Related papers: Langevin Dynamics in Constant Pressure Extended Sy…
Stochastic reduced-order models are widely used to represent the effective dynamics of complex systems, but estimating their drift and diffusion coefficients from data remains challenging. Standard approaches often rely on short-time…
In this paper, we first devise an ensemble hybridizable discontinuous Galerkin (HDG) method to efficiently simulate a group of parameterized convection diffusion PDEs. These PDEs have different coefficients, initial conditions, source terms…
For sampling from a log-concave density, we study implicit integrators resulting from $\theta$-method discretization of the overdamped Langevin diffusion stochastic differential equation. Theoretical and algorithmic properties of the…
We numerically solve the underdamped Langevin equation to obtain the trajectories of a particle in a sinusoidal potential driven by a temporally sinusoidal force in a medium with coefficient of friction periodic in space as the potential…
This paper introduces a geometric method for proving ergodicity of degenerate noise driven stochastic processes. The driving noise is assumed to be an arbitrary Levy process with non-degenerate diffusion component (but that may be applied…
We report an instability exhibited by a fluid system when coupling two distinct types of waves, both linearly damped. While none of them is unstable on its own, they amplify one another, resulting in a previously unreported convective…
Bayesian inference in complex generative models is often obstructed by the absence of tractable likelihoods and the infeasibility of computing gradients of high-dimensional simulators. Existing likelihood-free methods for generalized…
Langevin algorithms are popular Markov chain Monte Carlo methods that are often used to solve high-dimensional large-scale sampling problems in machine learning. The most classical Langevin Monte Carlo algorithm is based on the overdamped…
Denoising diffusion probabilistic models (DDPMs) represent an entirely new class of generative AI methods that have yet to be fully explored. They use Langevin dynamics, represented as stochastic differential equations, to describe a…
Functionals of particles' paths have diverse applications in physics, mathematics, hydrology, economics, and other fields. Under the framework of continuous time random walk (CTRW), the governing equations for the probability density…
In this paper we introduce and analyse Langevin samplers that consist of perturbations of the standard underdamped Langevin dynamics. The perturbed dynamics is such that its invariant measure is the same as that of the unperturbed dynamics.…
We introduce and analyze a model for the transport of particles or energy in extended lattice systems. The dynamics of the model acts on a discrete phase space at discrete times but has nonetheless some of the characteristic properties of…
We consider Adaptively Restrained Langevin dynamics, in which the kinetic energy function vanishes for small velocities. Properly parameterized, this dynamics makes it possible to reduce the computational complexity of updating…
We study relaxation dynamics of a three dimensional elastic manifold in random potential from a uniform initial condition by numerically solving the Langevin equation.We observe growth of roughness of the system up to larger wavelengths…
We observe that a wide class of higher-derivative systems admits a bounded integral of motion that ensures the classical stability of dynamics, while the canonical energy is unbounded. We use the concept of a Lagrange anchor to demonstrate…
Langevin diffusion processes and their discretizations are often used for sampling from a target density. The most convenient framework for assessing the quality of such a sampling scheme corresponds to smooth and strongly log-concave…
We present new results of full QCD at nonzero chemical potential. In PRD 92, 094516 (2015) the complex Langevin method was shown to break down when the inverse coupling decreases and enters the transition region from the deconfined to the…
The aim of the paper is to discuss the main characteristics of a complete theoretical and numerical model for turbulent polydispersed two-phase flows, pointing out some specific issues. The theoretical details of the model have already been…
In this article we investigate hypocoercivity of Langevin-type dynamics in nonlinear smooth geometries. The main result stating exponential decay to an equilibrium state with explicitly computable rate of convergence is rooted in an…
Parameter estimation for spatiotemporal dynamics for coupled map lattices and continuous time domain systems is shown using a combination of multiple shooting, Karhunen-Loeve decomposition and Galerkin's projection methodologies. The…