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The reduction of high-dimensional systems to effective models on a smaller set of variables is an essential task in many areas of science. For stochastic dynamics governed by diffusion processes, a general procedure to find effective…

Dynamical Systems · Mathematics 2020-12-15 Feliks Nüske , Péter Koltai , Lorenzo Boninsegna , Cecilia Clementi

We consider numerical approximations of stochastic Langevin equations by implicit methods. We show a weak backward error analysis result in the sense that the generator associated with the numerical solution coincides with the solution of a…

Numerical Analysis · Mathematics 2013-10-11 Marie Kopec

Sampling from a high-dimensional distribution is a fundamental task in statistics, engineering, and the sciences. A canonical approach is the Langevin Algorithm, i.e., the Markov chain for the discretized Langevin Diffusion. This is the…

Statistics Theory · Mathematics 2022-11-01 Jason M. Altschuler , Kunal Talwar

We study the problem of building an efficient learning system. Efficient learning processes information in the least time, i.e., building a system that reaches a desired error threshold with the least number of observations. Building upon…

Machine Learning · Computer Science 2025-09-26 Siyuan Guo , Bernhard Schölkopf

Langevin and Brownian simulations play a prominent role in computational research, and state of the art integration algorithms provide trajectories with different stability ranges and accuracy in reproducing statistical averages. The…

Computational Physics · Physics 2025-01-03 Bogdan Tanygin , Simone Melchionna

Optimizing paths on networks is crucial for many applications, from subway traffic to Internet communication. As global path optimization that takes account of all path-choices simultaneously is computationally hard, most existing routing…

Physics and Society · Physics 2013-09-05 Chi Ho Yeung , David Saad , K. Y. Michael Wong

Generative models based on flow matching have attracted significant attention for their simplicity and superior performance in high-resolution image synthesis. By leveraging the instantaneous change-of-variables formula, one can directly…

Computer Vision and Pattern Recognition · Computer Science 2025-01-06 Yasi Zhang , Peiyu Yu , Yaxuan Zhu , Yingshan Chang , Feng Gao , Ying Nian Wu , Oscar Leong

Stochastic fluctuations of molecule numbers are ubiquitous in biological systems. Important examples include gene expression and enzymatic processes in living cells. Such systems are typically modelled as chemical reaction networks whose…

Quantitative Methods · Quantitative Biology 2017-01-13 David Schnoerr , Guido Sanguinetti , Ramon Grima

We provide a refined explicit estimate of exponential decay rate of underdamped Langevin dynamics in $L^2$ distance, based on a framework developed in [1]. To achieve this, we first prove a Poincar\'{e}-type inequality with Gibbs measure in…

Analysis of PDEs · Mathematics 2023-08-25 Yu Cao , Jianfeng Lu , Lihan Wang

Dynamic graph algorithms have seen significant theoretical advancements, but practical evaluations often lag behind. This work bridges the gap between theory and practice by engineering and empirically evaluating recently developed…

Data Structures and Algorithms · Computer Science 2025-07-03 Ernestine Großmann , Ivor van der Hoog , Henrik Reinstädtler , Eva Rotenberg , Christian Schulz , Juliette Vlieghe

The escape rate of a Brownian particle over a potential barrier is accurately described by the Kramers theory. A quantitative theory explicitly taking the activity of Brownian particles into account has been lacking due to the inherently…

Soft Condensed Matter · Physics 2017-02-01 A. Sharma , R. Wittmann , J. M. Brader

The objective of this review article is to present recent results on the mathematical analysis of the Accelerated Dynamics algorithms introduced by A.F. Voter in collaboration with D. Perez and M. Sorensen. Using the notion of…

Numerical Analysis · Mathematics 2018-01-20 Tony Lelièvre

Fundamental understanding of complex dynamics in many-particle systems on the atomistic level is of utmost importance. Often the systems of interest are of macroscopic size but can be partitioned into few important degrees of freedom which…

Chemical Physics · Physics 2015-07-09 Fabian Gottwald , Sven Karsten , Sergei D. Ivanov , Oliver Kühn

We propose a scheme for extending the model Hamiltonian method developed originally for studying the equilibrium properties of complex perovskite systems to include Langevin dynamics. The extension is based on Zwanzig's treatment of…

Materials Science · Physics 2015-06-24 Morrel H. Cohen

This work investigates the convergence behavior of augmented Lagrangian methods (ALMs) when applied to convex optimization problems that may be infeasible. ALMs are a popular class of algorithms for solving constrained optimization…

Optimization and Control · Mathematics 2026-03-17 Roland Andrews , Justin Carpentier , Adrien Taylor

In the field of machine learning coarse-grained potentials in molecular dynamics, many propagators require that the effective Hamiltonian is quadratic in momentum, thus limiting the family of coarse-graining functions. In this paper, we…

Chemical Physics · Physics 2025-12-10 Andy Bruce , Alexander Aghili , Razvan Marinescu , Daniel Sabo

Recently there has been remarkable progress in the complex Langevin method, which aims at solving the complex action problem by complexifying the dynamical variables in the original path integral. In particular, a new technique called the…

High Energy Physics - Lattice · Physics 2015-12-30 Keitaro Nagata , Jun Nishimura , Shinji Shimasaki

Machine learning interatomic potentials (MLIPs) often neglect long-range interactions, such as electrostatic and dispersion forces. In this work, we introduce a straightforward and efficient method to account for long-range interactions by…

Machine Learning · Computer Science 2024-12-20 Bingqing Cheng

Uncertainty estimation is a key issue when considering the application of deep neural network methods in science and engineering. In this work, we introduce a novel algorithm that quantifies epistemic uncertainty via Monte Carlo sampling…

Machine Learning · Statistics 2024-12-06 Sebastian Bieringer , Gregor Kasieczka , Maximilian F. Steffen , Mathias Trabs

The efficient calculation of rare-event kinetics in complex dynamical systems, such as the rate and pathways of ligand dissociation from a protein, is a generally unsolved problem. Markov state models can systematically integrate ensembles…

Chemical Physics · Physics 2016-02-03 Benjamin Trendelkamp-Schroer , Frank Noe