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We consider Langevin dynamics associated with a modified kinetic energy vanishing for small momenta. This allows us to freeze slow particles, and hence avoid the re-computation of inter-particle forces, which leads to computational gains.…

Statistical Mechanics · Physics 2016-07-20 Stephane Redon , Gabriel Stoltz , Zofia Trstanova

We introduce a new method to accurately and efficiently estimate the effective dynamics of collective variables in molecular simulations. Such reduced dynamics play an essential role in the study of a broad class of processes, ranging from…

Statistical Mechanics · Physics 2022-03-28 Hadrien Vroylandt , Ludovic Goudenège , Pierre Monmarché , Fabio Pietrucci , Benjamin Rotenberg

We propose an adaptive biasing algorithm aimed at enhancing the sampling of multimodal measures by Langevin dynamics. The underlying idea consists in generalizing the standard adaptive biasing force method commonly used in conjunction with…

Analysis of PDEs · Mathematics 2010-08-23 Chris Chipot , Tony Lelièvre

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

We consider a Preconditioned Overdamped Langevin algorithm that does not alter the invariant distribution (up to controllable discretisation errors) and ask whether preconditioning improves the standard model in terms of reducing the…

Probability · Mathematics 2018-01-16 Houssam AlRachid , Letif Mones , Christoph Ortner

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…

Numerical Analysis · Mathematics 2016-04-20 A. B. Duncan , T. Lelievre , G. A. Pavliotis

This article fills a gap in the mathematical analysis of Adaptive Biasing algorithms, which are extensively used in molecular dynamics computations. Given a reaction coordinate, ideally, the bias in the overdamped Langevin dynamics would be…

Probability · Mathematics 2019-10-11 Michel Benaïm , Charles-Edouard Bréhier , Pierre Monmarché

We consider the convergence of kinetic Langevin dynamics to its ergodic invariant measure, which is Gibbs distribution. Instead of the standard setup where the friction coefficient is a constant scalar, we investigate position-dependent…

Probability · Mathematics 2024-07-02 Keunwoo Lim , Molei Tao

The escape of the randomly accelerated undamped particle from the finite interval under action of stochastic resetting is studied. The motion of such a particle is described by the full Langevin equation and the particle is characterized by…

Statistical Mechanics · Physics 2021-08-31 Karol Capała , Bartłomiej Dybiec

Adaptive or dynamic signal sampling in sensing systems can adapt subsequent sampling strategies based on acquired signals, thereby potentially improving image quality and speed. This paper proposes a Bayesian method for adaptive sampling…

Signal Processing · Electrical Eng. & Systems 2023-02-28 Guanhua Wang , Douglas C. Noll , Jeffrey A. Fessler

We study Langevin dynamics with a kinetic energy different from the standard, quadratic one in order to accelerate the sampling of Boltzmann-Gibbs distributions. In particular, this kinetic energy can be non-globally Lipschitz, which raises…

Statistical Mechanics · Physics 2018-05-15 Gabriel Stoltz , Zofia Trstanova

We study the simulated annealing algorithm based on the kinetic Langevin dynamics, in order to find the global minimum of a non-convex potential function. For both the continuous time formulation and a discrete time analogue, we obtain the…

Probability · Mathematics 2022-06-14 Xuedong He , Xiaolu Tan , Ruocheng Wu

We study the convergence to equilibrium of an underdamped Langevin equation that is controlled by a linear feedback force. Specifically, we are interested in sampling the possibly multimodal invariant probability distribution of a Langevin…

Optimization and Control · Mathematics 2022-01-12 Tobias Breiten , Carsten Hartmann , Lara Neureither , Upanshu Sharma

Metadynamics is a powerful method to accelerate molecular dynamics simulations, but its efficiency critically depends on the identification of collective variables that capture the slow modes of the process. Unfortunately, collective…

Chemical Physics · Physics 2023-07-17 Ofir Blumer , Shlomi Reuveni , Barak Hirshberg

We numerically investigate an adaptive version of the parareal algorithm in the context of molecular dynamics. This adaptive variant has been originally introduced in [F. Legoll, T. Lelievre and U. Sharma, SISC 2022]. We focus here on test…

Numerical Analysis · Mathematics 2022-12-21 Olga Gorynina , Frederic Legoll , Tony Lelievre , Danny Perez

In this paper we propose a new approach for sampling from probability measures in, possibly, high dimensional spaces. By perturbing the standard overdamped Langevin dynamics by a suitable Stratonovich perturbation that preserves the…

Numerical Analysis · Mathematics 2019-04-23 Assyr Abdulle , Grigorios A. Pavliotis , Gilles Vilmart

We consider a stationary process (with either discrete or continuous time) and find an adaptive approximating stationary process combining approximation quality and supplementary good properties that can be interpreted as additional…

Probability · Mathematics 2020-02-19 Zakhar Kabluchko , Mikhail Lifshits

Unseen shifts in environment dynamics, driven by hidden parameters such as friction or gravity, create a challenge for maintaining safety. We address this challenge by proposing Adaptive Shielding, a framework for safe reinforcement…

Machine Learning · Computer Science 2026-02-03 Minjae Kwon , Tyler Ingebrand , Ufuk Topcu , Lu Feng

We discuss the design of an invariant measure-preserving transformed dynamics for the numerical treatment of Langevin dynamics based on rescaling of time, with the goal of sampling from an invariant measure. Given an appropriate monitor…

Numerical Analysis · Mathematics 2024-08-30 Alix Leroy , Benedict Leimkuhler , Jonas Latz , Desmond J. Higham

We introduce a reinforcement learning (RL) based adaptive optimization algorithm for aerodynamic shape optimization focused on dimensionality reduction. The form in which RL is applied here is that of a surrogate-based, actor-critic policy…

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