Related papers: Some Remarks on Preconditioning Molecular Dynamics
We consider Adaptively Restrained Langevin dynamics, in which the kinetic energy function vanishes for small velocities. Properly parameterized, this dynamics makes it possible to reduce the computational complexity of updating…
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…
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…
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.…
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.…
Recent works have derived non-asymptotic upper bounds for convergence of underdamped Langevin MCMC. We revisit these bound and consider introducing scaling terms in the underlying underdamped Langevin equation. In particular, we provide…
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…
We study asymptotic behavior of solutions of the first-order linear consensus model with delay and anticipation, which is a system of neutral delay differential equations. We consider both the transmission-type and reaction-type delay that…
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…
We propose a solution for linear inverse problems based on higher-order Langevin diffusion. More precisely, we propose pre-conditioned second-order and third-order Langevin dynamics that provably sample from the posterior distribution of…
In this work we consider the unbiased estimation of expectations w.r.t.~probability measures that have non-negative Lebesgue density, and which are known point-wise up-to a normalizing constant. We focus upon developing an unbiased method…
Generalized Langevin Equation (GLE) thermostats have been used very effectively as a tool to manipulate and optimize the sampling of thermodynamic ensembles and the associated static properties. Here we show that a similar, exquisite level…
A systematic procedure for optimising the friction coefficient in underdamped Langevin dynamics as a sampling tool is given by taking the gradient of the associated asymptotic variance with respect to friction. We give an expression for…
We consider numerical methods for thermodynamic sampling, i.e. computing sequences of points distributed according to the Gibbs-Boltzmann distribution, using Langevin dynamics and overdamped Langevin dynamics (Brownian dynamics). A wide…
We investigate the continuum limit that the number of beads goes to infinity in the ring polymer representation of thermal averages. Studying the continuum limit of the trajectory sampling equation sheds light on possible preconditioning…
Understanding the dimension dependency of computational complexity in high-dimensional sampling problem is a fundamental problem, both from a practical and theoretical perspective. Compared with samplers with unbiased stationary…
We study the dynamics of a dilute spherical model with two body interactions and random exchanges. We analyze the Langevin equations and we introduce a functional variational method to study generic dilute disordered models. A crossover…
We consider a classical model of non-equilibrium statistical mechanics accounting for non-Markovian effects, which is referred to as the Generalized Langevin Equation in the literature. We derive reduced Markovian descriptions obtained…
The output of molecular dynamics simulations is high-dimensional, and the degrees of freedom among the atoms are related in intricate ways. Therefore, a variety of analysis frameworks have been introduced in order to distill complex motions…
We consider the sampling problem, where the aim is to draw samples from a distribution whose density is known only up to a normalization constant. Recent breakthroughs in generative modeling to approximate a high-dimensional data…