Related papers: On Random Batch Methods (RBM) for interacting part…
We consider in this work the convergence of Random Batch Method proposed in our previous work [Jin et al., J. Comput. Phys., 400(1), 2020] for interacting particles to the case of disparate species and weights. We show that the strong error…
In this paper, we present a numerical approach to solve the McKean-Vlasov equations, which are distribution-dependent stochastic differential equations, under some non-globally Lipschitz conditions for both the drift and diffusion…
An efficient sampling method, the pmmLang+RBM, is proposed to compute the quantum thermal average in the interacting quantum particle system. Benefiting from the random batch method (RBM), the pmmLang+RBM reduces the complexity due to the…
We analyze a specific class of random systems that are driven by a symmetric L\'{e}vy stable noise, where Langevin representation is absent. In view of the L\'{e}vy noise sensitivity to environmental inhomogeneities, the pertinent random…
We develop a random batch Ewald (RBE) method for molecular dynamics simulations of particle systems with long-range Coulomb interactions, which achieves an $O(N)$ complexity in each step of simulating the $N$-body systems. The RBE method is…
Literature is full of inference techniques developed to estimate the parameters of stochastic dynamical systems driven by the well-known Brownian noise. Such diffusion models are often inappropriate models to properly describe the dynamics…
We consider in this paper random batch interacting particle methods for solving the Poisson-Nernst-Planck (PNP) equations, and thus the Poisson-Boltzmann (PB) equation as the equilibrium, in the external unbounded domain. To justify the…
The random batch Ewald (RBE) is an efficient and accurate method for molecular dynamics (MD) simulations of physical systems at the nano-/micro- scale. The method shows great potential to solve the computational bottleneck of long-range…
With the rapid increase of valuable observational, experimental and simulated data for complex systems, much efforts have been devoted to identifying governing laws underlying the evolution of these systems. Despite the wide applications of…
Occupation time fluctuation limits of particle systems in R^d with independent motions (symmetric stable Levy process, with or without critical branching) have been studied assuming initial distributions given by Poisson random measures…
The random batch method [J. Comput. Phys. 400 (2020) 108877] is not only an efficient algorithm for simulation of classical $N$-particle systems and their mean-field limit, but also a new model for interacting particle system that could be…
Integration against a probability distribution given its unnormalized density is a central task in Bayesian inference and other fields. We introduce new methods for approximating such expectations with a small set of weighted samples --…
We consider a generalization of a one-dimensional stochastic process known in the physical literature as L\'evy-Lorentz gas. The process describes the motion of a particle on the real line in the presence of a random array of marked points,…
We consider stochastic approximations of sampling algorithms, such as Stochastic Gradient Langevin Dynamics (SGLD) and the Random Batch Method (RBM) for Interacting Particle Dynamcs (IPD). We observe that the noise introduced by the…
Coulomb interaction, following an inverse-square force-law, quantifies the amount of force between two stationary and electrically charged particles. The long-range nature of Coulomb interactions poses a major challenge to molecular…
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…
We propose an explicit drift-randomised Milstein scheme for both McKean--Vlasov stochastic differential equations and associated high-dimensional interacting particle systems with common noise. By using a drift-randomisation step in space…
This article addresses the problem of efficient Bayesian inference in dynamic systems using particle methods and makes a number of contributions. First, we develop a correlated pseudo-marginal (CPM) approach for Bayesian inference in state…
We consider the problem of estimating the density of the process associated with the small jumps of a pure jump L\'evy process, possibly of infinite variation, from discrete observations of one trajectory. The interest of such a question…
In this work we determine a process-level Large Deviation Principle (LDP) for a model of interacting particles indexed by a lattice $\mathbb{Z}^d$. The connections are random, sparse and unscaled, so that the system converges in the large…