical ensembles have been introduced to study constrained stochastic processes. In the microcanonical ensemble, the value of a dynamical observable is constrained to a given value. In the canonical ensemble a bias is introduced in the…
In this paper, we prove convergence in distribution of Langevin processes in the overdamped asymptotics. The proof relies on the classical perturbed test function (or corrector) method, which is used both to show tightness in path space,…