Related papers: Introduction to Langevin Stochastic Processes
These are lecture notes compiled for a short lecture series at the 2023 Condensed Matter Summer School at the University of Minnesota. They are designed to be conversational and fun, and not to take the place of review articles that do a…
Lecture notes from the course given by Professor Sara A. Solla at the Les Houches summer school on "Statistical physics of Machine Learning". The notes discuss neural information processing through the lens of Statistical Physics. Contents…
The IPPOG and U.S. Particle Physics Masterclasses took place worldwide in March 2011. For the first time, all masterclasses used real LHC data. Students in the U.S. Masterclasses (that included participants in several countries outside the…
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 the Standard Model of…
We develop a systematic approach to the linear-noise approximation for stochastic reaction systems with distributed delays. Unlike most existing work our formalism does not rely on a master equation, instead it is based upon a dynamical…
Recent work has addressed the problem of inferring Langevin dynamics from data. In this work, we address the problem of relating terms in the Langevin equation to statistical properties, such as moments of the probability density function…
This volume contains the papers presented at LINEARITY 2016, the Fourth International Workshop on Linearity, held on June 26, 2016 in Porto, Portugal. The workshop was a one-day satellite event of FSCD 2016, the first International…
These are notes of lectures on spinning particles and the worldline formalism originally given by Olindo Corradini and Christian Schubert at the School on Spinning Particles in Quantum Field Theory: Worldline Formalism, Higher Spins, and…
The measured time series from complex systems are renowned for their intricate stochastic behavior, characterized by random fluctuations stemming from external influences and nonlinear interactions. These fluctuations take diverse forms,…
These are notes for a set of 7 two-hour lectures given at the 2010 Summer School on Quantitative Evolutionary and Comparative Genomics at OIST, Okinawa, Japan. The emphasis is on understanding how biological systems process information. We…
This is an extended and corrected version of lecture notes originally written for a one semester course at Leibniz University Hannover. The main aim of the notes is to give an introduction to the mathematical methods used in describing…
These lectures were prepared for the 2014 PCMI graduate summer school and were designed to be a lightweight introduction to statistical mechanics for mathematicians. The applications feature some of the themes of the summer school: sphere…
A formulation of Langevin dynamics for discrete systems is derived as a class of generic stochastic processes. The dynamics simplify for a two-state system and suggest a network architecture which is implemented by the Langevin machine. The…
Lecture notes after the doctoral school (Post)Modern Thermodynamics held at the University of Luxembourg, December 2022, 5-7, covering and advancing continuous-time Markov chains, network theory, stochastic thermodynamics, large deviations,…
The advantages of performing Langevin Dynamics in extended systems are discussed. A simple Langevin Dynamics scheme for producing the canonical ensemble is reviewed, and is then extended to the Hoover ensemble. We show that the resulting…
This volume contains * The post-proceedings of the Eighteenth Logical and Semantic Frameworks with Applications (LSFA 2023). The meeting was held on July 1-2, 2023, organised by the Sapienza Universit\`a di Roma, Italy. LSFA aims to bring…
We develop a novel class of MCMC algorithms based on a stochastized Nesterov scheme. With an appropriate addition of noise, the result is a time-inhomogeneous underdamped Langevin equation, which we prove emits a specified target…
Lecture notes for a master-level applied mathematics course on stochastic processes and applications, held at the University of Orl\'eans, France. Contents: Markov chains, Poisson point processes, Markovian jump processes, queueing theory.…
We address the problem of constructing accurate mathematical models of the dynamics of molecular systems projected on a collective variable. To this aim we introduce an algorithm optimizing the parameters of a standard or generalized…
Previous years researchers began to simulate open quantum system, taking into account the interaction between system and the environment. One approach to deal with this problem is to use the density matrix within the Liouville-von-Neumann…