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相关论文: Measurement-driven Langevin modeling of superparam…

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The measured time series from complex systems are renowned for their intricate stochastic behavior, characterized by random fluctuations stemming from external influences and nonlinear interactions. These fluctuations take diverse forms,…

统计力学 · 物理学 2025-03-19 Pyei Phyo Lin , Matthias Wächter , Joachim Peinke , M. Reza Rahimi Tabar

In this paper we introduce and analyse Langevin samplers that consist of perturbations of the standard underdamped Langevin dynamics. The perturbed dynamics is such that its invariant measure is the same as that of the unperturbed dynamics.…

概率论 · 数学 2017-12-06 A. B. Duncan , N. Nuesken , G. A. Pavliotis

Wild animals are commonly fitted with trackers that record their position through time, and statistical models for tracking data broadly fall into two categories: models focused on small-scale movement decisions, and models for large-scale…

应用统计 · 统计学 2025-10-07 Théo Michelot , Ephraim M. Hanks

Superparamagnetic tunnel junctions (SMTJs) are promising sources for the randomness required by some compact and energy-efficient computing schemes. Coupling SMTJs gives rise to collective behavior that could be useful for cognitive…

In the superparamagnetic regime, magnetic tunnel junctions switch between two resistance states due to random thermal fluctuations. The dwell time distribution in each state is exponential. We sample this distribution using a temporal…

This work presents a systematic methodology for describing the transient dynamics of coarse-grained molecular systems inferred from all-atom simulated data. We suggest Langevin-type dynamics where the coarse-grained interaction potential…

数值分析 · 数学 2023-09-22 G. Baxevani , V. Harmandaris , E. Kalligiannaki , I. Tsantili

The confluence of unitary dynamics and non-unitary measurements gives rise to intriguing and relevant phenomena, generally referred to as measurement-induced phase transitions. These transitions have been observed in quantum systems…

量子物理 · 物理学 2024-06-27 Gonzalo Martín-Vázquez , Taneli Tolppanen , Matti Silveri

In time-domain measurements of a Poisson two-level system, the observed transition rates are always smaller than those of the actual system, a general consequence of finite measurement bandwidth in an experiment. This underestimation of the…

介观与纳米尺度物理 · 物理学 2007-05-23 O. Naaman , J. Aumentado

We discuss the design of an invariant measure-preserving transformed dynamics for the numerical treatment of Langevin dynamics based on rescaling of time, with the goal of sampling from an invariant measure. Given an appropriate monitor…

数值分析 · 数学 2024-08-30 Alix Leroy , Benedict Leimkuhler , Jonas Latz , Desmond J. Higham

In this paper we propose a new approach for sampling from probability measures in, possibly, high dimensional spaces. By perturbing the standard overdamped Langevin dynamics by a suitable Stratonovich perturbation that preserves the…

数值分析 · 数学 2019-04-23 Assyr Abdulle , Grigorios A. Pavliotis , Gilles Vilmart

A fully Bayesian treatment of complicated predictive models (such as deep neural networks) would enable rigorous uncertainty quantification and the automation of higher-level tasks including model selection. However, the intractability of…

Superparamagnetic magnetic tunnel junctions (sMTJs) are promising components for true random number generation and probabilistic computing. Achieving high-frequency fluctuation while maintaining reliable control over output level is…

应用物理 · 物理学 2026-01-23 Qi Jia , Jian-Ping Wang

Transport through quantum coherent conductors, like atomic junctions, is described by the distribution of conduction channels. Information about the number of channels and their transmission can be extracted from various sources, such as…

Cross-Correlation random matrices have emerged as a promising indicator of phase transitions in spin systems. The core concept is that the evolution of magnetization encapsulates thermodynamic information [R. da Silva, Int. J. Mod. Phys. C,…

统计力学 · 物理学 2024-08-19 Roberto da Silva , Sandra D. Prado

We consider numerical methods for thermodynamic sampling, i.e. computing sequences of points distributed according to the Gibbs-Boltzmann distribution, using Langevin dynamics and overdamped Langevin dynamics (Brownian dynamics). A wide…

统计力学 · 物理学 2015-01-13 Benedict Leimkuhler , Charles Matthews , Gabriel Stoltz

Tunneling, transport of particles through classically forbidden regions, is a pure quantum phenomenon. It governs numerous phenomena ranging from single-molecule electronics to donor-acceptor transition reactions. The main problem is the…

量子物理 · 物理学 2017-10-13 Durmus Demir , Tugrul Guner

Metastable transitions in Langevin dynamics can exhibit rich behaviors that are markedly different from its overdamped limit. In addition to local alterations of the transition path geometry, more fundamental global changes may exist. For…

计算物理 · 物理学 2018-05-28 Andre Souza , Molei Tao

In molecular dynamics, statistics of transitions, such as the mean transition time, are macroscopic observables which provide important dynamical information on the underlying microscopic stochastic process. A direct estimation using…

概率论 · 数学 2023-05-16 Tony Lelièvre , Mouad Ramil , Julien Reygner

Langevin algorithms are popular Markov chain Monte Carlo methods that are often used to solve high-dimensional large-scale sampling problems in machine learning. The most classical Langevin Monte Carlo algorithm is based on the overdamped…

概率论 · 数学 2026-05-21 Nian Yao , Pervez Ali , Xihua Tao , Lingjiong Zhu

We describe a model for photon absorption by superconducting tunnel junctions in which the full energy dependence of all the quasiparticle dynamic processes is included. The model supersedes the well-known Rothwarf-Taylor approach, which…

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