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We study the design and implementation of numerical methods to solve the generalized Langevin equation (GLE) focusing on canonical sampling properties of numerical integrators. For this purpose, we cast the GLE in an extended phase space…

Numerical Analysis · Mathematics 2020-12-09 Benedict Leimkuhler , Matthias Sachs

We recently showed that the dynamics of coarse-grained observables in systems out of thermal equilibrium are governed by the non-stationary generalized Langevin equation [J. Chem. Phys. 147, 214110 (2017), J. Chem. Phys. 150, 174118…

Statistical Mechanics · Physics 2021-05-21 Fabian Glatzel , Tanja Schilling

The data-based discovery of effective, coarse-grained (CG) models of high-dimensional dynamical systems presents a unique challenge in computational physics and particularly in the context of multiscale problems. The present paper offers a…

Computational Physics · Physics 2021-02-10 Sebastian Kaltenbach , Phaedon-Stelios Koutsourelakis

We propose a stochastic modified equations (SME) for modeling the asynchronous stochastic gradient descent (ASGD) algorithms. The resulting SME of Langevin type extracts more information about the ASGD dynamics and elucidates the…

Machine Learning · Statistics 2020-03-04 Jing An , Jianfeng Lu , Lexing Ying

Analysis of geospatial data has traditionally been model-based, with a mean model, customarily specified as a linear regression on the covariates, and a covariance model, encoding the spatial dependence. We relax the strong assumption of…

Machine Learning · Statistics 2024-05-28 Wentao Zhan , Abhirup Datta

Starting with a micropolar formulation, known to account for nonlocal microstructural effects at the continuum level, a generalized Langevin equation (GLE) for a particle, describing the predominant motion of a localized region through a…

Soft Condensed Matter · Physics 2015-09-30 Saikat Sarkar , Shubhankar Roy Chowdhury , Debasish Roy , Ram Mohan Vasu

We discuss a Bayesian formulation to coarse-graining (CG) of PDEs where the coefficients (e.g. material parameters) exhibit random, fine scale variability. The direct solution to such problems requires grids that are small enough to resolve…

Machine Learning · Statistics 2019-09-10 Constantin Grigo , Phaedon-Stelios Koutsourelakis

In this paper, we propose a Generalized Langevin Equation (GLE)-based model to describe the lateral diffusion of a protein in a lipid bilayer. The memory kernel is represented in terms of a viscous (instantaneous) and an elastic (non…

Biological Physics · Physics 2021-11-24 Loris Di Cairano , Benjamin Stamm , Vania Calandrini

The combination of high-dimensionality and disparity of time scales encountered in many problems in computational physics has motivated the development of coarse-grained (CG) models. In this paper, we advocate the paradigm of data-driven…

Computational Physics · Physics 2018-03-05 L. Felsberger , P. S. Koutsourelakis

Score-based generative models (SGMs) have demonstrated remarkable synthesis quality. SGMs rely on a diffusion process that gradually perturbs the data towards a tractable distribution, while the generative model learns to denoise. The…

Machine Learning · Statistics 2022-03-28 Tim Dockhorn , Arash Vahdat , Karsten Kreis

Stochastic gradient MCMC methods, such as stochastic gradient Langevin dynamics (SGLD), employ fast but noisy gradient estimates to enable large-scale posterior sampling. Although we can easily extend SGLD to distributed settings, it…

Machine Learning · Statistics 2021-06-16 Khaoula El Mekkaoui , Diego Mesquita , Paul Blomstedt , Samuel Kaski

Continuous-time models provide important insights into the training dynamics of optimization algorithms in deep learning. In this work, we establish a non-asymptotic convergence analysis of stochastic gradient Langevin dynamics (SGLD),…

Machine Learning · Computer Science 2026-01-30 Noah Oberweis , Semih Cayci

Stochastic gradient descent (SGD) is a popular algorithm for minimizing objective functions that arise in machine learning. For constant step-sized SGD, the iterates form a Markov chain on a general state space. Focusing on a class of…

Optimization and Control · Mathematics 2025-03-26 David Shirokoff , Philip Zaleski

We introduce a constructive framework to learn effective Langevin equations from stationary time series. Unlike conventional approaches that require iterative calibration to match target statistics, our construction guarantees the observed…

Chaotic Dynamics · Physics 2026-02-16 Ludovico Theo Giorgini

Coarse graining (CG) is an important task for efficient modeling and simulation of complex multi-scale systems, such as the conformational dynamics of biomolecules. This work presents a projection-based coarse-graining formalism for general…

Computational Physics · Physics 2026-05-28 Vahid Nateghi , Lara Neureither , Selma Moqvist , Carsten Hartmann , Simon Olsson , Feliks Nüske

A general scheme, which includes constructions of coarse-grained (CG) models, weighted ensemble dynamics (WED) simulations and cluster analyses (CA) of stable states, is presented to detect dynamical and thermodynamical properties in…

Soft Condensed Matter · Physics 2008-12-04 Xin Zhou

The generalized Langevin equation (GLE) constitutes a fundamental model for describing nonequilibrium dynamics with memory effects. To overcome the numerical challenges arising from superquadratically growing potentials and degenerate…

Numerical Analysis · Mathematics 2026-04-29 Xinjie Dai , Xingyu Liu , Diancong Jin , Liying Sun

The Mori-Zwanzig formalism is a powerful theoretical framework for deriving equations of motion for coarse-grained observables in the form of generalized Langevin equations (GLEs) involving evolution and projection operators. Using a…

Coarse-grained (CG) molecular dynamics (MD) simulations can simulate large molecular complexes over extended timescales by reducing degrees of freedom. A critical step in CG modeling is the selection of the CG mapping algorithm, which…

Soft Condensed Matter · Physics 2025-07-23 Soumya Mondal , Subhanu Halder , Debarchan Basu , Sandeep Kumar , Tarak Karmakar

Stochastic gradient descent (SGD) is of fundamental importance in deep learning. Despite its simplicity, elucidating its efficacy remains challenging. Conventionally, the success of SGD is ascribed to the stochastic gradient noise (SGN)…

Machine Learning · Computer Science 2023-02-21 Chengli Tan , Jiangshe Zhang , Junmin Liu