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We introduce a new generative model where samples are produced via Langevin dynamics using gradients of the data distribution estimated with score matching. Because gradients can be ill-defined and hard to estimate when the data resides on…

Machine Learning · Computer Science 2020-10-13 Yang Song , Stefano Ermon

We propose a generalized Langevin dynamics (GLD) technique to construct non-Markovian particle-based coarse-grained models from fine-grained reference simulations and to efficiently integrate them. The proposed GLD model has the form of a…

Soft Condensed Matter · Physics 2018-11-16 Gerhard Jung , Martin Hanke , Friederike Schmid

The last two decades witnessed the increasing of the interests on the absolute value equations (AVE) of finding $x\in\mathbb{R}^n$ such that $Ax-|x|-b=0$, where $A\in \mathbb{R}^{n\times n}$ and $b\in \mathbb{R}^n$. In this paper, we pay…

Optimization and Control · Mathematics 2022-02-15 Cairong Chen , Dongmei Yu , Deren Han

The complexity of molecular dynamics simulations necessitates dimension reduction and coarse-graining techniques to enable tractable computation. The generalized Langevin equation (GLE) describes coarse-grained dynamics in reduced…

Computational Physics · Physics 2020-06-08 Francesca Grogan , Huan Lei , Xiantao Li , Nathan A. Baker

We present efficient finite difference estimators for goal-oriented sensitivity indices with applications to the generalized Langevin equation (GLE). In particular, we apply these estimators to analyze an extended variable formulation of…

Numerical Analysis · Mathematics 2018-09-18 Eric Joseph Hall , Markos A. Katsoulakis , Luc Rey-Bellet

An energy stable conservative method is developed for the Cahn--Hilliard (CH) equation with the degenerate mobility. The CH equation is discretized in space with the mass conserving symmetric interior penalty discontinuous Galerkin (SIPG)…

Numerical Analysis · Mathematics 2017-12-15 Bülent Karasözen , Ayşe Sarıaydın Filibelioğlu , Murat Uzunca

The Generalised Langevin Equation (GLE) method, as developed in Ref. [Phys. Rev. B 89, 134303 (2014)], is used to calculate the dissipative dynamics of systems described at the atomic level. The GLE scheme goes beyond the commonly used…

Statistical Mechanics · Physics 2015-01-06 H. Ness , L. Stella , C. D. Lorenz , L. Kantorovich

The Generalized Elastic Model (GEM) provides the evolution equation which governs the stochastic motion of several many-body systems in nature, such as polymers, membranes, growing interfaces. On the other hand a probe (\emph{tracer})…

Statistical Mechanics · Physics 2012-03-16 Alessandro Taloni , Aleksei Chechkin , Joseph Klafter

We establish stable finite element (FE) approximations of convection-diffusion initial boundary value problems using the automatic variationally stable finite element (AVS-FE) method. The transient convection-diffusion problem leads to…

Numerical Analysis · Mathematics 2024-01-08 Eirik Valseth , Pouria Behnoudfar , Clint Dawson , Albert Romkes

Recent advances in single particle tracking and supercomputing techniques demonstrate the emergence of normal or anomalous, viscoelastic diffusion in conjunction with non-Gaussian distributions in soft, biological, and active matter…

Statistical Mechanics · Physics 2018-01-23 Jakub Ślęzak , Ralf Metzler , Marcin Magdziarz

In this work, we propose the Generative Latent Flow (GLF), an algorithm for generative modeling of the data distribution. GLF uses an Auto-encoder (AE) to learn latent representations of the data, and a normalizing flow to map the…

Computer Vision and Pattern Recognition · Computer Science 2019-09-24 Zhisheng Xiao , Qing Yan , Yali Amit

In this work we develop analytical techniques to investigate a broad class of associative neural networks set in the high-storage regime. These techniques translate the original statistical-mechanical problem into an analytical-mechanical…

Disordered Systems and Neural Networks · Physics 2020-04-17 Elena Agliari , Francesco Alemanno , Adriano Barra , Alberto Fachechi

We present a new method to approximate the Mori-Zwanzig (MZ) memory integral in generalized Langevin equations (GLEs) describing the evolution of smooth observables in high-dimensional nonlinear systems with local interactions. Building…

Numerical Analysis · Mathematics 2020-03-18 Yuanran Zhu , Daniele Venturi

Recent rapid advances in single particle tracking and supercomputing techniques resulted in an unprecedented abundance of diffusion data exhibiting complex behaviours, such the presence of power law tails of the msd and memory functions,…

Statistical Mechanics · Physics 2018-10-08 Jakub Ślęzak

This paper discusses the estimation of the generalization gap, the difference between generalization performance and training performance, for overparameterized models including neural networks. We first show that a functional variance, a…

Machine Learning · Statistics 2023-03-21 Akifumi Okuno , Keisuke Yano

We propose a federated averaging Langevin algorithm (FA-LD) for uncertainty quantification and mean predictions with distributed clients. In particular, we generalize beyond normal posterior distributions and consider a general class of…

Machine Learning · Statistics 2023-10-06 Wei Deng , Qian Zhang , Yi-An Ma , Zhao Song , Guang Lin

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…

The mean-field Langevin dynamics (MFLD) is a nonlinear generalization of the Langevin dynamics that incorporates a distribution-dependent drift, and it naturally arises from the optimization of two-layer neural networks via (noisy) gradient…

Machine Learning · Computer Science 2023-06-13 Taiji Suzuki , Denny Wu , Atsushi Nitanda

We study the statistically invariant structures of the nonlinear generalized Langevin equation (GLE) with a power-law memory kernel. For a broad class of memory kernels, including those in the subdiffusive regime, we construct solutions of…

Probability · Mathematics 2023-01-10 David P. Herzog , Jonathan C. Mattingly , Hung D. Nguyen

We formulate a new projection-based reduced-ordered modeling technique for non-linear dynamical systems. The proposed technique, which we refer to as the Adjoint Petrov-Galerkin (APG) method, is derived by decomposing the generalized…

Dynamical Systems · Mathematics 2019-08-30 Eric J. Parish , Christopher Wentland , Karthik Duraisamy