Langevin Dynamics With General Kinetic Energies
From MaRDI portal
Publication:4643817
DOI10.1137/16M110575XzbMath1392.82004arXiv1609.02891WikidataQ129870201 ScholiaQ129870201MaRDI QIDQ4643817
Gabriel Stoltz, Zofia Trstanova
Publication date: 29 May 2018
Published in: Multiscale Modeling & Simulation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1609.02891
Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Numerical solutions to stochastic differential and integral equations (65C30)
Related Items (9)
Hypocoercivity with Schur complements ⋮ Error analysis of modified Langevin dynamics ⋮ On explicit \(L^2\)-convergence rate estimate for underdamped Langevin dynamics ⋮ Friction-adaptive descent: a family of dynamics-based optimization methods ⋮ Simulating Coulomb and log-gases with hybrid Monte Carlo algorithms ⋮ Sampling algorithms in statistical physics: a guide for statistics and machine learning ⋮ Weak error expansion of a numerical scheme with rejection for singular Langevin process ⋮ Some new results on relative entropy production, time reversal, and optimal control of time-inhomogeneous diffusion processes ⋮ Hybrid Monte Carlo methods for sampling probability measures on submanifolds
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Error analysis of modified Langevin dynamics
- Improving dynamical properties of metropolized discretizations of overdamped Langevin dynamics
- Recurrence and invariant measures for degenerate diffusions
- Markov chains and stochastic stability
- From microphysics to macrophysics. Methods and applications of statistical physics. II. Translated from the French by D. ter Haar.
- Weak backward error analysis for Langevin process
- Hypocoercivity for kinetic equations with linear relaxation terms
- A simple proof of the Poincaré inequality for a large class of probability measures
- Exponential convergence of Langevin distributions and their discrete approximations
- Randomized Hamiltonian Monte Carlo
- Estimating the speed-up of adaptively restrained Langevin dynamics
- Molecular dynamics. With deterministic and stochastic numerical methods
- Convergence rates for nonequilibrium Langevin dynamics
- Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise.
- The computation of averages from equilibrium and nonequilibrium Langevin molecular dynamics
- Yet Another Look at Harris’ Ergodic Theorem for Markov Chains
- Long Time Accuracy of Lie--Trotter Splitting Methods for Langevin Dynamics
- Kramers' law: Validity, derivations and generalisations
- Long-Run Accuracy of Variational Integrators in the Stochastic Context
- Pathwise accuracy and ergodicity of metropolized integrators for SDEs
- Hypocoercivity
- On the functional central limit theorem and the law of the iterated logarithm for Markov processes
- Optimal Scaling of Discrete Approximations to Langevin Diffusions
- Geometric numerical integration illustrated by the Störmer–Verlet method
- Spectral methods for Langevin dynamics and associated error estimates
- Nonasymptotic mixing of the MALA algorithm
- Kinetic energy choice in Hamiltonian/hybrid Monte Carlo
- Equation of State Calculations by Fast Computing Machines
- Hypocoercivity for linear kinetic equations conserving mass
- Weak backward error analysis for overdamped Langevin processes
- Geometric Numerical Integration
- Monte Carlo sampling methods using Markov chains and their applications
- Partial differential equations and stochastic methods in molecular dynamics
- Error analysis of the transport properties of Metropolized schemes
This page was built for publication: Langevin Dynamics With General Kinetic Energies
