Related papers: Introduction to Langevin Stochastic Processes
This paper introduces Switching Processes, called SP. Their constructions are inspired by the PDMP's ones (PDMP stands for Piecewise Deterministic Markov Process). A Markov process, called the intrinsic process, replaces the PDMP's flow.…
These notes contain part of the lectures of an introductory course on orthogonal polynomials and special functions that I gave in the joint PhD Program in Mathematics UC|UP in the academic years 2015-2016 (at University of Porto) and…
Multivariate Hawkes Processes (MHPs) are a class of point processes that can account for complex temporal dynamics among event sequences. In this work, we study the accuracy and computational efficiency of three classes of algorithms which,…
We present a simple derivation of the stochastic equation obeyed by the density function for a system of Langevin processes interacting via a pairwise potential. The resulting equation is considerably different from the phenomenological…
The CERN-Latin-American School of High-Energy Physics is intended to give young physicists an introduction to the theoretical aspects of recent advances in elementary particle physics. These proceedings contain lecture notes on the Standard…
We present lattice simulations of nonequilibrium quantum fields in Minkowskian space-time. Starting from a non-thermal initial state, the real-time quantum ensemble in 3+1 dimensions is constructed by a stochastic process in an additional…
This article deals with the realisation of constraints in underdamped Langevin dynamics via soft-constrained dynamics. Specifically, we study systems with a large (or small) parameter that controls the constraint mechanisms, e.g. the…
In this work, we study the nonequilibrium statistical properties of the relaxation dynamics of a nanoparticle trapped in a harmonic potential. We report an exact time-dependent analytical solution to the Langevin dynamics that arises from…
This volume contains the proceedings of PLACES 2025, the 16th edition of the Workshop on Programming Language Approaches to Concurrency and Communication-cEntric Software. The workshop is scheduled to take place in Hamilton, Canada, on May…
These notes were originally prepared as additional material for the lessons I have given at the summer school Gamma-ray Astrophysics and Multifrequency: Data analysis and astroparticle problems, organized by the Department of Physics of the…
These notes are loosely based on lectures given at the CERN Winter School on Supergravity, Strings and Gauge theories, February 2009 and at the IPM String School in Tehran, April 2009. I have focused on a few concrete topics and also on…
The European School of High-Energy Physics is intended to give young physicists an introduction to the theoretical aspects of recent advances in elementary particle physics. These proceedings contain lecture notes on quantum field theory,…
We study Langevin dynamics with a kinetic energy different from the standard, quadratic one in order to accelerate the sampling of Boltzmann-Gibbs distributions. In particular, this kinetic energy can be non-globally Lipschitz, which raises…
This volume contains the proceedings of the Tenth Workshop on Quantitative Aspects of Programming Languages (QAPL 2012), held in Tallin, Estonia, on March 31 and April 1, 2012. QAPL 2012 is a satellite event of the European Joint…
We present how entropy estimates and logarithmic Sobolev inequalities on the one hand, and the notion of quasi-stationary distribution on the other hand, are useful tools to analyze metastable overdamped Langevin dynamics, in particular to…
Since the first conference in Marseille in 1982, the International Conference on Logic Programming (ICLP) has been the premier international event for presenting research in logic programming. These proceedings include the Technical…
We describe an extracurricular learning path on waves focused on energy transfer. The advantages of introducing mechanical waves by using the Shive wave machine and laboratory activities are presented. Laboratories are realized by inquiry,…
We discuss several algorithms for sampling from unnormalized probability distributions in statistical physics, but using the language of statistics and machine learning. We provide a self-contained introduction to some key ideas and…
This volume contains a selection of papers presented at LFMTP 2020, the 15th International Workshop on Logical Frameworks and Meta-Languages: Theory and Practice (LFMTP), held the 29-30th of June, 2019, using the Zoom video conferencing…
These are lecture notes on the subject defined in the title. As such, they do not pretend to be really new, probably except for the only section about Poisson equations with potentials. Yet, the hope of the author is that they may serve as…