相关论文: Simplified Self-Consistent Theory of Colloid Dynam…

We present a new and improved method for simultaneous control of temperature and pressure in molecular dynamics simulations with periodic boundary conditions. The thermostat-barostat equations are build on our previously developed…

We consider a system of interacting particles subjected to Langevin inertial dynamics and derive the governing time-dependent equation for the one-body density. We show that, after suitable truncations of the…

Stochastic gradient descent (SGD) is a popular algorithm for minimizing objective functions that arise in machine learning. For constant step-sized SGD, the iterates form a Markov chain on a general state space. Focusing on a class of…

A quantum theory for the Markovian dynamics of an open system under the unsharp observation which is continuous in time, is developed within the CCR stochastic approach. A stochastic classical equation for the posterior evolution of quantum…

Radiation damping of the motion of charged particles in relativistic, optically thin plasmas is described within the framework of the covariant gyrokinetic theory. It involves description of the collisionless single-particle dynamics as…

Independent of specific local features, global spatio-temporal structures in diverse phenomena around bifurcation points are described by the complex Ginzburg-Landau equation (CGLE) derived using the reductive perturbation method, which…

A notion of implicit difference equation on a Lie groupoid is introduced and an algorithm for extracting the integrable part (backward or/and forward) is formulated. As an application, we prove that discrete Lagrangian dynamics on a Lie…

As an important Markov Chain Monte Carlo (MCMC) method, stochastic gradient Langevin dynamics (SGLD) algorithm has achieved great success in Bayesian learning and posterior sampling. However, SGLD typically suffers from slow convergence…

The complex Langevin method (CLM) is a promising tool to address the sign problem in quantum field theories with complex actions. However, it can converge to incorrect results even when simulations appear stable, highlighting the need for…

A large class of quantum and statistical field theoretical models, encompassing relevant condensed matter and non-abelian gauge systems, are defined in terms of complex actions. As the ordinary Monte-Carlo methods are useless in dealing…

The Generalized Langevin Equation (GLE) can be derived from a particle-bath Hamiltonian, in both classical and quantum dynamics, and provides a route to the (both Markovian and non-Markovian) fluctuation-dissipation theorem (FDT). All…

Dynamic heterogeneity has often been modeled by assuming that a single-particle observable, fluctuating at a molecular scale, is influenced by its coupling to environmental variables fluctuating on a second, perhaps slower, time scale.…

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…

To describe the slow dynamics of a system out of equilibrium, but close to a dynamical arrest, we generalize the ideas of previous work to the case where time-translational invariance is broken. We introduce a model of the dynamics that is…

A rigorous derivation of quantum Langevin equation from microscopic dynamics in the low density limit is given. We consider a quantum model of a microscopic system (test particle) coupled with a reservoir (gas of light Bose particles) via…

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})…

We propose an ab-initio molecular dynamics method, capable to reduce dramatically the autocorrelation time required for the simulation of classical and quantum particles at finite temperature. The method is based on an efficient…

We study the Stephanov model, which is an RMT model for QCD at finite density, using the Complex Langevin algorithm. Naive implementation of the algorithm shows convergence towards the phase quenched or quenched theory rather than to…

This paper is devoted to the study of the inhomogeneous wave equation with singular (less than continuous) time dependent coefficients. Particular attention is given to the role of the lower order terms and suitable Levi conditions are…

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…