Related papers: Note on Interacting Langevin Diffusions: Gradient …
A new computational method is presented for study suspensions of charged soft particles undergoing fluctuating hydrodynamic and electrostatic interactions. The proposed model is appropriate for polymers, proteins and porous particles…
The filtering distribution captures the statistics of the state of a dynamical system from partial and noisy observations. Classical particle filters provably approximate this distribution in quite general settings; however they behave…
We propose a method for inference on moderately high-dimensional, nonlinear, non-Gaussian, partially observed Markov process models for which the transition density is not analytically tractable. Markov processes with intractable transition…
Recently, we introduced the active Dyson Brownian motion model (DBM), in which $N$ run-and-tumble particles interact via a logarithmic repulsive potential in the presence of a harmonic well. We found that in a broad range of parameters the…
The paper deals with the description of particle deposition on walls from a turbulent flow over a large range of particle diameter, using a Langevin PDF model. The first aim of the work is to test how the present Langevin model is able to…
We introduce a class of algorithms, termed proximal interacting particle Langevin algorithms (PIPLA), for inference and learning in latent variable models whose joint probability density is non-differentiable. Leveraging proximal Markov…
Langevin dynamics is used to study equilibrium properties of the suspension of magnetic filaments (chains of nanoparticles permanently crosslinked with polymers). It is shown that the filament suspension generally has a larger magnetic…
The theoretical treatment of Fermi systems consisting of particles with unequal masses is challenging. Even in one spatial dimension analytic solutions are limited to special configurations and numerical progress with Monte Carlo…
We present a novel and rigorous approach to the Langevin dynamics of ideal polymer chains subject to internal distance constraints. The permanent constraints are modelled by harmonic potentials in the limit when the strength of the…
We introduce an interacting particle system in which two families of reflected diffusions interact in a singular manner near a deterministic interface $I$. This system can be used to model the transport of positive and negative charges in a…
Many complex structures and stochastic patterns emerge from simple kinetic rules and local interactions, and are governed by scale invariance properties in combination with effects of the global geometry. We consider systems that can be…
We look at the equilibrium of a Brownian particle in an inhomogeneous space following the alternative approach proposed in ref.[1]. We consider a coordinate dependent damping that makes the stochastic dynamics the one with multiplicative…
We consider the physical model of a classical mechanical system (called "small system") undergoing repeated interactions with a chain of identical small pieces (called "environment"). This physical setup constitutes an advantageous way of…
We formulate a recursive estimation problem for multiple dynamical systems coupled through a low dimensional stochastic input, and we propose an efficient sub-optimal solution. The suggested approach is an approximation of the Kalman filter…
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,…
The description of the dynamics of a complex, high-dimensional system in terms of a low-dimensional set of collective variables Y can be fruitful if the low dimensional representation satisfies a Langevin equation with drift and diffusion…
The blossoming of interest in colloids and nano-particles has given renewed impulse to the study of hard-body systems. In particular, hard spheres have become a real test system for theories and experiments. It is therefore necessary to…
We present a first-principles formalism for studying dynamical heterogeneities in glass forming liquids. Based on the Non-Equilibrium Self-Consistent Generalized Langevin Equation theory, we were able to describe the time-dependent local…
We investigate the interaction between light and molecular systems modeled as quantum emitters coupled to a multitude of vibrational modes via a Holstein-type interaction. We follow a quantum Langevin equations approach that allows for…
Overdamped Langevin dynamics are reversible stochastic differential equations which are commonly used to sample probability measures in high-dimensional spaces, such as the ones appearing in computational statistical physics and Bayesian…