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We consider Adaptively Restrained Langevin dynamics, in which the kinetic energy function vanishes for small velocities. Properly parameterized, this dynamics makes it possible to reduce the computational complexity of updating…

Statistical Mechanics · Physics 2017-03-28 Zofia Trstanova , Stephane Redon

This paper introduces an alternative approach to sampling from autoregressive models. Autoregressive models are typically sampled sequentially, according to the transition dynamics defined by the model. Instead, we propose a sampling…

Machine Learning · Computer Science 2021-12-20 Vivek Jayaram , John Thickstun

A theoretical framework which unifies the conventional Mori-Zwanzig formalism and the approximate Koopman learning is presented. In this framework, the Mori-Zwanzig formalism, developed in statistical mechanics to tackle the hard problem of…

Statistical Mechanics · Physics 2021-07-27 Yen Ting Lin , Yifeng Tian , Marian Anghel , Daniel Livescu

We investigate a one-dimensional model of active motion, which takes into account the effects of persistent self-propulsion through a memory function in a dissipative-like term of the generalized Langevin equation for particle swimming…

Statistical Mechanics · Physics 2019-09-25 Francisco J. Sevilla , Rosalío F. Rodríguez , Juan Ruben Gomez-Solano

In molecular dynamics simulations, dynamically consistent coarse-grained (CG) models commonly use stochastic thermostats to model friction and fluctuations that are lost in a CG description. While Markovian, i.e., time-local, formulations…

Statistical Mechanics · Physics 2024-06-24 V. Klippenstein , N. Wolf , N. F. A. van der Vegt

The problem of biological motion is a very intriguing and topical issue. Many efforts are being focused on the development of novel modeling approaches for the description of anomalous diffusion in biological systems, such as the very…

We discuss the design of state-of-the-art numerical methods for molecular dynamics, focusing on the demands of soft matter simulation, where the purposes include sampling and dynamics calculations both in and out of equilibrium. We discuss…

Computational Physics · Physics 2020-02-14 Xiaocheng Shang , Martin Kröger , Benedict Leimkuhler

Modeling non-Markovian time series is a recent topic of research in many fields such as climate modeling, biophysics, molecular dynamics, or finance. The generalized Langevin equation (GLE), given naturally by the Mori-Zwanzig projection…

Data Analysis, Statistics and Probability · Physics 2022-07-25 Clemens Willers , Oliver Kamps

Aim of this note is to analyse branching Brownian motion within the class of models introduced in the recent paper [4] and called chemical diffusion master equations. These models provide a description for the probabilistic evolution of…

Probability · Mathematics 2024-01-23 Alberto Lanconelli , Berk Tan Perçin

We study the mechanical unfolding of a simple model protein. The Langevin dynamics results are analyzed using Markov-model methods which allow to describe completely the configurational space of the system. Using transition path theory we…

Biological Physics · Physics 2015-06-08 Rafael Tapia-Rojo , Sergio Arregui , Juan José Mazo , Fernando Falo

Microscopic theory of Brownian motion of a particle of mass $M$ in a bath of molecules of mass $m\ll M$ is considered beyond lowest order in the mass ratio $m/M$. The corresponding Langevin equation contains nonlinear corrections to the…

Statistical Mechanics · Physics 2010-01-22 A. V. Plyukhin

A key task in Bayesian machine learning is sampling from distributions that are only specified up to a partition function (i.e., constant of proportionality). One prevalent example of this is sampling posteriors in parametric distributions,…

Machine Learning · Computer Science 2020-09-10 Rong Ge , Holden Lee , Andrej Risteski

We examine the behavior of a colloidal particle immersed in a viscoelastic bath undergoing stochastic resetting at a rate $r$. Microscopic probes suspended in viscoelastic environment do not follow the classical theory of Brownian motion.…

Statistical Mechanics · Physics 2024-12-13 Arup Biswas , Johan L. A. Dubbeldam , Trifce Sandev , Arnab Pal

In this paper we give explicit examples of power-law correlated stationary Markovian processes y(t) where the stationary pdf shows tails which are gaussian or exponential. These processes are obtained by simply performing a coordinate…

Statistical Mechanics · Physics 2010-12-08 Salvatore Miccichè

The focus of our study in this paper is on the active dynamics and a fractional generalized Langevin equation with a memory kernel K(t). The Fokker-Planck equation is obtained by deriving it from a second-order differential equation. The…

Statistical Mechanics · Physics 2024-12-17 Yun Jeong Kang , Kyungsik Kim

The slow processes of metastable stochastic dynamical systems are difficult to access by direct numerical simulation due the sampling problem. Here, we suggest an approach for modeling the slow parts of Markov processes by approximating the…

Mathematical Physics · Physics 2012-12-03 Frank Noé , Feliks Nüske

This paper discusses the estimation of the generalization gap, the difference between generalization performance and training performance, for overparameterized models including neural networks. We first show that a functional variance, a…

Machine Learning · Statistics 2023-03-21 Akifumi Okuno , Keisuke Yano

Given nonstationary data from molecular dynamics simulations, a Markovian Langevin model is constructed that aims to reproduce the time evolution of the underlying process. While at equilibrium the free energy landscape is sampled,…

Computational Physics · Physics 2021-07-20 Benjamin Lickert , Steffen Wolf , Gerhard Stock

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…

Methodology · Statistics 2020-04-02 Joonha Park , Edward L. Ionides

Coarse-graining or model reduction is a term describing a range of approaches used to extend the time-scale of molecular simulations by reducing the number of degrees of freedom. In the context of molecular simulation, standard…

Dynamical Systems · Mathematics 2023-11-14 Thomas Hudson , Xingjie Helen Li
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