Partial differential equations and stochastic methods in molecular dynamics
From MaRDI portal
Publication:5740081
DOI10.1017/S0962492916000039zbMath1348.82065MaRDI QIDQ5740081
Publication date: 8 July 2016
Published in: Acta Numerica (Search for Journal in Brave)
Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) PDEs with randomness, stochastic partial differential equations (35R60) Fokker-Planck equations (35Q84)
Related Items
Efficient Numerical Algorithms for the Generalized Langevin Equation, Derivative-Free Bayesian Inversion Using Multiscale Dynamics, Computing effective diffusivities in 3D time-dependent chaotic flows with a convergent Lagrangian numerical method, Asymptotic-preserving schemes for multiscale physical problems, A Micro-Macro Markov Chain Monte Carlo Method for Molecular Dynamics using Reaction Coordinate Proposals, A probabilistic study of the kinetic Fokker-Planck equation in cylindrical domains, Stochastic discrete Hamiltonian variational integrators, Hypocoercivity with Schur complements, Longtime convergence of the temperature-accelerated molecular dynamics method, Quasi-stationary distribution for the Langevin process in cylindrical domains. II: Overdamped limit, Error analysis of modified Langevin dynamics, The adaptive biasing force algorithm with non-conservative forces and related topics, Solving eigenvalue PDEs of metastable diffusion processes using artificial neural networks, Spectral gap of replica exchange Langevin diffusion on mixture distributions, Spectral methods for Langevin dynamics and associated error estimates, Learning mean-field equations from particle data using WSINDy, Neural Parametric Fokker--Planck Equation, Ensemble Markov Chain Monte Carlo with Teleporting Walkers, Estimating the speed-up of adaptively restrained Langevin dynamics, Convergence of nonequilibrium Langevin dynamics for planar flows, Stochastic viscosity approximations of Hamilton–Jacobi equations and variance reduction, Aggregation Methods for Computing Steady States in Statistical Physics, Consensus‐based sampling, Extending the Regime of Linear Response with Synthetic Forcings, Switched diffusion processes for non-convex optimization and saddle points search, Ergodicity and long-time behavior of the Random Batch Method for interacting particle systems, Model reduction of controlled Fokker-Planck and Liouville-von Neumann equations, Convergence rates for nonequilibrium Langevin dynamics, Generative methods for sampling transition paths in molecular dynamics, Hypocoercivity Properties of Adaptive Langevin Dynamics, Data-driven structure-preserving model reduction for stochastic Hamiltonian systems, Improving the Convergence Rates for the Kinetic Fokker–Planck Equation by Optimal Control, Optimizing Weighted Ensemble Sampling of Steady States, Mobility Estimation for Langevin Dynamics Using Control Variates, Rough McKean-Vlasov dynamics for robust ensemble Kalman filtering, Optimal friction matrix for underdamped Langevin sampling, Quasi-stationary distribution for Hamiltonian dynamics with singular potentials, Fixing the flux: a dual approach to computing transport coefficients, High Order Splitting Methods for SDEs Satisfying a Commutativity Condition, Analysis of an adaptive biasing force method based on self-interacting dynamics, Using perturbed underdamped Langevin dynamics to efficiently sample from probability distributions, An Automatic Adaptive Importance Sampling Algorithm for Molecular Dynamics in Reaction Coordinates, Stratification as a General Variance Reduction Method for Markov Chain Monte Carlo, Classical Langevin dynamics derived from quantum mechanics, Adaptive multilevel splitting: Historical perspective and recent results, Low-lying eigenvalues and convergence to the equilibrium of some piecewise deterministic Markov processes generators in the small temperature regime, Numerical computations of geometric ergodicity for stochastic dynamics, Random batch methods (RBM) for interacting particle systems, Simulating Coulomb and log-gases with hybrid Monte Carlo algorithms, Spectral Methods for Multiscale Stochastic Differential Equations, High-dimensional MCMC with a standard splitting scheme for the underdamped Langevin diffusion, A Kinetic Monte Carlo Approach for Simulating Cascading Transmission Line Failure, Using Coupling Methods to Estimate Sample Quality of Stochastic Differential Equations, Langevin Dynamics With General Kinetic Energies, Approximate Optimal Controls via Instanton Expansion for Low Temperature Free Energy Computation, Unnamed Item, Adaptive sampling of large deviations, Improving dynamical properties of metropolized discretizations of overdamped Langevin dynamics, The tamed unadjusted Langevin algorithm, Scaling limits for the generalized Langevin equation, Kinetic walks for sampling, Large deviations of empirical measures of diffusions in weighted topologies, A Perturbative Approach to Control Variates in Molecular Dynamics, Convergence of the likelihood ratio method for linear response of non-equilibrium stationary states, Repartition of the Quasi-stationary Distribution and First Exit Point Density for a Double-Well Potential, Some new results on relative entropy production, time reversal, and optimal control of time-inhomogeneous diffusion processes, More on the long time stability of Feynman-Kac semigroups, Constructing Sampling Schemes via Coupling: Markov Semigroups and Optimal Transport, Quasi-stationary distribution for the Langevin process in cylindrical domains. I: Existence, uniqueness and long-time convergence, Overdamped limit at stationarity for non-equilibrium Langevin diffusions, Error estimates on ergodic properties of discretized Feynman-Kac semigroups, Adaptive force biasing algorithms: new convergence results and tensor approximations of the bias, Mean exit time for the overdamped Langevin process: the case with critical points on the boundary, Finite-data error bounds for Koopman-based prediction and control
Cites Work
- Applications of the Cross-Entropy Method to Importance Sampling and Optimal Control of Diffusions
- Weak backward error analysis for overdamped Langevin processes
