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Related papers: Fast-Forward Langevin Dynamics with Momentum Flips

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We study the dynamics of covariances in a chain of harmonic oscillators with conservative noise in contact with two stochastic Langevin heat baths. The noise amounts to random collisions between nearest-neighbour oscillators that exchange…

Statistical Mechanics · Physics 2010-11-10 S. Lepri , C. Mejia-Monasterio , A. Politi

Priors with non-smooth log-densities, such as the l1-prior, are widely used in Bayesian inverse problems for their sparsity-inducing properties. Existing Langevin-based sampling methods typically rely on proximal mappings or smooth…

Numerical Analysis · Mathematics 2026-05-05 Ivan Cheltsov , Federico Cornalba , Clarice Poon , Tony Shardlow

We introduce two new thermostats, one of Langevin type and one of gradient (Brownian) type, for rigid body dynamics. We formulate rotation using the quaternion representation of angular coordinates; both thermostats preserve the unit length…

Computational Physics · Physics 2015-06-12 R. L. Davidchack , T. E. Ouldridge , M. V. Tretyakov

The physical significance of the stochastic processes associated to the generalized Gibbs ensembles is scrutinized here with special attention to the thermodynamic fluctuations of small systems. The contact with the environment produces an…

Statistical Mechanics · Physics 2024-09-04 Amilcare Porporato , Salvatore Calabrese , Lamberto Rondoni

We reformulate stochastic thermodynamics in terms of noise realizations for Langevin systems in contact with multiple reservoirs and investigated the structure of the second laws of thermodynamics. We derive a hierarchy of fluctuation…

Statistical Mechanics · Physics 2020-01-08 Jae Sung Lee , Hyunggyu Park

The numerical investigation of the statics and dynamics of systems in nonequilibrium in general, and under shear flow in particular, has become more and more common. However, not all the numerical methods developed to simulate equilibrium…

Soft Condensed Matter · Physics 2019-02-08 José Ruiz-Franco , Lorenzo Rovigatti , Emanuela Zaccarelli

We revisit the effective parameter description of hot Brownian motion -- a scenario where a colloidal particle is kept at an elevated temperature than the ambient fluid. Due to the time scale separation between heat diffusion and particle…

Soft Condensed Matter · Physics 2018-06-13 Mayank Srivastava , Dipanjan Chakraborty

Stochastic thermodynamics (ST) for delayed Langevin systems are discussed. By using the general principles of ST, the first-law-like energy balance and trajectory-dependent entropy s(t) can be well-defined in a similar way as that in a…

Statistical Mechanics · Physics 2011-06-28 Huijun Jiang , Tiejun Xiao , Zhonghuai Hou

In the replica-exchange molecular dynamics method, where constant-temperature molecular dynamics simulations are performed in each replica, one usually rescales the momentum of each particle after replica exchange. This rescaling method had…

Statistical Mechanics · Physics 2010-04-14 Yoshiharu Mori , Yuko Okamoto

The complex Langevin method (CLM) is a promising tool to address the sign problem in quantum field theories with complex actions. However, it can converge to incorrect results even when simulations appear stable, highlighting the need for…

High Energy Physics - Lattice · Physics 2026-03-27 Anosh Joseph , Arpith Kumar

We show that a recently introduced stochastic thermostat [J. Chem. Phys. 126 (2007) 014101] can be considered as a global version of the Langevin thermostat. We compare the global scheme and the local one (Langevin) from a formal point of…

Computational Physics · Physics 2008-06-06 Giovanni Bussi , Michele Parrinello

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 wide variety of numerical methods are evaluated and compared for solving the stochastic differential equations encountered in molecular dynamics. The methods are based on the application of deterministic impulses, drifts, and Brownian…

Computational Physics · Physics 2013-05-14 Benedict Leimkuhler , Charles Matthews

We develop an efficient sampling method by simulating Langevin dynamics with an artificial force rather than a natural force by using the gradient of the potential energy. The standard technique for sampling following the predetermined…

Statistical Mechanics · Physics 2015-09-30 M. Ohzeki , A. Ichiki

We study sampling as optimization in the space of measures. We focus on gradient flow-based optimization with the Langevin dynamics as a case study. We investigate the source of the bias of the unadjusted Langevin algorithm (ULA) in…

Optimization and Control · Mathematics 2018-06-08 Andre Wibisono

We present a novel approach to investigate the long-time stochastic dynamics of multi-dimensional classical systems, in contact with a heat-bath. When the potential energy landscape is rugged, the kinetics displays a decoupling of short and…

Soft Condensed Matter · Physics 2013-05-29 O. Corradini , P. Faccioli , H. Orland

We review and compare numerical methods that simultaneously control temperature while preserving the momentum, a family of particle simulation methods commonly used for the modelling of complex fluids and polymers. The class of methods…

Computational Physics · Physics 2020-02-14 Benedict Leimkuhler , Xiaocheng Shang

The measured time series from complex systems are renowned for their intricate stochastic behavior, characterized by random fluctuations stemming from external influences and nonlinear interactions. These fluctuations take diverse forms,…

Statistical Mechanics · Physics 2025-03-19 Pyei Phyo Lin , Matthias Wächter , Joachim Peinke , M. Reza Rahimi Tabar

We provide a comprehensive solution to the lattice dynamics problem in the two dimensional Holstein model at finite electron density and finite temperature. We work in the physically relevant adiabatic regime and vary the electron-phonon…

Strongly Correlated Electrons · Physics 2020-02-12 Sauri Bhattacharyya , Saurabh Pradhan , Pinaki Majumdar

Efficient numerical algorithm for stochastic differential equation has been an important object in the research of statistical physics and mathematics for a long time. In this paper we study the highly accurate numerical algorithm of the…

Statistical Mechanics · Physics 2023-08-28 De-Zhang Li , Xiao-Bao Yang