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Related papers: Coarse-graining Langevin dynamics using reduced-or…

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This paper explores an iterative coupling approach to solve linear thermo-poroelasticity problems, with its application as a high-fidelity discretization utilizing finite elements during the training of projection-based reduced order…

Numerical Analysis · Mathematics 2024-01-08 Francesco Ballarin , Sanghyun Lee , Son-Young Yi

Many coarse-grained models have been developed for equilibrium studies of lipid bilayer membranes. To achieve in simulations access to length-scales and time-scales difficult to attain in fully atomistic molecular dynamics, these…

Soft Condensed Matter · Physics 2023-02-28 Yaohong Wang , Jon Karl Sigurdsson , Paul J. Atzberger

Coarse-graining has become an area of tremendous importance within many different research fields. For molecular simulation, coarse-graining bears the promise of finding simplified models such that long-time simulations of large-scale…

Chemical Physics · Physics 2019-09-04 Feliks Nüske , Lorenzo Boninsegna , Cecilia Clementi

In recent years, there has been a growing interest in understanding complex microstructures and their effect on macroscopic properties. In general, it is difficult to derive an effective constitutive law for such microstructures with…

Computational Engineering, Finance, and Science · Computer Science 2023-10-18 Theron Guo , Ondřej Rokoš , Karen Veroy

A formulation of Langevin dynamics for discrete systems is derived as a class of generic stochastic processes. The dynamics simplify for a two-state system and suggest a network architecture which is implemented by the Langevin machine. The…

Neural and Evolutionary Computing · Computer Science 2021-04-08 Lukas Kades , Jan M. Pawlowski

Complex Langevin dynamics can solve the sign problem appearing in numerical simulations of theories with a complex action. In order to justify the procedure, it is important to understand the properties of the real and positive…

High Energy Physics - Lattice · Physics 2015-06-16 Gert Aarts , Pietro Giudice , Erhard Seiler

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.…

Statistical Mechanics · Physics 2016-07-20 Stephane Redon , Gabriel Stoltz , Zofia Trstanova

We introduce a projected complex Langevin (CL) numerical sampling method -- a fictitious Langevin dynamics scheme that uses numerical projection to sample a constrained stationary distribution with highly oscillatory character. Despite the…

Quantum Gases · Physics 2025-03-04 Ethan C. McGarrigle , Hector D. Ceniceros , Glenn H. Fredrickson

We propose a new method called the Metropolis-adjusted Mirror Langevin algorithm for approximate sampling from distributions whose support is a compact and convex set. This algorithm adds an accept-reject filter to the Markov chain induced…

Computation · Statistics 2024-06-24 Vishwak Srinivasan , Andre Wibisono , Ashia Wilson

We outline a reduction scheme for a class of Brownian dynamics which leads to meaningful corrections to the Smoluchowski equation in the overdamped regime. The mobility coefficient of the reduced dynamics is obtained by exploiting the…

Statistical Mechanics · Physics 2022-05-19 Matteo Colangeli , Adrian Muntean

For a given thermodynamic system, and a given choice of coarse-grained state variables, the knowledge of a force-flux constitutive law is the basis for any nonequilibrium modeling. In the first paper of this series we established how, by a…

Statistical Mechanics · Physics 2021-02-03 Alberto Montefusco , Mark A. Peletier , Hans Christian Öttinger

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…

Optimization and Control · Mathematics 2022-01-12 Tobias Breiten , Carsten Hartmann , Lara Neureither , Upanshu Sharma

We show how Langevin diffusions can be interpreted in the context of stochastic Hamiltonian systems with structure-preserving noise and dissipation on reductive Lie groups. Reductive Lie groups provide the setting in which the Lie group…

Probability · Mathematics 2025-09-15 Erwin Luesink , Oliver D. Street

We propose a generalized Langevin dynamics (GLD) technique to construct non-Markovian particle-based coarse-grained models from fine-grained reference simulations and to efficiently integrate them. The proposed GLD model has the form of a…

Soft Condensed Matter · Physics 2018-11-16 Gerhard Jung , Martin Hanke , Friederike Schmid

In this paper, we consider the problem of model order reduction of stochastic biochemical networks. In particular, we reduce the order of (the number of equations in) the Linear Noise Approximation of the Chemical Master Equation, which is…

Optimization and Control · Mathematics 2014-03-25 Aivar Sootla , James Anderson

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

The present study is based on a recent success of the second-order stochastic fluctuation theory in describing time autocorrelations of equilibrium and nonequilibrium physical systems. In particular, it was shown to yield values of the…

Statistical Mechanics · Physics 2017-08-23 Roman Belousov , E. G. D. Cohen , Lamberto Rondoni

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…

Computation · Statistics 2023-11-01 Martin Chak , Nikolas Kantas , Tony Lelièvre , Grigorios A. Pavliotis

POD--Galerkin reduced-order models (ROMs) for fluid-structure interaction problems (incompressible fluid and thin structure) are proposed in this paper. Both the high-fidelity and reduced-order methods are based on a Chorin-Temam…

Numerical Analysis · Mathematics 2017-11-30 Francesco Ballarin , Gianluigi Rozza , Yvon Maday

Formulated is a new systematic method for obtaining higher order corrections in numerical simulation of stochastic differential equations (SDEs), i.e., Langevin equations. Random walk step algorithms within a given order of finite $\Delta…

High Energy Physics - Lattice · Physics 2009-10-28 H. Nakajima , S. Furui