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A family of collective variables is proposed to perform exact dynamical coarse-graining even in systems without time scale separation. More precisely, it is shown that these variables are not slow in general but they satisfy an overdamped…

Statistical Mechanics · Physics 2015-06-19 Jianfeng Lu , Eric Vanden-Eijnden

Linear-parametric optimization, where multiple objectives are combined into a single objective using linear combinations with parameters as coefficients, has numerous links to other fields in optimization and a wide range of application…

Optimization and Control · Mathematics 2025-01-22 Levin Nemesch , Stefan Ruzika , Clemens Thielen , Alina Wittmann

Fitting models to data to obtain distributions of consistent parameter values is important for uncertainty quantification, model comparison, and prediction. Standard Markov chain Monte Carlo (MCMC) approaches for fitting ordinary…

Computation · Statistics 2025-09-05 Chris Chi , Jonathan Weare , Aaron R. Dinner

This paper considers the reduction of the Langevin equation arising from bio-molecular models. To facilitate the construction and implementation of the reduced models, the problem is formulated as a reduced-order modeling problem. The…

Numerical Analysis · Mathematics 2019-10-04 Lina Ma , Xiantao Li , Chun Liu

Time-homogeneous Markov chains are often used as disease progression models in studies of cost-effectiveness and optimal decision-making. Maximum likelihood estimation of these models can be challenging when data are collected at a time…

Methodology · Statistics 2022-09-26 Duncan Ermini Leaf

Markov chain Monte Carlo samplers based on discretizations of (overdamped) Langevin dynamics are commonly used in the Bayesian inference and computational statistical physics literature to estimate high-dimensional integrals. One can…

Numerical Analysis · Mathematics 2025-08-11 Tony Lelièvre , Régis Santet , Gabriel Stoltz

We propose a new and computationally efficient algorithm for maximizing the observed log-likelihood for a multivariate normal data matrix with missing values. We show that our procedure based on iteratively regressing the missing on the…

Methodology · Statistics 2012-11-21 Nicolas Städler , Daniel J. Stekhoven , Peter Bühlmann

Despite its widespread use in materials science, conventional molecular dynamics (MD) simulations are severely constrained by timescale limitations. To address this shortcoming, we propose an empirical formulation of accelerated MD method,…

Materials Science · Physics 2025-12-10 Liang Wan , Qingsong Mei , Haowen Liu , Huafeng Zhang , Jun-Ping Du , Shigenobu Ogata , Wen Tong Geng

Calculating averages with respect to multimodal probability distributions is often necessary in applications. Markov chain Monte Carlo (MCMC) methods to this end, which are based on time averages along a realization of a Markov process…

Methodology · Statistics 2023-07-24 M. Chak , T. Lelièvre , G. Stoltz , U. Vaes

We propose a solution for linear inverse problems based on higher-order Langevin diffusion. More precisely, we propose pre-conditioned second-order and third-order Langevin dynamics that provably sample from the posterior distribution of…

Machine Learning · Statistics 2023-12-08 Nicolas Zilberstein , Ashutosh Sabharwal , Santiago Segarra

In molecular dynamics, several algorithms have been designed over the past few years to accelerate the exit event from a metastable region of the configuration space. Some of them are based on the fact that the exit event from a metastable…

Analysis of PDEs · Mathematics 2018-11-19 Tony Lelièvre , Dorian Le Peutrec , Boris Nectoux

Protein-ligand (un)binding simulations are a recent focus of biased molecular dynamics simulations. Such binding and unbinding can occur via different pathways in and out of a binding site. We here present a theoretical framework how to…

Soft Condensed Matter · Physics 2023-03-27 Steffen Wolf , Matthias Post , Gerhard Stock

Sampling from a target distribution is a fundamental problem. Traditional Markov chain Monte Carlo (MCMC) algorithms, such as the unadjusted Langevin algorithm (ULA), derived from the overdamped Langevin dynamics, have been extensively…

Optimization and Control · Mathematics 2024-10-29 Xinzhe Zuo , Stanley Osher , Wuchen Li

The Mori-Zwanzig formalism is applied to derive an equation for the evolution of linear observables of the overdamped Langevin equation. To illustrate the resulting equation and its use in deriving approximate models, a particular benchmark…

Dynamical Systems · Mathematics 2018-10-19 Thomas Hudson , Xingjie Helen Li

The past decade has witnessed a spectacular development of machine-learned interatomic potentials (MLIPs), to the extent that they are already the approach of choice for most atomistic simulation studies not requiring an explicit treatment…

Materials Science · Physics 2025-11-24 Iñigo Robredo-Magro , Binayak Mukherjee , Hugo Aramberri , Jorge Íñiguez-González

Performing thermodynamic tasks within finite time while minimizing thermodynamic costs is a central challenge in stochastic thermodynamics. Here, we develop a unified framework for optimizing the thermodynamic cost of performing various…

Statistical Mechanics · Physics 2025-09-16 Kaito Tojo , Rihito Nagase , Ken Funo , Takahiro Sagawa

Stochastic thermostats based on the Langevin equation, in which a system is coupled to an external heat bath, are popular methods for temperature control in molecular dynamics simulations due to their ergodicity and their ease of…

Chemical Physics · Physics 2018-05-23 Mahdi Hijazi , David M. Wilkins , Michele Ceriotti

Generating an initial condition for a Langevin equation with memory is a non trivial issue. We introduce a generalisation of the Laplace transform as a useful tool for solving this problem, in which a limit procedure may send the extension…

Statistical Mechanics · Physics 2020-11-19 Ivan Di Terlizzi , Felix Ritort , Marco Baiesi

We study the simulated annealing algorithm based on the kinetic Langevin dynamics, in order to find the global minimum of a non-convex potential function. For both the continuous time formulation and a discrete time analogue, we obtain the…

Probability · Mathematics 2022-06-14 Xuedong He , Xiaolu Tan , Ruocheng Wu

The complex Langevin method is a promising approach to the complex-action problem based on a fictitious time evolution of complexified dynamical variables under the influence of a Gaussian noise. Although it is known to have a restricted…

High Energy Physics - Lattice · Physics 2017-01-04 Keitaro Nagata , Jun Nishimura , Shinji Shimasaki