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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

In this paper, we extend the energy-Casimir stability method for deterministic Lie-Poisson Hamiltonian systems to provide sufficient conditions for the stability in probability of stochastic dynamical systems with symmetries and…

Dynamical Systems · Mathematics 2018-04-18 Alexis Arnaudon , Nader Ganaba , Darryl Holm

We consider Langevin dynamics associated with a modified kinetic energy vanishing for small momenta. This allows us to freeze slow particles, and hence avoid the re-computation of inter-particle forces, which leads to computational gains.…

Statistical Mechanics · Physics 2016-07-20 Stephane Redon , Gabriel Stoltz , Zofia Trstanova

We introduce new Langevin-type equations describing the rotational and translational motion of rigid bodies interacting through conservative and non-conservative forces, and hydrodynamic coupling. In the absence of non-conservative forces…

Computational Physics · Physics 2017-12-14 Ruslan L. Davidchack , Thomas E. Ouldridge , Michael V. Tretyakov

In the previous paper of this series [JCTC 2020, 16, 3757], we presented a theoretical and algorithmic framework based on a localized representation of the occupied space that exploits the inherent sparsity in the real-space evaluation of…

Materials Science · Physics 2021-11-16 Hsin-Yu Ko , Biswajit Santra , Robert A. DiStasio

We consider the Langevin dynamics of a many-body system of interacting particles in $d$ dimensions, in a very general setting suitable to model several out-of-equilibrium situations, such as liquid and glass rheology, active self-propelled…

Disordered Systems and Neural Networks · Physics 2019-03-22 Elisabeth Agoritsas , Thibaud Maimbourg , Francesco Zamponi

We drive a d-dimensional Heisenberg magnet using a spatially anisotropic current of mobile particles or heat. The continuum Langevin equation is analyzed using a dynamical renormalization group, stability analysis and numerical simulations.…

Soft Condensed Matter · Physics 2007-05-23 Jayajit Das , Madan Rao , Sriram Ramaswamy

We present a novel and rigorous approach to the Langevin dynamics of ideal polymer chains subject to internal distance constraints. The permanent constraints are modelled by harmonic potentials in the limit when the strength of the…

Soft Condensed Matter · Physics 2009-10-28 M. P. Solf , T. A. Vilgis

Cross-Correlation random matrices have emerged as a promising indicator of phase transitions in spin systems. The core concept is that the evolution of magnetization encapsulates thermodynamic information [R. da Silva, Int. J. Mod. Phys. C,…

Statistical Mechanics · Physics 2024-08-19 Roberto da Silva , Sandra D. Prado

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

We study Langevin dynamics with noise projected onto the directions orthogonal to an isometric group action. This mathematical model is introduced to shed new light on the effects of symmetry on stochastic gradient descent for…

Probability · Mathematics 2026-02-13 Govind Menon , Austin J. Stromme , Adrien Vacher

The probability distributions, as well as the mean values of stochastic currents and fluxes, associated with a driven Langevin process, provide a good and topologically protected measure of how far a stochastic system is driven out of…

Chemical Physics · Physics 2017-01-04 Michael J. Catanzaro , Vladimir Y. Chernyak , John R. Klein

We numerically investigate an adaptive version of the parareal algorithm in the context of molecular dynamics. This adaptive variant has been originally introduced in [F. Legoll, T. Lelievre and U. Sharma, SISC 2022]. We focus here on test…

Numerical Analysis · Mathematics 2022-12-21 Olga Gorynina , Frederic Legoll , Tony Lelievre , Danny Perez

In this paper we consider a new probability sampling methods based on Langevin diffusion dynamics to resolve the problem of existing Monte Carlo algorithms when draw samples from high dimensional target densities. We extent…

Machine Learning · Computer Science 2025-03-31 Z. Zarezadeh , N. Zarezadeh

We consider simple stochastic climate models, described by slowly time-dependent Langevin equations. We show that when the noise intensity is not too large, these systems can spend substantial amounts of time in metastable equilibrium,…

Atmospheric and Oceanic Physics · Physics 2007-05-23 Nils Berglund , Barbara Gentz

For a system at given temperature, with energy known as a function of a set of variables, we obtain the thermal fluctuation of the evolution of the variables by replacing the phase-space with a lattice and invoking the principle of detailed…

Statistical Mechanics · Physics 2010-07-26 Jorge Berger

This article considers the application of Langevin dynamics to sampling and investigates how to choose the damping parameter in Langevin dynamics for the purpose of maximizing thoroughness of sampling. Also, it considers the computation of…

Computation · Statistics 2021-06-23 Robert D. Skeel , Carsten Hartmann

We construct an infinite particle/infinite volume Langevin dynamics on the space of configurations in $\R^d$ having velocities as marks. The construction is done via a limiting procedure using $N$-particle dynamics in cubes…

Probability · Mathematics 2011-07-13 Florian Conrad , Martin Grothaus

We develop a formulation for molecular dynamics, Langevin, and hybrid Monte Carlo algorithms in the recently proposed generalized ensemble that is based on a physically motivated realisation of Tsallis weights. The effectiveness of the…

Biological Physics · Physics 2016-09-08 Ulrich H. E. Hansmann , Frank Eisenmenger , Yuko Okamoto

A formulation of Langevin dynamics for discrete systems is derived as a class of generic stochastic processes. The dynamics simplify for a two-state system and suggest a network architecture which is implemented by the Langevin machine. The…

Neural and Evolutionary Computing · Computer Science 2021-04-08 Lukas Kades , Jan M. Pawlowski