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In this note we establish hypocoercivity and exponential relaxation to the Maxwellian for a class of kinetic Fokker-Planck-Alignment equations arising in the studies of collective behavior. Unlike previously known results in this direction…
We generalize the concept of non-reversible lifts for reversible diffusion processes initiated by Eberle and Lorler (2024) to quantum Markov dynamics. The lifting operation, which naturally results in hypocoercive processes, can be formally…
This paper is concerned with a modified entropy method to establish the large-time convergence towards the (unique) steady state, for kinetic Fokker-Planck equations with non-quadratic confinement potentials in whole space. We extend…
Explicit, momentum-based dynamics for optimizing functions defined on Lie groups was recently constructed, based on techniques such as variational optimization and left trivialization. We appropriately add tractable noise to the…
An integral relation is derived from the Fokker-Planck equation which connects the steady-state probability currents with the dynamics of relaxation on short timescales in the limit of small perturbation fields. As a consequence of this…
This paper is motivated by the problem of quantitatively bounding the convergence of adaptive control methods for stochastic systems to a stationary distribution. Such bounds are useful for analyzing statistics of trajectories and…
We study the treatment of the constraints in stochastic quantization method. We improve the treatment of the stochastic consistency condition proposed by Namiki et al. by suitably taking account of the Ito calculus. Then we obtain an…
The usual Langevin approach to describe systems driven by noise fails to describe the long time behavior of systems with multiple attractors. The solution of the associated linear Fokker-Planck equation is always unique, even though it…
We develop a generalized hyperdynamics method, which is able to simulate slow dynamics in atomistic general (both energy and entropy-dominated) systems. We show that a few functionals of the pair correlation function, involving two-body…
We show that the mean-field underdamped Langevin process (associated to the non-linear Vlasov-Fokker-Planck equation) achieves a Nesterov acceleration with respect to the Wasserstein gradient flow of a displacement-convex free energy, in…
We study linear closure relations for the moments' method applied to simple kinetic equations. The equations are linear collisional models (velocity jump processes) which are well suited to this type of approximation. In this simplified, 1…
We study the convergence to equilibrium of the mean field PDE associated with the derivative-free methodologies for solving inverse problems. We show stability estimates in the euclidean Wasserstein distance for the mean field PDE by using…
We investigate whether the stationary solution of the Fokker-Planck equation of the complex Langevin algorithm reproduces the correct expectation values. When the complex Langevin algorithm for an action $S(x)$ is convergent, it produces an…
In this paper, we study the problem of sampling from log-concave distributions supported on convex, compact sets, with a particular focus on the randomized midpoint discretization of both vanilla and kinetic Langevin diffusions in this…
In this paper, we consider Langevin processes with mechanical constraints. The latter are a fundamental tool in molecular dynamics simulation for sampling purposes and for the computation of free energy differences. The results of this…
In this work we analyze the inverse problem of recovering the space-dependent potential coefficient in an elliptic / parabolic problem from distributed observation. We establish novel (weighted) conditional stability estimates under very…
This is a review based on the presentation done at the seminar Laurent Schwartz in December 2021. It is announcing results in the forthcoming [Menegaki-Mouhot-Marahrens'22]. This work presents a new simple quantitative method for proving…
We propose fractional Fokker-Planck equation for the kinetic description of relaxation and superdiffusion processes in constant magnetic and random electric fields. We assume that the random electric field acting on a test charged particle…
We study the problem of sampling from a probability distribution on $\mathbb R^p$ defined via a convex and smooth potential function. We consider a continuous-time diffusion-type process, termed Penalized Langevin dynamics (PLD), the drift…
Latent-variable energy-based models (LVEBMs) assign a single normalized energy to joint pairs of observed data and latent variables, offering expressive generative modeling while capturing hidden structure. We recast maximum-likelihood…