相关论文: Continuum limit and preconditioned Langevin sampli…

In this paper, we study the so-called intermediate disorder regime for a directed polymer in a random environment with heavy-tail. Consider a simple symmetric random walk $(S_n)_{n\geq 0}$ on $\mathbb{Z}^d$, with $d\geq 1$, and modify its…

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…

Complex Langevin methods have been successfully applied in theories that suffer from a sign problem such as QCD with a chemical potential. We present and illustrate a novel method (dynamic stabilisation) that ensures that Complex Langevin…

For hybrid systems exhibiting periodic behavior, analyzing the invariant set containing the limit cycle is a natural way to study the robustness of the closed-loop system. However, computing these sets can be computationally expensive,…

Long linear polymers in a depinned interfaces environment have been studied for a long time, for instance in \cite{Caravenna2009depinning} when the temperature is constant. In this paper, we study an extension of this model by making the…

In this note, we consider the construction of a one-dimensional stable Langevin type process confined in the upper half-plane and submitted to reflective-diffusive boundary conditions whenever the particle position hits 0. We show that two…

In this article, we introduce a generalization of the diffusive motion of point-particles in a turbulent convective flow with given correlations to a polymer or membrane. In analogy to the passive scalar problem we call this the passive…

We study the stochastic quantization of two-dimensional nonlinear sigma model in the large $N$ limit. Our main tool is the {\it effective} Langevin equation with which we investigate nonperturbative phenomena and derive the results which…

The present contribution focuses on the thermodynamically consistent mechanical modeling of the strain-induced crystallization in unfilled polymers. This phenomenon is of particular importance for the mechanical properties of polymers as…

We propose a novel approach to continuum modelling of dynamics of crystal surfaces. Our model follows the evolution of an ensemble of step configurations, which are consistent with the macroscopic surface profile. Contrary to the usual…

A wide variety of numerical methods are evaluated and compared for solving the stochastic differential equations encountered in molecular dynamics. The methods are based on the application of deterministic impulses, drifts, and Brownian…

Polymer ejection from a capsid through a nanoscale pore is an important biological process with relevance to modern biotechnology. Here, we study generic capsid ejection using Langevin dynamics. We show that even when the ejection takes…

We derive the thermodynamic limit of the empirical correlation and response functions in the Langevin dynamics for spherical mixed $p$-spin disordered mean-field models, starting uniformly within one of the spherical bands on which the…

We study the kinetic mean-field limits of the discrete systems of interacting particles used for halftoning of images in the sense of continuous-domain quantization. Under mild assumptions on the regularity of the interacting kernels we…

We consider the physical model of a classical mechanical system (called "small system") undergoing repeated interactions with a chain of identical small pieces (called "environment"). This physical setup constitutes an advantageous way of…

We derive a new methodology for the construction of high order integrators for sampling the invariant measure of ergodic stochastic differential equations with dynamics constrained on a manifold. We obtain the order conditions for sampling…

At nonzero chemical potential the numerical sign problem in lattice field theory limits the use of standard algorithms based on importance sampling. Complex Langevin dynamics provides a possible solution, but it has to be applied with care.…

Brownian motion and viscoelasticity of semiflexible polymers is a subject that has been studied for many years. Still, rigorous analysis has been hindered due to the difficulty in handling the constraint that polymer chains cannot be…

Perceptrons are the building blocks of many theoretical approaches to a wide range of complex systems, ranging from neural networks and deep learning machines, to constraint satisfaction problems, glasses and ecosystems. Despite their…

Probabilistic models of directed polymers in random environment have received considerable attention in recent years. Much of this attention has focused on integrable models. In this paper, we introduce some new computational tools that do…