Related papers: Correcting systematic errors in the likelihood opt…
In the framework of the problem of finding proper reaction coordinates (RCs) for complex systems and their effective evolution equations, we consider the case study of a polymer chain in an external double-well potential, experiencing…
In order to solve tasks like uncertainty quantification or hypothesis tests in Bayesian imaging inverse problems, we often have to draw samples from the arising posterior distribution. For the usually log-concave but high-dimensional…
We discuss the use of tunneling electron current to control and catalyze chemical reactions. Assuming the separation of time scales for electronic and nuclear dynamics we employ the Langevin equation for the reaction coordinate. The…
We develop an efficient sampling method by simulating Langevin dynamics with an artificial force rather than a natural force by using the gradient of the potential energy. The standard technique for sampling following the predetermined…
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,…
We proposed a new technique to accelerate sampling methods for solving difficult optimization problems. Our method investigates the intrinsic connection between posterior distribution sampling and optimization with Langevin dynamics, and…
The discretization of overdamped Langevin dynamics, through schemes such as the Euler-Maruyama method, can be corrected by some acceptance/rejection rule, based on a Metropolis-Hastings criterion for instance. In this case, the invariant…
The properties of molecules and materials containing light nuclei are affected by their quantum mechanical nature. Modelling these quantum nuclear effects accurately requires computationally demanding path integral techniques. Considerable…
An interacting system of Langevin dynamics driven particles has been proposed for sampling from a given posterior density by Garbuno-Inigo, Hoffmann, Li and Stuart in Interacting Langevin Diffusions: Gradient Structure and Ensemble Kalman…
In this work we consider the unbiased estimation of expectations w.r.t.~probability measures that have non-negative Lebesgue density, and which are known point-wise up-to a normalizing constant. We focus upon developing an unbiased method…
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…
Maximization of the path information entropy is a clear prescription for constructing models in non-equilibrium statistical mechanics. Here it is shown that, following this prescription under the assumption of arbitrary instantaneous…
Linear response theory is a fundamental framework studying the macroscopic response of a physical system to an external perturbation. This paper focuses on the rigorous mathematical justification of linear response theory for Langevin…
This note provides a simple derivation of the overdamped approximation for kinetic (or underdamped) equilibrium Langevin dynamics, in cases where certain coefficients depend on the position variable. The equivalent small-mass limit of these…
Sampling from distributions play a crucial role in aiding practitioners with statistical inference. However, in numerous situations, obtaining exact samples from complex distributions is infeasible. Consequently, researchers often turn to…
When simulating molecular systems using deterministic equations of motion (e.g., Newtonian dynamics), such equations are generally numerically integrated according to a well-developed set of algorithms that share commonly agreed-upon…
Many living and complex systems exhibit second order emergent dynamics. Limited experimental access to the configurational degrees of freedom results in data that appears to be generated by a non-Markovian process. This poses a challenge in…
The complex Langevin method (CLM) provides a promising way to perform the path integral with a complex action using a stochastic equation for complexified dynamical variables. It is known, however, that the method gives wrong results in…
Langevin dynamics has found a large number of applications in sampling, optimization and estimation. Preconditioning the gradient in the dynamics with the covariance - an idea that originated in literature related to solving estimation and…
Fourier acceleration has been successfully applied to the simulation of lattice field theories for more than a decade. In this paper, we extend the method to the dynamics of discrete particles moving in continuum. Although our method is…