相关论文: Accurate sampling using Langevin dynamics

Langevin integrators based on operator splitting are widely used in molecular dynamics. This work examines Langevin splitting schemes from the perspective of their internal trajectories and observation points, complementing existing…

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 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…

We proposed a new technique to accelerate sampling methods for solving difficult optimization problems. Our method investigates the intrinsic connection between posterior distribution sampling and optimization with Langevin dynamics, and…

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 propose a new discretization of the mirror-Langevin diffusion and give a crisp proof of its convergence. Our analysis uses relative convexity/smoothness and self-concordance, ideas which originated in convex optimization, together with a…

We construct an effective potential for the complex Langevin equation on a lattice. We show that the minimum of this effective potential gives the space-time and Langevin time average of the complex Langevin field. The loop expansion of the…

A methodology to sample the isothermal-isobaric ensemble using Langevin dynamics is proposed, which combines novel features of geometric integrators for the equations of motion. By employing the Trotter expansion, the methodology generates…

The problem of effective equations is reviewed and discussed. Starting from the classical Langevin equation, we show how it can be generalized to Hamiltonian systems with non-standard kinetic terms. A numerical method for inferring…

Complex Langevin dynamics can solve the sign problem appearing in numerical simulations of theories with a complex action. In order to justify the procedure, it is important to understand the properties of the real and positive…

Complex Langevin dynamics can be used to perform numerical simulations of theories with a complex action. In order to justify the procedure, it is important to understand the properties of the real and positive distribution, which is…

This paper is concerned with tuning friction and temperature in Langevin dynamics for fast sampling from the canonical ensemble. We show that near-optimal acceleration is achieved by choosing friction so that the local quadratic…

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…

We introduce a method to sample the orientational distribution function in computer simulations. The method is based on the exact torque balance equation for classical many-body systems of interacting anisotropic particles in equilibrium.…

The method of complex Langevin simulations is a tool that can be used to tackle the complex-action problem encountered, for instance, in finite-density lattice quantum chromodynamics or real-time lattice field theories. The method is based…

We study the Langevin dynamics of diffusive particles with regular pairwise interactions under mean-field scaling. By approximating empirical distributions with conditional distributions, we establish coercive and contractive properties for…

Langevin and Brownian simulations play a prominent role in computational research, and state of the art integration algorithms provide trajectories with different stability ranges and accuracy in reproducing statistical averages. The…

Diffusion models suffer from slow sample generation at inference time. Therefore, developing a principled framework for fast deterministic/stochastic sampling for a broader class of diffusion models is a promising direction. We propose two…

In this paper, we consider Langevin processes with mechanical constraints. The latter are a fundamental tool in molecular dynamics simulation for sampling purposes and for the computation of free energy differences. The results of this…

Langevin equation pertinent to diffusion limited aggregation of charged particles in the presence of an external magnetic field is solved exactly. The solution involves correlated random variables. A new scheme for exactly sampling the…