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This article considers the application of Langevin dynamics to sampling and investigates how to choose the damping parameter in Langevin dynamics for the purpose of maximizing thoroughness of sampling. Also, it considers the computation of…

Computation · Statistics 2021-06-23 Robert D. Skeel , Carsten Hartmann

We study the two-dimensional Langevin dynamics of a two-component system, whose components are in contact with heat baths kept at different temperatures. Dynamics is constrained by an optical trap and the \text{dissimilar} species interact…

Statistical Mechanics · Physics 2023-01-11 Victor S Dotsenko , Pascal Viot , Alberto Imparato , Gleb Oshanin

The calculation of the ground state and thermodynamics of mass-imbalanced Fermi systems is a challenging many-body problem. Even in one spatial dimension, analytic solutions are limited to special configurations and numerical progress with…

Quantum Gases · Physics 2018-07-20 Lukas Rammelmüller , William J. Porter , Joaquín E. Drut , Jens Braun

When a probe particle immersed in a fluid with nonlinear interactions is subject to strong driving, the cumulants of the stochastic force acting on the probe are nonlinear functionals of the driving protocol. We present a Volterra series…

Statistical Mechanics · Physics 2024-12-17 Juliana Caspers , Matthias Krüger

We present a new time-dependent Density Functional approach to study the relaxational dynamics of an assembly of interacting particles subject to thermal noise. Starting from the Langevin stochastic equations of motion for the velocities of…

Statistical Mechanics · Physics 2016-08-31 Umberto Marini Bettolo Marconi , Pedro Tarazona

For the Langevin model of the dynamics of a Brownian particle with perturbations orthogonal to its current velocity, in a regime when the particle velocity modulus becomes constant, an equation for the characteristic function $\psi…

Statistical Mechanics · Physics 2021-03-01 V. A. Doobko , S. V. Zubarev , E. V. Karachanskaya

The usual Langevin approach to describe systems driven by noise fails to describe the long time behavior of systems with multiple attractors. The solution of the associated linear Fokker-Planck equation is always unique, even though it…

Statistical Mechanics · Physics 2017-06-20 M. Morillo , J. M. Casado

The reaction A+B --> B is studied when the reactants diffuse in phase space, i.e. their dynamics is described by the Langevin equation. The steady-state rate constants are calculated for both the target (static A and mobile B's) and…

Statistical Mechanics · Physics 2009-10-31 D. J. Bicout , A. M. Berezhkovskii , Attila Szabo

Computing analytically the $n$-point density correlations in systems of interacting particles is a long-standing problem of statistical physics, with a broad range of applications, from the interpretation of scattering experiments in simple…

Statistical Mechanics · Physics 2025-07-01 Louison Le Bon , Antoine Carof , Pierre Illien

We consider one-dimensional diffusions, with polynomial drift and diffusion coefficients, so that in particular the motion can be space-inhomogeneous, interacting via one-sided reflections. The prototypical example is the well-known model…

Probability · Mathematics 2023-07-05 Theodoros Assiotis

This paper considers a large class of nonlinear integro-differential scalar equations which involve an anomalous diffusion (e.g. driven by a fractional Laplacian) and a non-local singular convolution kernel. Each of those singular equations…

Probability · Mathematics 2025-01-07 Christian Olivera , Marielle Simon

We investigate single-particle diffusion in a two-state Langevin model where the friction coefficient randomly switches between low-friction (liquid-like) and high-friction (glassy-like) states. The dynamics are governed by the ratio…

Chemical Physics · Physics 2025-12-03 Fivos Perakis , Takeshi Kawasaki , Shinji Saito

We revisit the hard-spheres lattice gas model in the spherical approximation proposed by Lebowitz and Percus (J. L. Lebowitz, J. K. Percus, Phys. Rev.{\ 144} (1966) 251). Although no disorder is present in the model, we find that the…

Materials Science · Physics 2009-10-30 F. G. Padilla , F. Ritort

A family of collective variables is proposed to perform exact dynamical coarse-graining even in systems without time scale separation. More precisely, it is shown that these variables are not slow in general but they satisfy an overdamped…

Statistical Mechanics · Physics 2015-06-19 Jianfeng Lu , Eric Vanden-Eijnden

Given a noisy linear measurement $y = Ax + \xi$ of a distribution $p(x)$, and a good approximation to the prior $p(x)$, when can we sample from the posterior $p(x \mid y)$? Posterior sampling provides an accurate and fair framework for…

Machine Learning · Computer Science 2025-11-19 Zhiyang Xun , Shivam Gupta , Eric Price

We demonstrate the use of Langevin spin dynamics for studying dynamical properties of an archetypical spin glass system. Simulations are performed on CuMn (20% Mn) where we study the relaxation that follows a sudden quench of the system to…

Materials Science · Physics 2009-11-13 B. Skubic , O. E. Peil , J. Hellsvik , P. Nordblad , L. Nordström , O. Eriksson

We study the convergence of the empirical distribution associated with a system of interacting kinetic particles subject to independent Brownian forcing in a finite horizon setting, using some recent progress on kinetic non-linear partial…

Probability · Mathematics 2025-11-13 Carlo Bellingeri , Fabio Coppini

We propose a reflection-free Langevin framework for sampling and optimization on compact polyhedra. The method is based on the inverse Hessian of the logarithmic barrier, which defines a Dikin--Langevin diffusion whose drift and noise adapt…

Computation · Statistics 2026-03-17 James Chok , Domenic Petzinna

This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…

Statistical Mechanics · Physics 2011-09-09 Guy Fayolle , Cyril Furtlehner

The stochastic dynamics of a rigid inclusion constrained to move on a curved surface has many applications in biological and soft matter physics, ranging from the diffusion of passive or active membrane proteins to the motion of phoretic…

Soft Condensed Matter · Physics 2025-04-18 Balázs Németh , Ronojoy Adhikari