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We consider numerical methods for thermodynamic sampling, i.e. computing sequences of points distributed according to the Gibbs-Boltzmann distribution, using Langevin dynamics and overdamped Langevin dynamics (Brownian dynamics). A wide…

Statistical Mechanics · Physics 2015-01-13 Benedict Leimkuhler , Charles Matthews , Gabriel Stoltz

We contribute to the mathematical theory of the design of low temperature Ising machines, a type of experimental probabilistic computing device implementing the Ising model. Encoding the output of a function in the ground state of a…

Emerging Technologies · Computer Science 2025-07-18 Andrew G. Moore , Zachary Richey , Isaac K. Martin

Sampling from constrained statistical distributions is a fundamental task in various fields including Bayesian statistics, computational chemistry, and statistical physics. This article considers the cases where the constrained distribution…

Machine Learning · Computer Science 2025-10-28 Kijung Jeon , Michael Muehlebach , Molei Tao

Recent advances in stochastic optimization have yielded the interacting particle Langevin algorithm (IPLA), which leverages the notion of interacting particle systems (IPS) to efficiently sample from approximate posterior densities. This…

Probability · Mathematics 2025-06-04 Tim Johnston , Nikolaos Makras , Sotirios Sabanis

We explore the fundamental limits on thermodynamic irreversibility when cooling a quantum system in the presence of a finite-size reservoir. First, we prove that for any non-interacting $n$-particle reservoir, the entropy production…

Quantum Physics · Physics 2025-12-10 Patryk Lipka-Bartosik , Martí Perarnau-Llobet

The Glauber dynamics of the pure and weakly disordered random-bond 2d Ising model is studied at zero-temperature. A single characteristic length scale, $L(t)$, is extracted from the equal time correlation function. In the pure case, the…

Disordered Systems and Neural Networks · Physics 2009-10-31 S. Jain

Traditional derivation of Gibbs canonical distribution and the justification of thermodynamics are based on the assumption concerning an isoenergetic ergodicity of a system of $n$ weakly interacting identical subsystems and passage to the…

Exactly Solvable and Integrable Systems · Physics 2007-05-23 V. V. Kozlov

We consider a diffusion on a potential landscape which is given by a smooth Hamiltonian $H:\mathbb {R}^n\to \mathbb {R}$ in the regime of low temperature $\varepsilon$. We proof the Eyring-Kramers formula for the optimal constant in the…

Probability · Mathematics 2016-08-14 Georg Menz , André Schlichting

We propose a modified power method for computing the subdominant eigenvalue $\lambda_2$ of a matrix or continuous operator. Here we focus on defining simple Monte Carlo methods for its application. The methods presented use random walkers…

Statistical Mechanics · Physics 2012-12-04 B. M. Rubenstein , J. E. Gubernatis , J. D. Doll

We provide a refined explicit estimate of exponential decay rate of underdamped Langevin dynamics in $L^2$ distance, based on a framework developed in [1]. To achieve this, we first prove a Poincar\'{e}-type inequality with Gibbs measure in…

Analysis of PDEs · Mathematics 2023-08-25 Yu Cao , Jianfeng Lu , Lihan Wang

We apply the Broad Histogram Method to an Ising system in the context of the recently reformulated Generalized Thermostatistics, and we claim it to be a very efficient simulation tool for this non-extensive statistics. Results are obtained…

Statistical Mechanics · Physics 2015-06-25 A. R. Lima , J. S. Sá Martins , T. J. P. Penna

Given an energy potential on the Euclidian space, a piecewise deterministic Markov process is designed to sample the corresponding Gibbs measure. In dimension one an Eyring-Kramers formula is obtained for the exit time of the domain of a…

Probability · Mathematics 2016-04-04 Pierre Monmarché

We consider the problem of learning the underlying graph of an unknown Ising model on p spins from a collection of i.i.d. samples generated from the model. We suggest a new estimator that is computationally efficient and requires a number…

Machine Learning · Computer Science 2017-04-17 Marc Vuffray , Sidhant Misra , Andrey Y. Lokhov , Michael Chertkov

A coherent Ising machine (CIM) is known to deliver the low-energy states of the Ising model. Here, we investigate how well the CIM simulates the thermodynamic properties of a two-dimensional square-lattice Ising model. Assuming that the…

The main contribution of the current study is two-fold. First, we investigate the energy landscape of the Ising and Potts models on finite two-dimensional lattices without external fields in the low temperature regime. The complete analysis…

Probability · Mathematics 2023-01-05 Seonwoo Kim , Insuk Seo

At low temperatures, the classical two-dimensional random bond Ising model undergoes a frustration-driven ferromagnet-to-paramagnet transition controlled by a zero-temperature fixed point separating ferromagnet and spin glass phases. We…

Statistical Mechanics · Physics 2026-03-04 Akshat Pandey , Aditya Mahadevan , A. Alan Middleton , Daniel S. Fisher

Learning Gibbs distributions using only sufficient statistics has long been recognized as a computationally hard problem. On the other hand, computationally efficient algorithms for learning Gibbs distributions rely on access to full sample…

Machine Learning · Computer Science 2026-02-16 Abhijith Jayakumar , Shreya Shukla , Marc Vuffray , Andrey Y. Lokhov , Sidhant Misra

Inspired by the work of [Fang et al.. An improved annealing method and its large-time behaviour. Stochastic Process. Appl. (1997), Volume 71 Issue 1 Page 55-74.], who propose an improved simulated annealing algorithm based on a variant of…

Probability · Mathematics 2020-09-10 Michael C. H. Choi

Given a target function $H$ to minimize or a target Gibbs distribution $\pi_{\beta}^0 \propto e^{-\beta H}$ to sample from in the low temperature, in this paper we propose and analyze Langevin Monte Carlo (LMC) algorithms that run on an…

Probability · Mathematics 2023-02-09 Michael C. H. Choi , Youjia Wang

We compare ergodic properties of the kinetic energy for three stochastic models of subrecoil-laser-cooled gases. One model is based on a heterogeneous random walk (HRW), another is an HRW with long-range jumps (the exponential model), and…

Statistical Mechanics · Physics 2022-07-13 Takuma Akimoto , Eli Barkai , Günter Radons
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