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Related papers: The Challenge of Stochastic St{\o}rmer-Verlet Ther…

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We present the complete set of stochastic Verlet-type algorithms that can provide correct statistical measures for both configurational and kinetic sampling in discrete-time Langevin systems. The approach is a brute-force general…

Statistical Mechanics · Physics 2020-10-06 Niels Grønbech-Jensen

We systematically develop beneficial and practical velocity measures for accurate and efficient statistical simulations of the Langevin equation with direct applications to computational statistical mechanics and molecular dynamics…

Statistical Mechanics · Physics 2024-10-25 Niels Grønbech-Jensen

We expand on the previously published Gr{\o}nbech-Jensen Farago (GJF) thermostat, which is a thermodynamically sound variation on the St{\o}rmer-Verlet algorithm for simulating discrete-time Langevin equations. The GJF method has been…

Computational Physics · Physics 2019-07-31 Lucas Frese Grønbech Jensen , Niels Grønbech-Jensen

In light of the recently published complete set of statistically correct Gronbech-Jensen (GJ) methods for discrete-time thermodynamics, we revise a differential operator splitting method for the Langevin equation in order to comply with the…

Computational Physics · Physics 2021-11-10 Joshua Finkelstein , Chungho Cheng , Giacomo Fiorin , Benjamin Seibold , Niels Grønbech-Jensen

A new Langevin-Verlet thermostat that preserves the fluctuation-dissipation relationship for discrete time steps, is applied to molecular modeling and tested against several popular suites (AMBER, GROMACS, LAMMPS) using a small molecule as…

Materials Science · Physics 2013-12-17 Niels Grønbech-Jensen , Natha Robert Hayre , Oded Farago

We reformulate the algorithm of Gr{\o}nbech-Jensen and Farago (GJF) for Langevin dynamics simulations at constant temperature. The GJF algorithm has become increasingly popular in molecular dynamics simulations because it provides robust…

Statistical Mechanics · Physics 2019-08-14 Oded Farago

In light of recent advances in time-step independent stochastic integrators for Langevin equations, we revisit the considerations for using non-Gaussian distributions for the thermal noise term in discrete-time thermostats. We find that the…

Statistical Mechanics · Physics 2023-05-04 Niels Grønbech-Jensen

We present a new and improved method for simultaneous control of temperature and pressure in molecular dynamics simulations with periodic boundary conditions. The thermostat-barostat equations are build on our previously developed…

Statistical Mechanics · Physics 2014-11-20 Niels Grønbech-Jensen , Oded Farago

Using the recently published GJF-2GJ Langevin thermostat, which can produce time-step-independent statistical measures even for large time steps, we analyze and discuss the causes for abrupt deviations in statistical data as the time step…

Statistical Mechanics · Physics 2020-01-31 Lucas Frese Grønbech Jensen , Niels Grønbech-Jensen

We provide an analytical framework for analyzing the quality of stochastic Verlet-type integrators for simulating the Langevin equation. Focusing only on basic objective measures, we consider the ability of an integrator to correctly…

Computational Physics · Physics 2026-02-12 Niels Grønbech-Jensen

We present a revision to the well known Stormer-Verlet algorithm for simulating second order differential equations. The revision addresses the inclusion of linear friction with associated stochastic noise, and we analytically demonstrate…

Statistical Mechanics · Physics 2013-06-25 Niels Grønbech-Jensen , Oded Farago

We expand on two previous developments in the modeling of discrete-time Langevin systems. One is the well-documented Gr{\o}nbech-Jensen Farago (GJF) thermostat, which has been demonstrated to give robust and accurate configurational…

Statistical Mechanics · Physics 2020-02-26 Niels Grønbech-Jensen , Oded Farago

We implement the statistically sound G-JF thermostat for Langevin Dynamics simulations into the ESPREesSo molecular package for large-scale simulations of soft matter systems. The implemented integration method is tested against the…

Computational Physics · Physics 2016-08-17 Evyatar Arad , Oded Farago , Niels Grønbech-Jensen

Gradient Symbolic Computation is proposed as a means of solving discrete global optimization problems using a neurally plausible continuous stochastic dynamical system. Gradient symbolic dynamics involves two free parameters that must be…

Computation and Language · Computer Science 2018-01-12 Paul Tupper , Paul Smolensky , Pyeong Whan Cho

When simulating molecular systems using deterministic equations of motion (e.g., Newtonian dynamics), such equations are generally numerically integrated according to a well-developed set of algorithms that share commonly agreed-upon…

Computational Physics · Physics 2014-08-08 David A. Sivak , John D. Chodera , Gavin E. Crooks

This report considers a variable step time discretization algorithm proposed by Dahlquist, Liniger and Nevanlinna and applies the algorithm to the unsteady Stokes/Darcy model. Although long-time forgotten and little explored, the algorithm…

Numerical Analysis · Mathematics 2020-07-09 Yi Qin , Yanren Hou , Wenlong Pei

Latent variable models are widely used in social and behavioural sciences, including education, psychology, and political science. With the increasing availability of large and complex datasets, high-dimensional latent variable models have…

Computation · Statistics 2025-12-09 Motonori Oka , Yunxiao Chen , Irini Moustaki

Stochastic differential equations provide a powerful tool for modelling dynamic phenomena affected by random noise. In case of repeated observations of time series for several experimental units, it is often the case that some of the…

Methodology · Statistics 2024-09-06 Fernando Baltazar-Larios , Mogens Bladt , Michael Sørensen

We propose a new simple and explicit numerical scheme for time-homogeneous stochastic differential equations. The scheme is based on sampling increments at each time step from a skew-symmetric probability distribution, with the level of…

Probability · Mathematics 2025-07-08 Yuga Iguchi , Samuel Livingstone , Nikolas Nüsken , Giorgos Vasdekis , Rui-Yang Zhang

Langevin simulation provides an effective way to study collisional effects in beams by reducing the six-dimensional Fokker-Planck equation to a group of stochastic ordinary differential equations. These resulting equations usually have…

Accelerator Physics · Physics 2007-05-23 Ji Qiang , Salman Habib
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