Related papers: Langevin dynamics with general kinetic energies
We introduce new Langevin-type equations describing the rotational and translational motion of rigid bodies interacting through conservative and non-conservative forces, and hydrodynamic coupling. In the absence of non-conservative forces…
In this paper, we establish the Boltzmann-Gibbs principle in the $L^p$ sense by applying the Littlewood-Paley-Stein inequality. Our model is an asymmetric Ginzburg-Landau interface model on a one-dimensional periodic lattice. Assuming…
In order to understand the dynamical mechanism of the friction phenomena, we heavily rely on the numerical analysis using various methods: molecular dynamics, Langevin equation, lattice Boltzmann method, Monte Carlo, e.t.c.. We propose a…
Classical Markov Chain Monte Carlo methods have been essential for simulating statistical physical systems and have proven well applicable to other systems with many degrees of freedom. Motivated by the statistical physics origins, Chen,…
Data-driven modeling of non-Markovian dynamics is a recent topic of research with applications in many fields such as climate research, molecular dynamics, biophysics, or wind power modeling. In the frequently used standard Langevin…
This paper is concerned with tuning friction and temperature in Langevin dynamics for fast sampling from the canonical ensemble. We show that near-optimal acceleration is achieved by choosing friction so that the local quadratic…
The molecular dynamics lattice gas method maps a molecular dynamics simulation onto a lattice gas using a coarse-graining procedure. This is a novel fundamental approach to derive the lattice Boltzmann method by taking a Boltzmann average…
Continuous Time Markov Chains, Hawkes processes and many other interesting processes can be described as solution of stochastic differential equations driven by Poisson measures. Previous works, using the Stein's method, give the…
In this article we investigate hypocoercivity of Langevin-type dynamics in nonlinear smooth geometries. The main result stating exponential decay to an equilibrium state with explicitly computable rate of convergence is rooted in an…
Various lattice gas automata have been proposed in the past decades to simulate physics and address a host of problems on collective dynamics arising in diverse fields. In this work, we employ the lattice gas model defined on the sphere to…
At nonzero chemical potential the numerical sign problem in lattice field theory limits the use of standard algorithms based on importance sampling. Complex Langevin dynamics provides a possible solution, but it has to be applied with care.…
We study the Langevin dynamics corresponding to the $\nabla\phi$ (or Ginzburg-Landau) interface model with a uniformly convex interaction potential. We interpret these Langevin dynamics as a nonlinear parabolic equation forced by white…
Non-Markovian stochastic Langevin-like equations of motion are compared to their corresponding Markovian (local) approximations. The validity of the local approximation for these equations, when contrasted with the fully nonlocal ones, is…
High-energy phenomena presenting strong dynamical correlations, long-range interactions and microscopic memory effects are well described by nonextensive versions of the canonical Boltzmann-Gibbs statistical mechanics. After a brief…
A continuous approximation framework for non-linear stochastic as well as deterministic discrete maps is developed. For the stochastic map with uncorelated Gaussian noise, by successively applying the It\^o lemma, we obtain a Langevin type…
Wave propagation problems have many applications in physics and engineering, and the stochastic effects are important in accurately modeling them due to the uncertainty of the media. This paper considers and analyzes a fully discrete finite…
Thermal fluctuations play a central role in fluid dynamics at mesoscopic scales and must be incorporated into numerical schemes in a manner consistent with statistical mechanics. In this work, we develop a fluctuating lattice Boltzmann…
A framework of finite-velocity model based Boltzmann equation has been developed for convection-diffusion equations. These velocities are kept flexible and adjusted to control numerical diffusion. A flux difference splitting based kinetic…
Conjecture II.3.6 of Spohn in [Spohn '91] and Lecture 7 of Jensen-Yau in [Jensen-Yau '99] ask for a general derivation of universal fluctuations of hydrodynamic limits in large-scale stochastic interacting particle systems. However, the…
We present a novel methodology based on filtered data and moving averages for estimating effective dynamics from observations of multiscale systems. We show in a semi-parametric framework of the Langevin type that our approach is…