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Rare event simulation and estimation for systems in equilibrium are among the most challenging topics in molecular dynamics. As was shown by Jarzynski and others, nonequilibrium forcing can theoretically be used to obtain equilibrium rare…

Optimization and Control · Mathematics 2015-06-11 Carsten Hartmann , Christof Schütte

We utilise a sampler originating from nonequilibrium statistical mechanics, termed here Jarzynski-adjusted Langevin algorithm (JALA), to build statistical estimation methods in latent variable models. We achieve this by leveraging…

Computation · Statistics 2025-10-27 James Cuin , Davide Carbone , O. Deniz Akyildiz

Langevin dynamics has become a popular tool to simulate the Boltzmann equilibrium distribution. When the repartition of the Langevin equation involves the exact realization of the Ornstein-Uhlenbeck noise, in addition to the conventional…

Chemical Physics · Physics 2017-11-15 Dezhang Li , Xu Han , Yichen Chai , Cong Wang , Zifei Chen , Zhijun Zhang , Jian Liu , Jiushu Shao

We apply path integrals to study nonequilibrium work theorems in the context of Brownian dynamics, deriving in particular the equations of motion governing the most typical and most dominant trajectories. For the analytically soluble cases…

Statistical Mechanics · Physics 2009-03-12 David D. L. Minh , Artur B. Adib

We show how to find the physical Langevin equation describing the trajectories of particles undergoing collisionless stochastic acceleration. These stochastic differential equations retain not only one-, but two-particle statistics, and…

Mathematical Physics · Physics 2013-12-17 J. W. Burby , A. I. Zhmoginov , H. Qin

In this paper we propose a new approach for sampling from probability measures in, possibly, high dimensional spaces. By perturbing the standard overdamped Langevin dynamics by a suitable Stratonovich perturbation that preserves the…

Numerical Analysis · Mathematics 2019-04-23 Assyr Abdulle , Grigorios A. Pavliotis , Gilles Vilmart

In the global framework of finding an axiomatic derivation of nonequilibrium Statistical Mechanics from fundamental principles, such as the maximum path entropy -- also known as Maximum Caliber principle -- , this work proposes an…

Statistical Mechanics · Physics 2017-06-28 Diego González , Sergio Davis

Recently there has been growing interest in extending the thermodynamic method from static configurations to dynamical trajectories. In this approach, ensembles of trajectories are treated in an analogous manner to ensembles of…

Statistical Mechanics · Physics 2016-08-23 Robert M. Turner , Thomas Speck , Juan P. Garrahan

We consider problems of minimizing functionals $\mathcal{F}$ of probability measures on the Euclidean space. To propose an accelerated gradient descent algorithm for such problems, we consider gradient flow of transport maps that give…

Optimization and Control · Mathematics 2023-09-06 Ken'ichiro Tanaka

We extend the Jarzynski equality, which is an exact identity between the equilibrium and nonequilibrium averages, to be useful to compute the value of the entropy difference by changing the Hamiltonian. To derive our result, we introduce…

Statistical Mechanics · Physics 2011-03-24 Hitoshi Katsuda , Masayuki Ohzeki

Building on a variant of the Jarzynski equation we propose a new method to numerically determine the prior-predictive value in a Bayesian inference problem. The method generalizes thermodynamic integration and is not hampered by…

Data Analysis, Statistics and Probability · Physics 2009-11-13 Holger Ahlers , Andreas Engel

We consider sampling from a Gibbs distribution by evolving a finite number of particles using a particular score estimator rather than Brownian motion. To accelerate the particles, we consider a second-order score-based ODE, similar to…

Machine Learning · Statistics 2026-01-19 Hong Ye Tan , Stanley Osher , Wuchen Li

We show a practical application of an well-known nonequilibrium relation, the Jarzynski equality, in quantum computation. Its implementation may open a way to solve combinatorial optimization problems, minimization of a real single-valued…

Quantum Physics · Physics 2010-07-06 Masayuki Ohzeki , Hidetoshi Nishimori

We introduce a new method to accurately and efficiently estimate the effective dynamics of collective variables in molecular simulations. Such reduced dynamics play an essential role in the study of a broad class of processes, ranging from…

Statistical Mechanics · Physics 2022-03-28 Hadrien Vroylandt , Ludovic Goudenège , Pierre Monmarché , Fabio Pietrucci , Benjamin Rotenberg

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 study a class of nonlinear nonparametric inverse problems. Specifically, we propose a nonparametric estimator of the dynamics of a monotonically increasing trajectory defined on a finite time interval. Under suitable regularity…

Statistics Theory · Mathematics 2014-08-25 Debashis Paul , Jie Peng , Prabir Burman

In this paper we study a second order dynamical system with variable coefficients in connection to the minimization problem of a smooth nonconvex function. The convergence of the trajectories generated by the dynamical system to a critical…

Optimization and Control · Mathematics 2025-10-21 Szilárd Csaba László

We consider the convergence of kinetic Langevin dynamics to its ergodic invariant measure, which is Gibbs distribution. Instead of the standard setup where the friction coefficient is a constant scalar, we investigate position-dependent…

Probability · Mathematics 2024-07-02 Keunwoo Lim , Molei Tao

A single bit memory system is made with a brownian particle held by an optical tweezer in a double-well potential and the work necessary to erase the memory is measured. We show that the minimum of this work is close to the Landauer's bound…

Statistical Mechanics · Physics 2014-06-03 Antoine Bérut , Artyom Petrosyan , Sergio Ciliberto

Solving symmetric positive semidefinite linear systems is an essential task in many scientific computing problems. While Jacobi-type methods, including the classical Jacobi method and the weighted Jacobi method, exhibit simplicity in their…

Optimization and Control · Mathematics 2025-10-16 Ling Liang , Qiyuan Pang , Kim-Chuan Toh , Haizhao Yang
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