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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…

Computational Physics · Physics 2010-07-08 Molei Tao , Houman Owhadi , Jerrold E. Marsden

Common algorithms for computationally simulating Langevin dynamics must discretize the stochastic differential equations of motion. These resulting finite time step integrators necessarily have several practical issues in common:…

Statistical Mechanics · Physics 2013-01-31 David A. Sivak , John D. Chodera , Gavin E. Crooks

The long time behavior and detailed convergence analysis of Langevin equations has received increased attention over the last years. Difficulties arise from a lack of coercivity, usually termed hypocoercivity, of the underlying kinetic…

Optimization and Control · Mathematics 2025-01-08 Tobias Breiten , Karl Kunisch

We consider hydrodynamic limits of interacting particles systems with open boundaries, where the exterior parameters change in a time scale slower than the typical relaxation time scale. The limit deterministic profiles evolve…

Probability · Mathematics 2016-01-20 Anna De Masi , Stefano Olla

The electron dynamics in counter-propagating laser waves is investigated by employing a novel approach, where the new Hamiltonian is time-independent when the perturbative laser wave is absent. The physical picture of stochastic electron…

Plasma Physics · Physics 2019-08-05 Yanzeng Zhang , Sergei Krasheninnikov

We study the stochastic motion of a particle subject to spatially varying Lorentz force in the small-mass limit. The limiting procedure yields an additional drift term in the overdamped equation that cannot be obtained by simply setting…

Soft Condensed Matter · Physics 2019-09-04 Hidde Derk Vuijk , Joseph Michael Brader , Abhinav Sharma

We analyze the convergence behavior of \emph{globally weakly} and \emph{locally strongly contracting} dynamics. Such dynamics naturally arise in the context of convex optimization problems with a unique minimizer. We show that convergence…

Optimization and Control · Mathematics 2024-05-17 Veronica Centorrino , Alexander Davydov , Anand Gokhale , Giovanni Russo , Francesco Bullo

We look at the equilibrium of a Brownian particle in an inhomogeneous space following the alternative approach proposed in ref.[1]. We consider a coordinate dependent damping that makes the stochastic dynamics the one with multiplicative…

Statistical Mechanics · Physics 2014-10-07 Avik Biswas , A. Bhattacharyay

Stochastic Langevin molecular dynamics for nuclei is derived from the Ehrenfest Hamiltonian system (also called quantum classical molecular dynamics) in a Kac-Zwanzig setting, with the initial data for the electrons stochastically perturbed…

Mathematical Physics · Physics 2011-03-31 Anders Szepessy

In his work about hypocercivity, Villani [18] considers in particular convergence to equilibrium for the kinetic Langevin process. While his convergence results in L 2 are given in a quite general setting, convergence in entropy requires…

Probability · Mathematics 2017-08-04 Patrick Cattiaux , Arnaud Guillin , Pierre Monmarché , Chaoen Zhang

Motivated to understand the asymptotic behavior of periodically driven thermodynamic systems, we study the prototypical example of Brownian particle, overdamped and underdamped, in harmonic potentials subjected to periodic driving. The…

Statistical Mechanics · Physics 2020-05-12 Shakul Awasthi , Sreedhar B. Dutta

This paper is the second in a series devoted to the study of Langevin systems subjected to a continuous time-delayed feedback control. The goal of our previous paper [Phys. Rev. E 91, 042114 (2015)] was to derive second-law-like…

Statistical Mechanics · Physics 2017-03-01 M. L. Rosinberg , G. Tarjus , T. Munakata

We give a not trivial upper bound on the velocity of disturbances in an infinitely extended anharmonic system at thermal equilibrium. The proof is achieved by combining a control on the non equilibrium dynamics with an explicit use of the…

Mathematical Physics · Physics 2016-02-11 P. Buttà , E. Caglioti , S. Di Ruzza , C. Marchioro

For a symmetric Hamiltonian system, lower bounds for the number of relative equilibria surrounding stable and formally unstable relative equilibria on nearby energy levels are given.

Differential Geometry · Mathematics 2007-05-23 Juan-Pablo Ortega , Tudor S. Ratiu

We propose a scheme for extending the model Hamiltonian method developed originally for studying the equilibrium properties of complex perovskite systems to include Langevin dynamics. The extension is based on Zwanzig's treatment of…

Materials Science · Physics 2015-06-24 Morrel H. Cohen

We model and compute the average response of truncated Burgers-Hopf dynamics to finite perturbations away from the Gibbs equipartition energy spectrum using a dynamical optimization framework recently conceptualized in a series of papers.…

Statistical Mechanics · Physics 2017-04-26 Simon Thalabard , Bruce Turkington

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…

Probability · Mathematics 2026-03-17 Seungwoo Lee , Mouad Ramil , Insuk Seo

Stochastic Gradient Langevin Dynamics (SGLD) is a powerful algorithm for optimizing a non-convex objective, where a controlled and properly scaled Gaussian noise is added to the stochastic gradients to steer the iterates towards a global…

Optimization and Control · Mathematics 2020-06-04 Yuanhan Hu , Xiaoyu Wang , Xuefeng Gao , Mert Gurbuzbalaban , Lingjiong Zhu

The dynamics of fluctuations is considered for electrons near a positive ion or for charges in a confining trap. The stationary nonuniform equilibrium densities are discussed and contrasted. The linear response function for small…

Statistical Mechanics · Physics 2015-05-13 Jeffrey Wrighton , James Dufty , Christian Henning , Michael Bonitz

We provide a comprehensive analysis of the positional dynamics and average thermodynamics of an overdamped Brownian particle subject to both, harmonic confinement and annealed disorder due to a temporarily fluctuating trap stiffness. We…

Statistical Mechanics · Physics 2025-09-17 Deepak Gupta , Sabine H. L. Klapp
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