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We consider numerical methods for thermodynamic sampling, i.e. computing sequences of points distributed according to the Gibbs-Boltzmann distribution, using Langevin dynamics and overdamped Langevin dynamics (Brownian dynamics). A wide…

Statistical Mechanics · Physics 2015-01-13 Benedict Leimkuhler , Charles Matthews , Gabriel Stoltz

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

The translational motion of anisotropic or self-propelled colloidal particles is closely linked with the particle's orientation and its rotational Brownian motion. In the overdamped limit, the stochastic evolution of the orientation vector…

Statistical Mechanics · Physics 2025-10-17 Felix Höfling , Arthur V. Straube

Evolution equations for the orientation distribution of axisymmetric particles in periodic flows are derived in the regime of small but non-zero Brownian rotations. The equations are based on a multiple time scale approach that allows fast…

Fluid Dynamics · Physics 2009-11-11 Piero Olla

We provide a robust and general algorithm for computing distribution functions associated to induced orthogonal polynomial measures. We leverage several tools for orthogonal polynomials to provide a spectrally-accurate method for a broad…

Numerical Analysis · Mathematics 2017-04-28 Akil Narayan

An efficient algorithm to simulate dynamics of open quantum system is presented. The method describes the dynamics by unraveling stochastic wave functions converging to a density operator description. The stochastic techniques are based on…

Quantum Physics · Physics 2022-09-21 Ronnie Kosloff Uriel Shafir

Our ability to numerically model and understand the complex flow behavior of solid-bearing suspensions has increased significantly over the last couple of years, partly due to direct numerical simulations that compute flow around individual…

Computational Physics · Physics 2019-03-21 Zhipeng Qin , Kali Alison , Jenny Suckale

We derive the distribution function of work performed by a harmonic force acting on a uniformly dragged Brownian particle subjected to a rotational torque. Following the Onsager and Machlup's functional integral approach, we obtain the…

Statistical Mechanics · Physics 2016-01-29 Bappa Saha , Sutapa Mukherji

Many stochastic processes in the physical and biological sciences can be modelled as Brownian dynamics with multiplicative noise. However, numerical integrators for these processes can lose accuracy or even fail to converge when the…

Numerical Analysis · Mathematics 2024-04-22 Dominic Phillips , Charles Matthews , Benedict Leimkuhler

Dynamics simulations of constrained particles can greatly aid in understanding the temporal and spatial evolution of biological processes such as lateral transport along membranes and self-assembly of viruses. Most theoretical efforts in…

Computational Physics · Physics 2017-03-03 Stefan Paquay , Remy Kusters

In this article, we focus on the sampling of the configurational Gibbs-Boltzmann distribution, that is, the calculation of averages of functions of the position coordinates of a molecular $N$-body system modelled at constant temperature. We…

Numerical Analysis · Mathematics 2025-04-30 Benedict Leimkuhler , Charles Matthews

Drawing from the theory of stochastic differential equations, we introduce a novel sampling method for known distributions and a new algorithm for diffusion generative models with unknown distributions. Our approach is inspired by the…

Statistics Theory · Mathematics 2024-07-12 Xicheng Zhang

We introduce a numerical method for Brownian dynamics with position dependent diffusion tensor which is second order accurate for sampling the invariant measure while requiring only one force evaluation per timestep. Analysis of the…

Numerical Analysis · Mathematics 2025-01-09 Eugen Bronasco , Benedict Leimkuhler , Dominic Phillips , Gilles Vilmart

Many machine learning applications require operating on a spatially distributed dataset. Despite technological advances, privacy considerations and communication constraints may prevent gathering the entire dataset in a central unit. In…

Machine Learning · Statistics 2024-01-30 Alexandros E. Tzikas , Licio Romao , Mert Pilanci , Alessandro Abate , Mykel J. Kochenderfer

Even though the computation of local properties, such as densities or radial distribution functions, remains one of the most standard goals of molecular simulation, it still largely relies on straighforward histogram-based strategies. Here…

Computational Physics · Physics 2020-10-28 Benjamin Rotenberg

The random batch method is advantageous in accelerating force calculations in particle simulations, but it poses a challenge of removing the artificial heating effect in application to the Langevin dynamics. We develop an approach to solve…

Computational Physics · Physics 2024-11-05 Zhenli Xu , Yue Zhao , Qi Zhou

An inversion method is formulated for extracting entanglement-related information on two-particle interactions in a one-dimensional system from measurable one-particle position- and momentum-distribution functions. The method is based on a…

Quantum Physics · Physics 2017-01-31 I. Nagy , M. L. Glasser

The rotational dynamics of anisotropic particles advected in a turbulent fluid flow are important in many industrial and natural setting. Particle rotations are controlled by small scale properties of turbulence that are nearly universal,…

Fluid Dynamics · Physics 2013-04-19 Shima Parsa , Enrico Calzavarini , Federico Toschi , Greg A. Voth

We successfully perform the three-dimensional tracking in a turbulent fluid flow of small asymmetrical particles that are neutrally-buoyant and bottom-heavy, i.e., they have a non-homogeneous mass distribution along their symmetry axis. We…

Fluid Dynamics · Physics 2021-02-24 Linfeng Jiang , Cheng Wang , Shuang Liu , Chao Sun , Enrico Calzavarini

Distributionally balanced sampling designs are low-discrepancy probability designs obtained by minimizing the expected discrepancy between the auxiliary-variable distribution of a random sample and the target population distribution.…

Methodology · Statistics 2026-03-26 Anton Grafström , Wilmer Prentius
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