相关论文: Mobility estimation for Langevin dynamics using co…

We study the mathematical properties of a nonequilibrium Langevin dynamics which can be used to estimate the shear viscosity of a system. More precisely, we prove a linear response result which allows to relate averages over the…

We present a new Monte Carlo method for obtaining solutions of the Boltzmann equation for describing phonon transport in micro and nanoscale devices. The proposed method can resolve arbitrarily small signals (e.g. temperature differences)…

We study the simulated annealing algorithm based on the kinetic Langevin dynamics, in order to find the global minimum of a non-convex potential function. For both the continuous time formulation and a discrete time analogue, we obtain the…

This paper presents a robust controller using a Linear Parameter Varying (LPV) model of the lane-keeping system with parameter reduction. Both varying vehicle speed and roll motion on a curved road influence the lateral vehicle model…

Nonlinear, multiplicative Langevin equations for a complete set of slow variables in equilibrium systems are generally derived on the basis of the separation of time scales. The form of the equations is universal and equivalent to that…

It has been shown that the nonreversible overdamped Langevin dynamics enjoy better convergence properties in terms of spectral gap and asymptotic variance than the reversible one. In this article we propose a variance reduction method for…

Bayesian methods of sampling from a posterior distribution are becoming increasingly popular due to their ability to precisely display the uncertainty of a model fit. Classical methods based on iterative random sampling and posterior…

Using complex Langevin method we probe the possibility of dynamical supersymmetry breaking in supersymmetric quantum mechanics models with complex actions. The models we consider are invariant under the combined operation of parity and time…

This paper presents a new approach to accurately simulating 3D overhead cranes with friction. Although nonlinear friction dynamics has a significant impact on these systems, accurately modeling this phenomenon in simulations is a…

There has been considerable interest in designing Markov chain Monte Carlo algorithms by exploiting numerical methods for Langevin dynamics, which includes Hamiltonian dynamics as a deterministic case. A prominent approach is Hamiltonian…

Algorithms based on discretizing Langevin diffusion are popular tools for sampling from high-dimensional distributions. We develop novel connections between such Monte Carlo algorithms, the theory of Wasserstein gradient flow, and the…

Recent rapid advances in single particle tracking and supercomputing techniques resulted in an unprecedented abundance of diffusion data exhibiting complex behaviours, such the presence of power law tails of the msd and memory functions,…

Continuous time random walks and Langevin equations are two classes of stochastic models for describing the dynamics of particles in the natural world. While some of the processes can be conveniently characterized by both of them, more…

Memory effects, sometimes, can not be neglected. In the framework of continuous time random walk, memory effect is modeled by the correlated waiting times. In this paper, we derive the two-point probability distribution of the stochastic…

We present a multilevel stochastic gradient descent method for the optimal control of systems governed by partial differential equations under uncertain input data. The gradient descent method used to find the optimal control leverages a…

Langevin integrators based on operator splitting are widely used in molecular dynamics. This work examines Langevin splitting schemes from the perspective of their internal trajectories and observation points, complementing existing…

In this paper, we extend a recently introduced multi-fidelity control variate for the uncertainty quantification of the Boltzmann equation to the case of kinetic models arising in the study of multiagent systems. For these phenomena, where…

We revisit the problem of sampling from a target distribution that has a smooth strongly log-concave density everywhere in $\mathbb R^p$. In this context, if no additional density information is available, the randomized midpoint…

Anticipating bifurcation-induced transitions in dynamical systems has gained relevance in various fields of the natural, social, and economic sciences. Before the annihilation of a system's equilibrium point by means of a bifurcation, the…

In this paper, we investigate a continuous time version of the Stochastic Langevin Monte Carlo method, introduced in [WT11], that incorporates a stochastic sampling step inside the traditional over-damped Langevin diffusion. This method is…