Related papers: On explicit $L^2$-convergence rate estimate for un…
The pre-exponential factor in the probability of decay of a metastable vacuum is calculated for a generic (2+1) dimensional model in the limit of small difference $\epsilon$ of the energy density between the metastable and the stable vacua.…
In the Langevin formalism, the delicate balance maintained between the fluctuations in the system and their corresponding dissipation may be upset by the presence of a secondary, space-dependent stochastic force, particularly in the low…
Langevin diffusions are rapidly convergent under appropriate functional inequality assumptions. Hence, it is natural to expect that with additional smoothness conditions to handle the discretization errors, their discretizations like the…
We employ weak hypocoercivity methods to study the long-term behavior of operator semigroups generated by degenerate Kolmogorov operators with variable second-order coefficients, which solve the associated abstract Cauchy problem. We prove…
Stochastic gradient descent with momentum is a popular variant of stochastic gradient descent, which has recently been reported to have a close relationship with the underdamped Langevin diffusion. In this paper, we establish a quantitative…
We study the problem of sampling from strongly log-concave distributions over $\mathbb{R}^d$ using the Poisson midpoint discretization (a variant of the randomized midpoint method) for overdamped/underdamped Langevin dynamics. We prove its…
We investigate the dissipative real-time evolution of the order parameter for the deconfining transition in the pure SU(2) gauge theory. The approach to equilibrium after a quench to temperatures well above the critical one is described by…
In this paper we introduce and analyse Langevin samplers that consist of perturbations of the standard underdamped Langevin dynamics. The perturbed dynamics is such that its invariant measure is the same as that of the unperturbed dynamics.…
For a Markovian dynamics on discrete states, the logarithmic ratio of waiting-time distributions between two successive, instantaneous transitions in forward and backward direction is a measure of time-irreversibility. It thus serves as an…
We study the simulated annealing algorithm based on the kinetic Langevin dynamics, in order to find the global minimum of a non-convex potential function. For both the continuous time formulation and a discrete time analogue, we obtain the…
We propose a sampling method based on an ensemble approximation of second order Langevin dynamics. The log target density is appended with a quadratic term in an auxiliary momentum variable and damped-driven Hamiltonian dynamics introduced;…
The exponential decay rate of $L^2-$norm related to the Korteweg-de Vries equation with localized damping posed on whole real line will be established. In addition, by using classical arguments we determine the $H^1-$norm of the solution…
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…
We study Langevin dynamics with a kinetic energy different from the standard, quadratic one in order to accelerate the sampling of Boltzmann-Gibbs distributions. In particular, this kinetic energy can be non-globally Lipschitz, which raises…
The classical (overdamped) Langevin dynamics provide a natural algorithm for sampling from its invariant measure, which uniquely minimizes an energy functional over the space of probability measures, and which concentrates around the…
In this paper, we consider the generalised (higher order) Langevin equation for the purpose of simulated annealing and optimisation of nonconvex functions. Our approach modifies the underdamped Langevin equation by replacing the Brownian…
We study Langevin-type algorithms for sampling from Gibbs distributions such that the potentials are dissipative and their weak gradients have finite moduli of continuity not necessarily convergent to zero. Our main result is a…
In recent papers it has been demonstrated that sampling a Gibbs distribution from an appropriate time-irreversible Langevin process is, from several points of view, advantageous when compared to sampling from a time-reversible one. Adding…
In this manuscript, we consider the Langevin dynamics on $\mathbb{R}^d$ with an overdamped vector field and driven by multiplicative Brownian noise of small amplitude $\sqrt{\epsilon}$, $\epsilon>0$. Under suitable assumptions on the vector…
Califano-Chiuderi \cite{CC} gave the numerical observation that the energy of the MHD equations is dissipated at a rate independent of the ohmic resistivity, which was first proved by \cite{RWXZ}[Ren et al., J. Funct. Anal., 2014] (the…