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The behavior of the self diffusion constant of Langevin particles interacting via a pairwise interaction is considered. The diffusion constant is calculated approximately within a perturbation theory in the potential strength about the bare…

软凝聚态物质 · 物理学 2009-11-10 D. S. Dean , A. Lefèvre

We apply well-established concepts of Langevin sampling to derive a new class of algorithms for the efficient computation of free energy differences of fluctuating particles embedded in a 'fast' membrane, i.e., a membrane that…

数值分析 · 数学 2020-10-01 Tobias Kies , Carsten Gräser , Luigi Delle Site , Ralf Kornhuber

We consider a system of classical Brownian particles interacting via a smooth long-range potential in the mean-field regime, and we analyze the propagation of chaos in form of sharp, uniform-in-time estimates on many-particle correlation…

偏微分方程分析 · 数学 2025-02-18 Armand Bernou , Mitia Duerinckx

We present a numerical and partially analytical study of classical particles obeying a Langevin equation that describes diffusion on a surface modeled by a two dimensional potential. The potential may be either periodic or random. Depending…

统计力学 · 物理学 2009-11-10 A. M. Lacasta , J. M. Sancho , A. H. Romero , I. M. Sokolov , K. Lindenberg

Motivated by an application to empirical Bayes learning in high-dimensional regression, we study a class of Langevin diffusions in a system with random disorder, where the drift coefficient is driven by a parameter that continuously adapts…

统计理论 · 数学 2025-11-04 Zhou Fan , Justin Ko , Bruno Loureiro , Yue M. Lu , Yandi Shen

We study the kinetic mean field Langevin dynamics under the functional convexity assumption of the mean field energy functional. Using hypocoercivity, we first establish the exponential convergence of the mean field dynamics and then show…

概率论 · 数学 2024-02-09 Fan Chen , Yiqing Lin , Zhenjie Ren , Songbo Wang

In this paper, we study the formation of clusters for stochastic interacting particle systems (SIPS) that interact through short-range attractive potentials in a periodic domain. We consider kinetic (underdamped) Langevin dynamics and focus…

Brownian motion of free particles on curved surfaces is studied by means of the Langevin equation written in Riemann normal coordinates. In the diffusive regime we find the same physical behavior as the one described by the diffusion…

We study the mean field Langevin dynamics and the associated particle system. By assuming the functional convexity of the energy, we obtain the $L^p$-convergence of the marginal distributions towards the unique invariant measure for the…

概率论 · 数学 2025-11-06 Fan Chen , Zhenjie Ren , Songbo Wang

We investigate the influence of a self-propelling, out-of-equilibrium active particle on generalized elastic systems, including flexible and semiflexible polymers, fluid membranes, and fluctuating interfaces, while accounting for…

软凝聚态物质 · 物理学 2024-01-25 Alessandro Taloni

The individual motion of a colloidal particle is described by an overdamped Langevin equation. When rotational degrees of freedom are relevant, these are described by a corresponding Langevin process. Our purpose is to show that the…

We consider a collection of weakly interacting diffusion processes moving in a two-scale locally periodic environment. We study the large deviations principle of the empirical distribution of the particles' positions in the combined limit…

概率论 · 数学 2022-11-03 Zachary Bezemek , Konstantinos Spiliopoulos

We present a new time-dependent Density Functional approach to study the relaxational dynamics of an assembly of interacting particles subject to thermal noise. Starting from the Langevin stochastic equations of motion for the velocities of…

统计力学 · 物理学 2016-08-31 Umberto Marini Bettolo Marconi , Pedro Tarazona

As an example of the nonlinear Fokker-Planck equation, the mean field Langevin dynamics recently attracts attention due to its connection to (noisy) gradient descent on infinitely wide neural networks in the mean field regime, and hence the…

机器学习 · 统计学 2022-02-28 Atsushi Nitanda , Denny Wu , Taiji Suzuki

Approximate analytical solutions of the modified Langevin equation are obtained. These solutions are relatively simple and enough accurate. They are illustrated by considering a mean-field model of a system with interacting…

统计力学 · 物理学 2019-10-21 Yury A. Koksharov

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…

统计力学 · 物理学 2019-01-28 Xudong Wang , Yao Chen , Weihua Deng

During drying of colloidal suspensions, colloidal particles can form concentrated particle layers beneath the receding free surface. The drying rate can gradually decrease with the growth of the particle layers. We construct a model to…

软凝聚态物质 · 物理学 2023-06-22 Rei Tatsumi , Osamu Koike , Yukio Yamaguchi , Yoshiko Tsuji

A model has two main aims: predicting the behavior of a physical system and understanding its nature, that is how it works, at some desired level of abstraction. A promising recent approach to model building consists in deriving a…

统计力学 · 物理学 2019-02-26 Marco Baldovin , Andrea Puglisi , Angelo Vulpiani

For the Langevin model of the dynamics of a Brownian particle with perturbations orthogonal to its current velocity, in a regime when the particle velocity modulus becomes constant, an equation for the characteristic function $\psi…

统计力学 · 物理学 2021-03-01 V. A. Doobko , S. V. Zubarev , E. V. Karachanskaya

As an example of the nonlinear Fokker-Planck equation, the mean field Langevin dynamics recently attracts attention due to its connection to (noisy) gradient descent on infinitely wide neural networks in the mean field regime, and hence the…

偏微分方程分析 · 数学 2025-09-04 Mohamed Alfaki Aboubacrine Assadek
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