English
Related papers

Related papers: Sharp spectral gap of adaptive Langevin dynamics

200 papers

We consider the Kinetic Fokker-Planck (FKP) equation in a domain with Maxwell reflection condition on the boundary. We establish the ultracontractivity of the associated semigroup and the hypocoercivity of the associated operator. We deduce…

Analysis of PDEs · Mathematics 2025-06-25 Kleber Carrapatoso , Stéphane Mischler

We consider the Fokker--Planck equations with irregular coefficients. Two different cases are treated: in the degenerate case, the coefficients are assumed to be weakly differentiable, while in the non-degenerate case the drift satisfies…

Probability · Mathematics 2019-10-22 Huaiqian Li , Dejun Luo

This paper focuses on the temporal discretization of the Langevin dynamics, and on different resulting numerical integration schemes. Using a method based on the exponentiation of time dependent operators, we carefully derive a numerical…

Statistical Mechanics · Physics 2007-10-02 Fabrice Thalmann , Jean Farago

This paper presents a new technique for norm-convergent dynamic mode decomposition of deterministic systems. The developed method utilizes recent results on singular dynamic mode decomposition where it is shown that by appropriate selection…

Systems and Control · Electrical Eng. & Systems 2024-09-20 Moad Abudia , Joel A. Rosenfeld , Rushikesh Kamalapurkar

The adaptive spectral Koopman (ASK) method was introduced to numerically solve autonomous dynamical systems that lay the foundation of numerous applications across different fields in science and engineering. Although ASK achieves high…

Dynamical Systems · Mathematics 2023-06-23 Bian Li , Yue Yu , Xiu Yang

We provide a precise description of the bottom of the spectrum in the semiclassical limit of a harmonic-type Schr\"odinger operator with an inverse square potential. By exploiting the connection between the eigenfunctions of these operators…

Spectral Theory · Mathematics 2026-04-13 Roman Vanlaere

The truncated Wigner approximation (TWA) enables us to investigate bosonic quantum many-body dynamics, including open quantum systems described by the Gorini-Kossakowski-Sudarshan-Lindblad (GKSL) equation. In the TWA, the Weyl-Wigner…

Statistical Mechanics · Physics 2025-05-30 Toma Yoneya , Kazuya Fujimoto , Yuki Kawaguchi

We consider a class of spinless-fermion Lindblad equations that exhibit decoupled BBGKY hierarchies. In the cases where particle number is conserved, their late time behaviour is characterized by diffusive dynamics, leading to an infinite…

Statistical Mechanics · Physics 2026-03-30 Patrik Penc , Fabian H. L. Essler

High dimensional covariance estimation and graphical models is a contemporary topic in statistics and machine learning having widespread applications. An important line of research in this regard is to shrink the extreme spectrum of the…

Methodology · Statistics 2016-06-28 Sang-Yun Oh , Bala Rajaratnam , Joong-Ho Won

We consider three classes of linear non-symmetric Fokker-Planck equations having a unique steady state and establish exponential convergence of solutions towards the steady state with explicit (estimates of) decay rates. First,…

Analysis of PDEs · Mathematics 2023-08-21 Franz Achleitner , Anton Arnold , Dominik Stürzer

In this article, we are interested in the asymptotic analysis of a finite volume scheme for one dimensional linear kinetic equations, with either Fokker-Planck or linearized BGK collision operator. Thanks to appropriate uniform estimates,…

Numerical Analysis · Mathematics 2019-11-12 Marianne Bessemoulin-Chatard , Maxime Herda , Thomas Rey

A systematic procedure for optimising the friction coefficient in underdamped Langevin dynamics as a sampling tool is given by taking the gradient of the associated asymptotic variance with respect to friction. We give an expression for…

Computation · Statistics 2023-11-01 Martin Chak , Nikolas Kantas , Tony Lelièvre , Grigorios A. Pavliotis

We study the inverse problem for the Hankel operators in the general case. Following the work of G\'erard--Grellier, the spectral data is obtained from the pair of Hankel operators $\Gamma$ and $\Gamma S$, where $S$ is the shift operator.…

Functional Analysis · Mathematics 2023-01-25 Zhehui Liang , Sergei Treil

The solution of inverse problems in a variational setting finds best estimates of the model parameters by minimizing a cost function that penalizes the mismatch between model outputs and observations. The gradients required by the numerical…

Optimization and Control · Mathematics 2020-09-22 Ulrich Römer , Mahesh Narayanamurthi , Adrian Sandu

We present a novel strategy aimed at restoring correct convergence in complex Langevin simulations. The central idea is to incorporate system-specific prior knowledge into the simulations, in order to circumvent the NP-hard sign problem. In…

High Energy Physics - Lattice · Physics 2023-04-19 Daniel Alvestad , Rasmus Larsen , Alexander Rothkopf

The correlation spectrum of fully developed one-dimensional mappings are studied near and at a weakly intermittent situation. Using a suitable infinite matrix representation, the eigenvalue equation of the Frobenius-Perron operator is…

chao-dyn · Physics 2009-10-30 J. Bene , Z. Kaufmann , H. Lustfeld

We study a complex perturbation of a self-adjoint infinite band Schrodinger operator (defined in the form sense), and obtain the Lieb--Thirring type inequalities for the rate of convergence of the discrete spectrum of the perturbed operator…

Spectral Theory · Mathematics 2015-02-24 L. Golinskii , S. Kupin

The Koopman operator approach provides a powerful linear description of nonlinear dynamical systems in terms of the evolution of observables. While the operator is typically infinite-dimensional, it is crucial to develop finite-dimensional…

Dynamical Systems · Mathematics 2025-03-03 Rishikesh Yadav , Alexandre Mauroy

The quantitative information on the spectral gaps for the linearized Boltzmann operator is of primary importance on justifying the Boltzmann model and study of relaxation to equilibrium. This work, for the first time, provides numerical…

Mathematical Physics · Physics 2018-07-27 Chenglong Zhang , Irene M. Gamba

We prove that the size of the spectral gaps of weakly coupled quasi-periodic Schr\"odinger operators with Liouville frequencies decays exponentially. As an application, we obtain the homogeneity of the spectrum.

Spectral Theory · Mathematics 2021-11-03 Wencai Liu , Yunfeng Shi