Related papers: Langevin Dynamics in Constant Pressure Extended Sy…
Time-dependent potentials are common in galactic systems that undergo significant evolution, interactions, or encounters with other galaxies, or when there are dynamic processes like star formation and merging events. Recent studies show…
Inverse problems are ubiquitous because they formalize the integration of data with mathematical models. In many scientific applications the forward model is expensive to evaluate, and adjoint computations are difficult to employ; in this…
This article is concerned with sampling from Gibbs distributions $\pi(x)\propto e^{-U(x)}$ using Markov chain Monte Carlo methods. In particular, we investigate Langevin dynamics in the continuous- and the discrete-time setting for such…
In this paper, we present estimates for solutions and for the attraction domain of the trivial solution for systems with delayed and nonlinear weighted homogeneous right-hand side of positive degree. The results are achieved via a…
We present a novel methodology based on filtered data and moving averages for estimating effective dynamics from observations of multiscale systems. We show in a semi-parametric framework of the Langevin type that our approach is…
We develop an efficient sampling method by simulating Langevin dynamics with an artificial force rather than a natural force by using the gradient of the potential energy. The standard technique for sampling following the predetermined…
In this article, we provide detailed analysis of the long-time behavior of the underdamped Langevin dynamics. We first provide a necessary condition guaranteeing that the zero-noise dynamical system converges to its unique attractor. We…
The increasing availability of data presents an opportunity to calibrate unknown parameters which appear in complex models of phenomena in the biomedical, physical and social sciences. However, model complexity often leads to…
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…
Stochastic differential equations of Langevin-diffusion form have received significant attention, thanks to their foundational role in both Bayesian sampling algorithms and optimization in machine learning. In the latter, they serve as a…
In this article, we focus on the sampling of the configurational Gibbs-Boltzmann distribution, that is, the calculation of averages of functions of the position coordinates of a molecular $N$-body system modelled at constant temperature. We…
We propose a novel kinetic Langevin sampler based on a specific splitting scheme using the exact harmonic Langevin integrator. For strongly log-concave target measures, the sampler exploits a decomposition of the strongly convex potential…
We study Langevin dynamics with a kinetic energy different from the standard, quadratic one in order to accelerate the sampling of Boltzmann-Gibbs distributions. In particular, this kinetic energy can be non-globally Lipschitz, which raises…
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…
An extended Hamiltonian approach to conduct isothermal-isobaric molecular dynamics simulations with full cell flexibility is presented. The components of the metric tensor are used as the fictitious degrees of freedom for the cell, thus…
We consider a classical model of non-equilibrium statistical mechanics accounting for non-Markovian effects, which is referred to as the Generalized Langevin Equation in the literature. We derive reduced Markovian descriptions obtained…
In this research paper, we present an exact matrix form analytical solution of the multi-dimensional generalized Langevin equation with quadratic potentials. Our investigation provides detailed expressions for the two-dimensional…
In this note, we consider the construction of a one-dimensional stable Langevin type process confined in the upper half-plane and submitted to reflective-diffusive boundary conditions whenever the particle position hits 0. We show that two…
We study the long time asymptotics of probability density functions (pdfs) of L\'{e}vy flights in different confining potentials. For that we use two models: Langevin - driven and (L\'{e}vy - Schr\"odinger) semigroup - driven dynamics. It…
Simulating the long-timescale dynamics of biomolecules is a central challenge in computational science. While enhanced sampling methods can accelerate these simulations, they rely on pre-defined collective variables that are often difficult…