Related papers: Langevin equation with scale-dependent noise
A new approach to study the scaling behavior of the scalar theory near the Gaussian fixed point in $d$-dimensions is presented. For a class of initial data an explicit use of the Green's function of the evolution equation is made. It is…
Gradient Langevin dynamics and a variety of its variants have attracted increasing attention owing to their convergence towards the global optimal solution, initially in the unconstrained convex framework while recently even in convex…
We study the dynamics of the contact-process, one of the simplest nonequilibrium stochastic processes, taking place on a scale-free network. We consider the network topology as annealed, i.e. all links are rewired at each microscopic time…
The quantum Langevin equation as obtained from the independent-oscillator model describes a strong-coupling situation, devoid of the Born-Markov approximation that is employed in the context of the Gorini-Kossakowski-Sudarshan-Lindblad…
We study the Langevin dynamics corresponding to the $\nabla\phi$ (or Ginzburg-Landau) interface model with a uniformly convex interaction potential. We interpret these Langevin dynamics as a nonlinear parabolic equation forced by white…
Green's function of the problem describing steady forward motion of bodies in an open ocean in the framework of the linear surface wave theory (the function is often referred to as Kelvin's wave source potential) is considered. Methods for…
We study a system of interacting particles in the presence of the relativistic kinetic energy, external confining potentials, singular repulsive forces as well as a random perturbation through an additive white noise. In comparison with the…
In this paper, we consider the Langevin equation from an unusual point of view, that is as an archetype for a dissipative system driven out of equilibrium by an external excitation. Using path integral method, we compute exactly the…
We propose a novel stochastic method to generate paths conditioned to start in an initial state and end in a given final state during a certain time $t_{f}$. These paths are weighted with a probability given by the overdamped Langevin…
We study large deviations in the Langevin dynamics, with damping of order $\e^{-1}$ and noise of order $1$, as $\e\downarrow 0$. The damping coefficient is assumed to be state dependent. We proceed first with a change of time and then, we…
Study of a simple single-trace transmission example shows how an extended source formulation of full-waveform inversion can produce an optimization problem without spurious local minima ("cycle skipping"), hence efficiently solvable via…
We study the exponential convergence to the stationary state for nonequilibrium Langevin dynamics, by a perturbative approach based on hypocoercive techniques developed for equilibrium Langevin dynamics. The Hamiltonian and overdamped…
A linear singularly perturbed convection-diffusion problem with characteristic layers is considered in three dimensions. Sharp bounds for the associated Green's function and its derivatives are established in the $L_1$ norm. The dependence…
We present results on the ballistic and diffusive behavior of the Langevin dynamics in a periodic potential that is driven away from equilibrium by a space-time periodic driving force, extending some of the results obtained by Collet and…
We propose an adaptive biasing algorithm aimed at enhancing the sampling of multimodal measures by Langevin dynamics. The underlying idea consists in generalizing the standard adaptive biasing force method commonly used in conjunction with…
A growing interface subject to noise is described by the Kardar-Parisi-Zhang equation or, equivalently, the noisy Burgers equation. In one dimension this equation is analyzed by means of a weak noise canonical phase space approach applied…
We introduce a Langevin equation characterized by a time dependent drift. By assuming a temporal power-law dependence of the drift we show that a great variety of behavior is observed in the dynamics of the variance of the process. In…
We propose a sampling method based on an ensemble approximation of second order Langevin dynamics. The log target density is appended with a quadratic term in an auxiliary momentum variable and damped-driven Hamiltonian dynamics introduced;…
Stochastic differential equations, especially the one called Langevin equation, play an important role in many fields of modern science. In this paper, we use the bicolour rooted tree method, which is based on the stochastic Taylor…
The classical (overdamped) Langevin dynamics provide a natural algorithm for sampling from its invariant measure, which uniquely minimizes an energy functional over the space of probability measures, and which concentrates around the…