相关论文: Mobility estimation for Langevin dynamics using co…
The safety concern for unmanned systems, namely the concern for the potential casualty caused by system abnormalities, has been a bottleneck for their development, especially in populated areas. Evidently, the collision between the unmanned…
This article considers the application of Langevin dynamics to sampling and investigates how to choose the damping parameter in Langevin dynamics for the purpose of maximizing thoroughness of sampling. Also, it considers the computation of…
A driven Ising model with friction due to magnetic correlations has recently been proposed by Kadau et al. (Phys. Rev. Lett. 101, 137205 (2008)). The non-equilibrium phase transition present in this system is investigated in detail using…
This paper proposes a methodology to estimate uncertainty in automated vehicle (AV) dynamics in real time via Bayesian inference. Based on the estimated uncertainty, the method aims to continuously monitor the car-following (CF) performance…
We present a direct approach to the construction of Lagrangians for a large class of one-dimensional dynamical systems with a simple dependence (monomial or polynomial) on the velocity. We rederive and generalize some recent results and…
The many-body Monte Carlo method is used to evaluate the frequency dependent conductivity and the average mobility of a system of hopping charges, electronic or ionic on a one-dimensional chain or channel of finite length. Two cases are…
We show how the Hamiltonian Monte Carlo algorithm can sometimes be speeded up by "splitting" the Hamiltonian in a way that allows much of the movement around the state space to be done at low computational cost. One context where this is…
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…
Modern optimal control theory involves adjoining the already known equations of motion of a dynamic system to the objective function using dynamic costates; this is done in order to constrain the optimal control solutions to satisfy the…
We numerically solve the underdamped Langevin equation to obtain the trajectories of a particle in a sinusoidal potential driven by a temporally sinusoidal force in a medium with coefficient of friction periodic in space as the potential…
We study the long-time behavior of the underdamped Langevin dynamics, in the case of so-called \emph{weak confinement}. Indeed, any $\mathrm{L}^\infty$ distribution (in position and velocity) relaxes to equilibrium over time, and we…
We study counterfactual stochastic optimization of conditional loss functionals under misspecified and noisy gradient information. The difficulty is that when the conditioning event has vanishing or zero probability, naive Monte Carlo…
Stochastic gradient-based optimisation for discrete latent variable models is challenging due to the high variance of gradients. We introduce a variance reduction technique for score function estimators that makes use of double control…
This paper proposes fractional sliding control designs for single-degree-of-freedom fractional oscillators respectively of the Kelvin-Voigt type, the modified Kelvin-Voigt type and D\"{u}ffing type, whose dynamical behaviors are described…
The Multilevel Monte Carlo (MLMC) method has been applied successfully in a wide range of settings since its first introduction by Giles (2008). When using only two levels, the method can be viewed as a kind of control-variate approach to…
This paper introduces a new Markov Chain Monte Carlo method for Bayesian variable selection in high dimensional settings. The algorithm is a Hastings-Metropolis sampler with a proposal mechanism which combines a Metropolis Adjusted Langevin…
We study the transition time distribution for a particle moving between two wells of a multidimensional potential in the low-noise limit of overdamped Langevin dynamics. Possible transition paths are restricted to a thin tube surrounding…
The concept of mobility is discussed in the case of unstrained and strained nanoscale DG MOSFET thanks to particle Monte Carlo device simulation. Without the introduction of specific scattering phenomenon for short channel devices, the…
Based on the classical Langevin equation, we have re-visited the problem of orbital motion of a charged particle in two dimensions for a normal magnetic field crossed with or without an in-plane electric bias. We are led to two interesting…
Convergence to equilibrium of underdamped Langevin dynamics is studied under general assumptions on the potential $U$ allowing for singularities. By modifying the direct approach to convergence in $L^2$ pioneered by F. H\'erau and…