Related papers: Note on Interacting Langevin Diffusions: Gradient …
Solving inverse problems without the use of derivatives or adjoints of the forward model is highly desirable in many applications arising in science and engineering. In this paper, we propose a new version of such a methodology, a framework…
In this paper we continue the study of the derivation of different types of kinetic equations which arise from scaling limits of interacting particle systems. We began this study in \cite{NVW}. More precisely, we consider the derivation of…
The increasing availability of data presents an opportunity to calibrate unknown parameters which appear in complex models of phenomena in the biomedical, physical and social sciences. However, model complexity often leads to…
We study the Langevin dynamics of diffusive particles with regular pairwise interactions under mean-field scaling. By approximating empirical distributions with conditional distributions, we establish coercive and contractive properties for…
The aim of this note is to revisit propagation of chaos for a Langevin-type interacting particle system used for sampling probability measures. The interacting particle system we consider coincides, in the setting of a log-quadratic target…
Inverse problems are ubiquitous because they formalize the integration of data with mathematical models. In many scientific applications the forward model is expensive to evaluate, and adjoint computations are difficult to employ; in this…
We develop analytical tools and numerical methods for time evolving the total density matrix of the finite-size Anderson model. The model is composed of two finite metal grains, each prepared in canonical states of differing chemical…
In this paper we study macroscopic density equations in which the diffusion coefficient depends on a weighted spatial average of the density itself. We show that large differences (not present in the local density-dependence case) appear…
We investigate the influence of a self-propelling, out-of-equilibrium active particle on generalized elastic systems, including flexible and semiflexible polymers, fluid membranes, and fluctuating interfaces, while accounting for…
Langevin dynamics has found a large number of applications in sampling, optimization and estimation. Preconditioning the gradient in the dynamics with the covariance - an idea that originated in literature related to solving estimation and…
We propose a computational method (with acronym ALDI) for sampling from a given target distribution based on first-order (overdamped) Langevin dynamics which satisfies the property of affine invariance. The central idea of ALDI is to run an…
We proposed a new technique to accelerate sampling methods for solving difficult optimization problems. Our method investigates the intrinsic connection between posterior distribution sampling and optimization with Langevin dynamics, and…
The diffusive dynamics of a particle in a medium with space-dependent friction coefficient is studied within the framework of the inertial Langevin equation. In this description, the ambiguous interpretation of the stochastic integral,…
We continue our investigation of multi-partite open quantum systems comprising layers of structure using the atom-field-medium interactions as a familiarly important example. Same as in Paper I~\cite{HH24} we consider a system of $N$…
To investigate the impact of non-linear interactions on dynamic coarse graining, we study a simplified model system, featuring a tracer particle in a complex environment. Using a projection operator formalism and computer simulations, we…
We present an approach to the dynamics of interacting particle systems, which allows to derive path integral formulas from purely stochastic considerations. We show that the resulting field theory is a dual version of the standard theory of…
Density-dependent diffusion is a widespread phenomenon in nature. We have examined the density-dependent diffusion behavior of some biological processes such as tumor growth and invasion [23]. Here, we extend our previous work by developing…
Langevin integrators based on operator splitting are widely used in molecular dynamics. This work examines Langevin splitting schemes from the perspective of their internal trajectories and observation points, complementing existing…
Many complex systems, ranging from migrating cells to animal groups, exhibit stochastic dynamics described by the underdamped Langevin equation. Inferring such an equation of motion from experimental data can provide profound insight into…
For a class of interacting particle systems in continuous space, we show that finite-volume approximations of the bulk diffusion matrix converge at an algebraic rate. The models we consider are reversible with respect to the Poisson…