Related papers: Convergence rates for nonequilibrium Langevin dyna…

We present a unified framework to analyze the global convergence of Langevin dynamics based algorithms for nonconvex finite-sum optimization with $n$ component functions. At the core of our analysis is a direct analysis of the ergodicity of…

We unify the variational hypocoercivity framework established by D. Albritton, S. Armstrong, J.-C. Mourrat, and M. Novack, with the notion of second-order lifts of reversible diffusion processes, recently introduced by A. Eberle and F.…

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…

The stochastic gradient Langevin Dynamics is one of the most fundamental algorithms to solve sampling problems and non-convex optimization appearing in several machine learning applications. Especially, its variance reduced versions have…

We prove, under mild conditions, that the stochastic gradient Langevin dynamics converges to a limiting law as time tends to infinity, even in the case where the driving data sequence is dependent.

We study the global well-posedness and asymptotic behavior for a semilinear damped wave equation with Neumann boundary conditions, modelling a one-dimensional linearly elastic body interacting with a rigid substrate through an adhesive…

Several numerical schemes are proposed for the solution of Nonequilibrium Langevin Dynamics (NELD), and the rate of convergence is analyzed. Due to the special deforming boundary conditions used, care must be taken when using standard…

We investigate the stochastic motion of a Brownian particle in the harmonic potential with a time-dependent force constant. It may describe the motion of a colloidal particle in an optical trap where the potential well is formed by a…

We study the solution of the two-temperatures Fokker-Planck equation and rigorously analyse its convergence towards an explicit non-equilibrium stationary measure for long time and two widely separated time scales. The exponential rates of…

The nonequilibrium stationary state of an irreversible spherical model is investigated on hypercubic lattices. The model is defined by Langevin equations similar to the reversible case, but with asymmetric transition rates. In spite of…

Given nonstationary data from molecular dynamics simulations, a Markovian Langevin model is constructed that aims to reproduce the time evolution of the underlying process. While at equilibrium the free energy landscape is sampled,…

Analytical models describing the motion of colloidal particles in given velocity fields are presented. In addition to local approaches, leading to well known master equations such as the Langevin and the Fokker-Planck equations, a global…

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…

This paper studies convergence to equilibrium for second-order Langevin dynamics under general growth conditions on the potential. Although we are principally motivated by the case when the potential is singular, e.g. when the dynamics has…

Acceleration of relaxation toward a fixed stationary distribution via violation of detailed balance was reported in the context of a Markov chain Monte Carlo method recently. Inspired by this result, systematic methods to violate detailed…

We investigate entropy production in the small-mass (or overdamped) limit of Langevin-Kramers dynamics. The results generalize previous works to provide a rigorous derivation that covers systems with magnetic field as well as anisotropic…

We present an in-depth investigation of heavy-ion fusion dynamics using a six-dimensional Langevin framework that enables unrestricted motion of the asymmetry parameter. The stochastic formalism naturally incorporates friction effects and…

We show that a non-equilibrium diffusive dynamics in a finite-dimensional space takes in the Lagrangian frame of its mean local velocity an equilibrium form with the detailed balance property. This explains the equilibrium nature of the…

Linear response theory is a fundamental framework studying the macroscopic response of a physical system to an external perturbation. This paper focuses on the rigorous mathematical justification of linear response theory for Langevin…

We continue the study of a model for heat conduction consisting of a chain of non-linear oscillators coupled to two Hamiltonian heat reservoirs at different temperatures. We establish existence of a Liapunov function for the chain dynamics…