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Sampling from a high-dimensional distribution is a fundamental task in statistics, engineering, and the sciences. A canonical approach is the Langevin Algorithm, i.e., the Markov chain for the discretized Langevin Diffusion. This is the…

Statistics Theory · Mathematics 2022-11-01 Jason M. Altschuler , Kunal Talwar

Two important enhanced sampling algorithms, simulated (ST) and parallel (PT) tempering, are commonly used when ergodic simulations may be hard to achieve, e.g, due to a phase space separated by large free-energy barriers. This is so for…

Statistical Mechanics · Physics 2010-11-11 Carlos E. Fiore , M. G. E. da Luz

We introduce an algorithm based on Generalized Dual Method (GDM) to efficiently study the dynamics of a particle in quasiperiodic environments without the need to use periodic approximations or to save the information of the vertices that…

Chaotic Dynamics · Physics 2022-04-28 Alan Rodrigo Mendoza Sosa , Atahualpa S. Kraemer

We propose a physics-informed neural particle method (PINN--PM) for the spatially homogeneous Landau equation. The method adopts a Lagrangian interacting-particle formulation and jointly parameterizes the time-dependent score and the…

Numerical Analysis · Mathematics 2026-03-12 Minseok Kim , Sung-Jun Son , Yeoneung Kim , Donghyun Lee

Thermodynamic Integration (TI) is the state-of-the-art computational technique for accurate Gibbs free energy predictions of solids. Conventional TI schemes start from an NVT harmonic reference and require three successive corrections to…

We investigate a novel type of Langevin model that describes the nonequilibrium dynamics of a classical particle interacting with a spatially extended environment. In this model, a particle, which interacts with the environment through the…

Statistical Mechanics · Physics 2015-10-20 Taiki Haga

We propose a novel kinetic Langevin sampler based on a specific splitting scheme using the exact harmonic Langevin integrator. For strongly log-concave target measures, the sampler exploits a decomposition of the strongly convex potential…

Computation · Statistics 2026-05-26 Katharina Schuh

Based on the path integral representation of the partition function of a many body system with separable two body interaction we propose a systematic extension of the perturbed static path approximation (PSPA) to lower temperatures.…

Statistical Mechanics · Physics 2009-11-07 Christian Rummel , Joachim Ankerhold

Proportional-integral-derivative (PID) control, the most common control strategy in the industry, always suffers from health problems resulting from external disturbances, improper tuning, etc. Therefore, there have been many studies on…

Systems and Control · Electrical Eng. & Systems 2021-08-03 Wei Zhang , He Dong , Yunlang Xu , Xiaoping Li

Measurement of the velocity field in thermal-hydraulic experiments is of great importance for phenomena interpretation and code validation. Direct measurement employing Particle Image Velocimetry (PIV) is challenging in some multiphase…

Fluid Dynamics · Physics 2025-09-03 Xicheng Wang , YiMeng Chan , KinWing Wong , Dmitry Grishchenko , Pavel Kudinov

Thermodynamic and flash equilibrium calculations are the cornerstones of simulation process calculations. The iterative approach, a widely used nonlinear problem-solving technique, relies on derivative calculations throughout the procedure…

Computational Engineering, Finance, and Science · Computer Science 2023-11-21 Shaoyi Yang

Langevin simulation provides an effective way to study collisional effects in beams by reducing the six-dimensional Fokker-Planck equation to a group of stochastic ordinary differential equations. These resulting equations usually have…

Accelerator Physics · Physics 2007-05-23 Ji Qiang , Salman Habib

We construct a quantum-circuit framework for finite-temperature molecular dynamics in the canonical ensemble (NVT) with a Langevin thermostat, connecting canonical state preparation to subsequent physical-property readouts. The classical…

The biological properties of proteins are uniquely determined by their structure and dynamics. A protein in solution populates a structural ensemble of metastable configurations around the global fold. From overall rotation to local…

Biological Physics · Physics 2015-12-09 J. Copperman , M. G. Guenza

Creating a simulation of a system enables the tuning of control systems without the need for a physical system. In this paper, we employ Lagrangian Mechanics to derive a set of equations to simulate an inverted pendulum on a cart. The…

Systems and Control · Electrical Eng. & Systems 2024-08-14 Ethan Kou , Majid Moghadam

Modern problems in astronomical Bayesian inference require efficient methods for sampling from complex, high-dimensional, often multi-modal probability distributions. Most popular methods, such as Markov chain Monte Carlo sampling, perform…

Instrumentation and Methods for Astrophysics · Physics 2016-03-16 Will Vousden , Will M. Farr , Ilya Mandel

Efficient numerical algorithm for stochastic differential equation has been an important object in the research of statistical physics and mathematics for a long time. In this paper we study the highly accurate numerical algorithm of the…

Statistical Mechanics · Physics 2023-08-28 De-Zhang Li , Xiao-Bao Yang

The purpose of this paper is to propose a time-step-robust cell-to-cell integration of particle trajectories in 3-D unstructured meshes in particle/mesh Lagrangian stochastic methods. The main idea is to dynamically update the mean fields…

Computation · Statistics 2023-04-19 Guilhem Balvet , Jean-Pierre Minier , Christophe Henry , Yelva Roustan , Martin Ferrand

We use stochastic computer simulations to study the transport of a spherical cargo particle along a microtubule-like track on a planar substrate by several kinesin-like processive motors. Our newly developed adhesive motor dynamics…

Subcellular Processes · Quantitative Biology 2010-02-24 Christian B. Korn , Stefan Klumpp , Reinhard Lipowsky , Ulrich S. Schwarz

The friction coefficient of a particle can depend on its position as it does when the particle is near a wall. We formulate the dynamics of particles with such state-dependent friction coefficients in terms of a general Langevin equation…

Soft Condensed Matter · Physics 2009-11-13 A. W. C. Lau , T. C. Lubensky