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In the literature, there exist several studies on symbol-based multigrid methods for the solution of linear systems having structured coefficient matrices. In particular, the convergence analysis for such methods has been obtained in an…

数值分析 · 数学 2021-11-15 Matthias Bolten , Marco Donatelli , Paola Ferrari , Isabella Furci

We discuss two independent methods of solution of a master equation whose biased jump transition rates account for long jumps of L\'{e}vy-stable type and nonetheless admit a Boltzmannian (thermal) equilibrium to arise in the large time…

统计力学 · 物理学 2015-06-16 Mariusz Żaba , Piotr Garbaczewski , Vladimir Stephanovich

We present a new method to sample conditioned trajectories of a system evolving under Langevin dynamics, based on Brownian bridges. The trajectories are conditioned to end at a certain point (or in a certain region) in space. The bridge…

数学物理 · 物理学 2022-08-17 Patrice Koehl , Henri Orland

We study numerical methods for the generalized Langevin equation (GLE) with a positive Prony series memory kernel, in which case the GLE can be written in an extended variable Markovian formalism. We propose a new splitting method that is…

计算物理 · 物理学 2022-05-31 Manh Hong Duong , Xiaocheng Shang

A theory for chemical reaction dynamics in condensed phase systems based on the generalized Langevin formalism of Grote and Hynes is presented. A microscopic approach to calculate the dynamic friction is developed within the framework of a…

统计力学 · 物理学 2009-11-10 Nurit Shental , Eran Rabani

In this paper, we present a finite difference heterogeneous multiscale method for the Landau-Lifshitz equation with a highly oscillatory diffusion coefficient. The approach combines a higher order discretization and artificial damping in…

数值分析 · 数学 2021-08-24 Lena Leitenmaier , Olof Runborg

We introduce a novel simple algorithm for thermostatting path integral molecular dynamics (PIMD) with the Langevin equation. The staging transformation of path integral beads is employed for demonstration. The optimum friction coefficients…

统计力学 · 物理学 2017-10-17 Jian Liu , Dezhang Li , Xinzijian Liu

Using a simple Gaussian-like Ansatz for the phase distribution of a theory with a complex action, we show how the thimble integration for the average phase factor can be plagued by a strong residual sign problem when the phase of the…

高能物理 - 格点 · 物理学 2018-12-12 Jacques Bloch

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…

数值分析 · 数学 2020-12-09 Benedict Leimkuhler , Matthias Sachs

There is an overwhelmingly large literature and algorithms already available on `large scale inference problems' based on different modeling techniques and cultures. Our primary goal in this paper is \emph{not to add one more new…

统计理论 · 数学 2017-04-03 Subhadeep Mukhopadhyay

Constrained sampling is an important and challenging task in computational statistics, concerned with generating samples from a distribution under certain constraints. There are numerous types of algorithm aimed at this task, ranging from…

统计方法学 · 统计学 2026-04-01 Neil K. Chada , Lu Yu

A hybrid lattice Boltzmann method (LBM) for binary mixtures based on the free-energy approach is proposed. Non-ideal terms of the pressure tensor are included as a body force in the LBM kinetic equations, used to simulate the continuity and…

软凝聚态物质 · 物理学 2015-05-13 A. Tiribocchi , N. Stella , G. Gonnella , A. Lamura

This study proposes a novel topology optimization method for unsteady fluid flows induced by actively moving rigid bodies. The key idea of the proposed method is to decouple the design and analysis domains by using separate grids. The…

最优化与控制 · 数学 2025-07-01 Yuta Tanabe , Kentaro Yaji , Kuniharu Ushijima

Complex Langevin simulations are an attempt to solve the sign (or complex-action) problem encountered in various physical systems of interest. The method is based on a complexification of the underlying degrees of freedom and an evolution…

高能物理 - 格点 · 物理学 2025-04-08 Michael W. Hansen , Michael Mandl , Erhard Seiler , Dénes Sexty

The numerical sign problem remains one of the central challenges in computational physics. The Worldvolume Hybrid Monte Carlo (WV-HMC) method has recently been proposed as a reliable and computationally efficient algorithm that crucially…

高能物理 - 格点 · 物理学 2026-03-31 Masafumi Fukuma

This paper describes a unified method solving for inverse, forward, and hybrid dynamics problems for robotic manipulators with either open kinematic chains or closed kinematic loops based on factor graphs. Manipulator dynamics is considered…

机器人学 · 计算机科学 2020-05-27 Mandy Xie , Frank Dellaert

When simulating molecular systems using deterministic equations of motion (e.g., Newtonian dynamics), such equations are generally numerically integrated according to a well-developed set of algorithms that share commonly agreed-upon…

计算物理 · 物理学 2014-08-08 David A. Sivak , John D. Chodera , Gavin E. Crooks

The need to blend observational data and mathematical models arises in many applications and leads naturally to inverse problems. Parameters appearing in the model, such as constitutive tensors, initial conditions, boundary conditions, and…

统计理论 · 数学 2010-09-16 J. Nolen , G. A. Pavliotis , A. M. Stuart

We review the latest advances in the analytical modelling of single file diffusion. We focus first on the derivation of the fractional Langevin equation that describes the motion of a tagged file particle. We then propose an alternative…

统计力学 · 物理学 2015-02-17 Alessandro Taloni , Fabio Marchesoni

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…

高能物理 - 格点 · 物理学 2026-03-27 Anosh Joseph , Arpith Kumar
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