Related papers: Langevin dynamics with general kinetic energies
We study the dynamics of the totally asymmetric exclusion process with open boundaries by phenomenological theories complemented by extensive Monte-Carlo simulations. Upon combining domain wall theory with a kinetic approach known as…
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…
We develop a new method for proving hypocoercivity for a large class of linear kinetic equations with only one conservation law. Local mass conservation is assumed at the level of the collision kernel, while transport involves a confining…
We introduce a constructive framework to learn effective Langevin equations from stationary time series. Unlike conventional approaches that require iterative calibration to match target statistics, our construction guarantees the observed…
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…
We discuss two independent methods of solution of a master equation whose biased jump transition rates account for long jumps of L\'{e}vy-stable type and nonetheless admit a Boltzmannian (thermal) equilibrium to arise in the large time…
Reconstruction of equations of motion from incomplete or noisy data and dimension reduction are two fundamental problems in the study of dynamical systems with many degrees of freedom. For the latter extensive efforts have been made but…
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…
In this article, we provide detailed analysis of the long-time behavior of the underdamped Langevin dynamics. We first provide a necessary condition guaranteeing that the zero-noise dynamical system converges to its unique attractor. We…
We introduce a scheme for deriving an optimally-parametrised Langevin dynamics of few collective variables from data generated in molecular dynamics simulations. The drift and the position-dependent diffusion profiles governing the Langevin…
The random batch method is advantageous in accelerating force calculations in particle simulations, but it poses a challenge of removing the artificial heating effect in application to the Langevin dynamics. We develop an approach to solve…
In light of the recently published complete set of statistically correct Gronbech-Jensen (GJ) methods for discrete-time thermodynamics, we revise a differential operator splitting method for the Langevin equation in order to comply with the…
We show the existence of intermittent dynamics in one of the simplest model of a glassy system: the two-state model, which has been used to explain the origin of the violation of the fluctuation-dissipation theorem. The dynamics is analyzed…
We propose a new method called the Metropolis-adjusted Mirror Langevin algorithm for approximate sampling from distributions whose support is a compact and convex set. This algorithm adds an accept-reject filter to the Markov chain induced…
We present a numerical method to produce stochastic dynamics according to the generalized Langevin equation with a non-stationary memory kernel. This type of dynamics occurs when a microscopic system with an explicitly time-dependent…
Using methods of kinetic theory and liquid state theory we propose a description of the non-equilibrium behavior of molecular fluids which takes into account their microscopic structure and thermodynamic properties. The present work…
In this paper we introduce and analyse Langevin samplers that consist of perturbations of the standard underdamped Langevin dynamics. The perturbed dynamics is such that its invariant measure is the same as that of the unperturbed dynamics.…
The discrete Boltzmann equation for both the ideal and a non-ideal fluid is extended by adding Langevin noise terms in order to incorporate the effects of thermal fluctuations. After casting the fluctuating discrete Boltzmann equation in a…
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…
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…