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In this work, we take a step towards understanding overdamped Langevin dynamics for the minimization of a general class of objective functions $\mathcal{L}$. We establish well-posedness and regularity of the law $\rho_t$ of the process…

偏微分方程分析 · 数学 2026-04-02 Massimo Fornasier , Lukang Sun , Rachel Ward

We prove that the Yang-Mills (YM) measure for the trivial principal bundle over the two-dimensional torus, with any connected, compact structure group, is invariant for the associated renormalised Langevin dynamic. Our argument relies on a…

概率论 · 数学 2026-04-07 Ilya Chevyrev , Hao Shen

Our goal is to present the basic results on one-dimensional Gibbs and equilibrium states viewed as special invariant measures on symbolic dynamical systems, and then to describe without technicalities a sample of results they allowed to…

动力系统 · 数学 2020-07-16 J. -R. Chazottes , G. Keller

We study the convergence of the empirical measure of moderately interacting particle systems subject to singular forces derived by Lennard-Jones potential. Although the classical Lennard-Jones force is widely used in molecular dynamics,…

概率论 · 数学 2026-01-30 Ernesto M. Greco , Daniela Morale

We study the long-time behaviour of both the classical second-order Langevin dynamics and the nonlinear second-order Langevin dynamics of McKean-Vlasov type. By a coupling approach, we establish global contraction in an $L^1$ Wasserstein…

概率论 · 数学 2022-06-08 Katharina Schuh

We have performed non-equilibrium dynamics simulations of a binary Lennard-Jones mixture in which an external force is applied on a single tagged particle. For the diffusive properties of this particle parallel to the force superdiffusive…

统计力学 · 物理学 2015-06-11 Carsten F. E. Schroer , Andreas Heuer

We consider an infinite dimensional diffusion on $T^{\mathbb Z^d}$, where $T$ is the circle, defined by an infinitesimal generator of the form $L=\sum_{i\in\mathbb Z^d}\left(\frac{a_i(\eta)}{2}\partial^2_i +b_i(\eta)\partial_i\right)$, with…

概率论 · 数学 2016-08-08 Alejandro F. Ramirez

In this paper we discuss some connections between measurable dynamics and rigidity aspects of group representations and group actions. A new ergodic feature of familiar group boundaries is introduced, and is used to obtain rigidity results…

动力系统 · 数学 2014-04-22 Uri Bader , Alex Furman

We introduce static and dynamic correlation functions for the spatial densities of Lyapunov vector fluctuations. They enable us to show, for the first time, the existence of hydrodynamic Lyapunov modes in chaotic many-particle systems with…

混沌动力学 · 物理学 2007-05-23 Günter Radons , Hongliu Yang

For the 2D matrix Langevin dynamics that corresponds to the continuous-time limit of the product of some $2 \times 2$ random matrices, the finite-time Lyapunov exponent can be written as an additive functional of the associated Riccati…

无序系统与神经网络 · 物理学 2021-05-07 Cecile Monthus

A statistical treatment of finite unbound systems in the presence of collective motions is presented and applied to a classical Lennard-Jones Hamiltonian, numerically simulated through molecular dynamics. In the ideal gas limit, the flow…

统计力学 · 物理学 2008-02-01 M. J. Ison , F. Gulminelli , C. Dorso

We study the convergence analysis for general degenerate and non-reversible stochastic differential equations (SDEs). We apply the Lyapunov method to analyze the Fokker-Planck equation, in which the Lyapunov functional is chosen as a…

动力系统 · 数学 2025-02-17 Qi Feng , Wuchen Li

We consider Langevin dynamics associated with a modified kinetic energy vanishing for small momenta. This allows us to freeze slow particles, and hence avoid the re-computation of inter-particle forces, which leads to computational gains.…

统计力学 · 物理学 2016-07-20 Stephane Redon , Gabriel Stoltz , Zofia Trstanova

In this paper, we study damped Langevin stochastic differential equations with singular velocity fields. We prove the strong well-posedness of such equations. Moreover, by combining the technique of Lyapunov functions with Krylov's…

概率论 · 数学 2018-09-06 Renming Song , Longjie Xie

In this paper, we show that the Gibbs measure of the stochastic hyperbolic sine-Gordon equation on the circle is the unique invariant measure for the Markov process. Moreover, the Markov transition probabilities converge exponentially fast…

概率论 · 数学 2023-08-04 Kihoon Seong

This article presents a review of some old and new results on the long time behavior of reflected diffusions. First, we present a summary of prior results on construction, ergodicity and geometric ergodicity of reflected diffusions in the…

概率论 · 数学 2022-08-08 Sayan Banerjee , Amarjit Budhiraja

Systems governed by a multivariate Langevin equation featuring an exact potential exhibit straightforward dynamics but are often difficult to recognize because, after a general coordinate change, the gradient flow becomes obscured by the…

统计力学 · 物理学 2023-01-11 Tiemo Pedergnana , Nicolas Noiray

We consider a simple model for the fluctuating hydrodynamics of a flexible polymer in dilute solution, demonstrating geometric ergodicity for a pair of particles that interact with each other through a nonlinear spring potential while being…

概率论 · 数学 2012-07-24 Jonathan C. Mattingly , Scott A. McKinley , Natesh S. Pillai

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…

统计力学 · 物理学 2007-12-17 Umberto Marini Bettolo Marconi , Simone Melchionna

We put forward a conjecture of recurrence for a gas of hard spheres that collide elastically in a finite volume. The dynamics consists of a sequence of instantaneous binary collisions. We study how the numbers of collisions of different…

混沌动力学 · 物理学 2015-05-27 Alexander Jonathan Vidgop , Itzhak Fouxon