相关论文: Accurate sampling using Langevin dynamics
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…
The diffusive dynamics of a particle in a medium with space-dependent friction coefficient is studied within the framework of the inertial Langevin equation. In this description, the ambiguous interpretation of the stochastic integral,…
Recent progress in open-heavy-flavor measurements and future experimental upgrades are bringing heavy-flavor physics into the precision era, allowing for strong quantitative constraints on the transport properties of heavy quarks in the…
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.…
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…
In this paper, we consider the Langevin equation from an unusual point of view, that is as an archetype for a dissipative system driven out of equilibrium by an external excitation. Using path integral method, we compute exactly the…
A vector field splitting approach is discussed for the systematic derivation of numerical propagators for deterministic dynamics. Based on the formalism, a class of numerical integrators for Langevin dynamics are presented for single and…
We introduce a projected complex Langevin (CL) numerical sampling method -- a fictitious Langevin dynamics scheme that uses numerical projection to sample a constrained stationary distribution with highly oscillatory character. Despite the…
Importance sampling is a widely used technique to reduce the variance of a Monte Carlo estimator by an appropriate change of measure. In this work, we study importance sam- pling in the framework of diffusion process and consider the change…
The complex Langevin method (CLM) provides a promising way to perform the path integral with a complex action using a stochastic equation for complexified dynamical variables. It is known, however, that the method gives wrong results in…
Gradient-based Discrete Samplers (GDSs) are effective for sampling discrete energy landscapes. However, they often stagnate in complex, non-convex settings. To improve exploration, we introduce the Discrete Replica EXchangE Langevin…
The dynamics of a sphere fluidized in a nearly-levitating upflow of air were previously found to be identical to those of a Brownian particle in a two-dimensional harmonic trap, consistent with a Langevin equation [Ojha {\it et al.}, Nature…
Common algorithms for computationally simulating Langevin dynamics must discretize the stochastic differential equations of motion. These resulting finite time step integrators necessarily have several practical issues in common:…
In scientific computing, the acceleration of atomistic computer simulations by means of custom hardware is finding ever growing application. A major limitation, however, is that the high efficiency in terms of performance and low power…
We address the problem of constructing accurate mathematical models of the dynamics of complex systems projected on a collective variable. To this aim we introduce a conceptually simple yet effective algorithm for estimating the parameters…
Proper modeling of complex systems requires innovative mathematical tools. In this sense, we sought to use deformed or fractal derivatives for studying the dynamics of systems, particularly those, such as granular gases, in which the…
Drawing from the theory of stochastic differential equations, we introduce a novel sampling method for known distributions and a new algorithm for diffusion generative models with unknown distributions. Our approach is inspired by the…
A general method is proposed which allows one to estimate drift and diffusion coefficients of a stochastic process governed by a Langevin equation. It extends a previously devised approach [R. Friedrich et al., Physics Letters A 271, 217…
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…
Complex Langevin simulations provide an alternative to sample path integrals with complex weights and therefore are suited to determine the phase diagram of QCD from first principles. We use our proposed method of Dynamic Stabilisation (DS)…