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The analysis of space-time data from complex, real-life phenomena requires the use of flexible and physically motivated covariance functions. In most cases, it is not possible to explicitly solve the equations of motion for the fields or…

Methodology · Statistics 2016-06-29 Dionissios T. Hristopulos , Ivi C. Tsantili

The properties of molecules and materials containing light nuclei are affected by their quantum mechanical nature. Modelling these quantum nuclear effects accurately requires computationally demanding path integral techniques. Considerable…

Chemical Physics · Physics 2020-04-22 Venkat Kapil , David M. Wilkins , Jinggang Lan , Michele Ceriotti

We investigate the dynamics of a single, overdamped colloidal particle, which is driven by a constant force through a one-dimensional periodic potential. We focus on systems with large barrier heights where the lowest-order cumulants of the…

Statistical Mechanics · Physics 2016-05-30 Clive Emary , Robert Gernert , Sabine H. L. Klapp

We present a variational principle for the extraction of a time-dependent orthonormal basis from random realizations of transient systems. The optimality condition of the variational principle leads to a closed-form evolution equation for…

Numerical Analysis · Mathematics 2020-07-01 Hessam Babaee

Priors with non-smooth log-densities, such as the l1-prior, are widely used in Bayesian inverse problems for their sparsity-inducing properties. Existing Langevin-based sampling methods typically rely on proximal mappings or smooth…

Numerical Analysis · Mathematics 2026-05-05 Ivan Cheltsov , Federico Cornalba , Clarice Poon , Tony Shardlow

We develop an efficient sampling method by simulating Langevin dynamics with an artificial force rather than a natural force by using the gradient of the potential energy. The standard technique for sampling following the predetermined…

Statistical Mechanics · Physics 2015-09-30 M. Ohzeki , A. Ichiki

Fourier acceleration has been successfully applied to the simulation of lattice field theories for more than a decade. In this paper, we extend the method to the dynamics of discrete particles moving in continuum. Although our method is…

Statistical Mechanics · Physics 2009-10-31 Francis J. Alexander , Bruce M. Boghosian , Richard C. Brower , S. Roy Kimura

Providing efficient and accurate parametrizations for model reduction is a key goal in many areas of science and technology. Here we present a strong link between data-driven and theoretical approaches to achieving this goal. Formal…

Chaotic Dynamics · Physics 2021-06-02 Manuel Santos Gutiérrez , Valerio Lucarini , Mickaël D. Chekroun , Michael Ghil

We introduce a hybrid projection scheme that combines linear Mori projection and conditional Zwanzig projection techniques and use it to derive a Generalized Langevin Equation (GLE) for a general interacting many-body system. The resulting…

Chemical Physics · Physics 2022-08-31 Cihan Ayaz , Benjamin A. Dalton , Roland R. Netz

We propose a very accurate computational scheme for the dynamics of a classical oscillator coupled to a molecular junction driven by a finite bias, including the finite mass effect. We focus on two minimal models for the molecular junction:…

Mesoscale and Nanoscale Physics · Physics 2015-05-20 A. Nocera , C. A. Perroni , V. Marigliano Ramaglia , V. Cataudella

We represent fractional conditional expectations of a functional of fractional Brownian motion as a convergent series in L^2 space. When the target random variable is some function of a discrete trajectory of fractional Brownian motion, we…

Probability · Mathematics 2015-08-17 Sixian Jin , Qidi Peng , Henry Schellhorn

Multiscale spatial structure complicates temporal prediction because small-scale spatial fluctuations influence large-scale evolution, yet resolving all scales is often intractable. Standard diffusion models do not address this problem…

Fluid Dynamics · Physics 2026-04-02 Yuki Yasuda , Tobias Bischoff

This work presents a tensorial approach to constructing data-driven reduced-order models corresponding to semi-discrete partial differential equations with canonical Hamiltonian structure. By expressing parameter-varying operators with…

Numerical Analysis · Mathematics 2025-05-14 Arjun Vijaywargiya , Shane A. McQuarrie , Anthony Gruber

Adaptive Langevin dynamics is a method for sampling the Boltzmann-Gibbs distribution at prescribed temperature in cases where the potential gradient is subject to stochastic perturbation of unknown magnitude. The method replaces the…

Probability · Mathematics 2023-11-14 Benedict Leimkuhler , Matthias Sachs , Gabriel Stoltz

We propose a novel stochastic method to generate Brownian paths conditioned to start at an initial point and end at a given final point during a fixed time $t_{f}$ under a given potential $U(x)$. These paths are sampled with a probability…

Statistical Mechanics · Physics 2016-11-24 Marc Delarue , Patrice Koehl , Henri Orland

We investigate learning the eigenfunctions of evolution operators for time-reversal invariant stochastic processes, a prime example being the Langevin equation used in molecular dynamics. Many physical or chemical processes described by…

Machine Learning · Computer Science 2024-12-11 Timothée Devergne , Vladimir Kostic , Michele Parrinello , Massimiliano Pontil

We consider the thermodynamic potential describing the macroscopic fluctuation of the current and local energy of a general class of Hamiltonian models including aerogels. We argue that this potential is neither analytic nor strictly…

Mathematical Physics · Physics 2015-05-19 Raphael Lefevere , Mauro Mariani , Lorenzo Zambotti

We propose a generalization of Heisenberg picture quantum mechanics in which a Lagrangian and Hamiltonian dynamics is formulated directly for dynamical systems on a manifold with non--commuting coordinates, which act as operators on an…

High Energy Physics - Theory · Physics 2010-11-01 Stephen L. Adler

This note provides a simple derivation of the overdamped approximation for kinetic (or underdamped) equilibrium Langevin dynamics, in cases where certain coefficients depend on the position variable. The equivalent small-mass limit of these…

Probability · Mathematics 2026-05-11 Noé Blassel

In the coarse grained Brownian Dynamics simulation method the many solvent molecules are replaced by random thermal kicks and an effective friction acting on the particles of interest. For Brownian Dynamics the friction has to be so strong…

Biomolecules · Quantitative Biology 2015-05-13 Uwe Winter , Tihamer Geyer