- Mathematical Analysis of Temperature Accelerated Dynamics
- Convergence of the Wang-Landau algorithm
- Transport, Collective Motion, and Brownian Motion
- Fluctuations in Markov Processes
- Projection of diffusions on submanifolds: Application to mean force computation
- Geometric Numerical Integration
- GEOMETRIC ERGODICITY FOR DISSIPATIVE PARTICLE DYNAMICS
- Concentration of measure on product spaces with applications to Markov processes
- Monte Carlo sampling methods using Markov chains and their applications
- Error analysis of the transport properties of Metropolized schemes
- Statistical Mechanics of Fluid Mixtures
- Brownian motors: noisy transport far from equilibrium
- A note on Talagrand's transportation inequality and logarithmic Sobolev inequality
- From Boltzmann to random matrices and beyond
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Variance reduction using nonreversible Langevin samplers
- Optimal non-reversible linear drift for the convergence to equilibrium of a diffusion
- A patch that imparts unconditional stability to explicit integrators for Langevin-like equations
- Poincaré and logarithmic Sobolev inequalities by decomposition of the energy landscape
- Nonequilibrium Markov processes conditioned on large deviations
- Accelerating diffusions
- Recurrence and invariant measures for degenerate diffusions
- Semiclassical analysis of low lying eigenvalues. II: Tunneling
- Stochastic stability of differential equations. With contributions by G. N. Milstein and M. B. Nevelson
- Geometric numerical integration and Schrödinger equations
- Free energy methods for Bayesian inference: efficient exploration of univariate Gaussian mixture posteriors
- Optimal control of molecular dynamics using Markov state models
- Long-time convergence of an adaptive biasing force method: the bi-channel case
- A generalized parallel replica dynamics
- Coupling control variates for Markov chain Monte Carlo
- Escaping from an attractor: Importance sampling and rest points. I.
- A two-scale approach to logarithmic Sobolev inequalities and the hydrodynamic limit
- From microphysics to macrophysics. Methods and applications of statistical physics. II. Translated from the French by D. ter Haar.
- A new criterion for the logarithmic Sobolev inequality and two applications
- Weak backward error analysis for Langevin process
- Subgeometric rates of convergence of \(f\)-ergodic strong Markov processes
- A general two-scale criteria for logarithmic Sobolev inequalities
- A simple proof of the Poincaré inequality for a large class of probability measures
- Supersymmetry and Morse theory
- Importance sampling in the Monte Carlo study of sequential tests
- Exit probabilities and optimal stochastic control
- Exponential integrability and transportation cost related to logarithmic Sobolev inequalities
- A Gallavotti-Cohen-type symmetry in the large deviation functional for stochastic dynamics
- Accelerating Gaussian diffusions
- Weak convergence and optimal scaling of random walk Metropolis algorithms
- Spectral properties of hypoelliptic operators
- Dynamical ensembles in stationary states.
- Large deviation of the density profile in the steady state of the open symmetric simple exclusion process.
- Metastability in reversible diffusion processes. I: Sharp asymptotics for capacities and exit times
- Hypoelliptic estimates and spectral theory for Fokker-Planck operators and Witten Laplacians
- Elementary bounds on Poincaré and log-Sobolev constants for decomposable Markov chains
- Elaborating transition interface sampling methods
- On the Poisson equation and diffusion approximation. III
- Logarithmic Sobolev inequalities and stochastic Ising models
- Markov chain decomposition for convergence rate analysis
- Isotropic hypoelliptic and trend to equilibrium for the Fokker-Planck equation with a high-degree potential
- Markov chains for exploring posterior distributions. (With discussion)
- Poincaré inequalities and hitting times
- Precise Arrhenius law for \(p\)-forms: the Witten Laplacian and Morse-Barannikov complex
- Reactive trajectories and the transition path process
- Low temperature asymptotics for quasistationary distributions in a bounded domain
- Langevin dynamics with space-time periodic nonequilibrium forcing
- A gentle stochastic thermostat for molecular dynamics
- From ballistic to diffusive behavior in periodic potentials
- An introduction to Markov state models and their application to long timescale molecular simulation
- Controlled Markov processes and viscosity solutions
- Hypoelliptic second order differential equations
- Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise.
- ON CONVEX SOBOLEV INEQUALITIES AND THE RATE OF CONVERGENCE TO EQUILIBRIUM FOR FOKKER-PLANCK TYPE EQUATIONS
- Two Mathematical Tools to Analyze Metastable Stochastic Processes
- Langevin dynamics with constraints and computation of free energy differences
- A mathematical formalization of the parallel replica dynamics
- Yet Another Look at Harris’ Ergodic Theorem for Markov Chains
- Importance Sampling for Multiscale Diffusions
- Quasi-Stationary Distributions
- Irreversible Langevin samplers and variance reduction: a large deviations approach
- Long Time Accuracy of Lie--Trotter Splitting Methods for Langevin Dynamics
- Tunnel effect and symmetries for Kramers–Fokker–Planck type operators
- On the Approximation Quality of Markov State Models
- Long-Run Accuracy of Variational Integrators in the Stochastic Context
- Large Deviations and Metastability
- Large Deviations and Ensembles of Trajectories in Stochastic Models
- Shrinking Dimer Dynamics and Its Applications to Saddle Point Search
- Multiple wells in the semi-classical limit I
- General Irreducible Markov Chains and Non-Negative Operators
- Multilevel Monte Carlo Path Simulation
- Adaptive Multilevel Splitting for Rare Event Analysis
- A Direct Approach to the Exit Problem
- Statistical Mechanics of Nonequilibrium Liquids
- Long-time convergence of an adaptive biasing force method
- Existence and Uniqueness of Solutions to Fokker–Planck Type Equations with Irregular Coefficients
- A simple framework to justify linear response theory
- Markov Chains and Stochastic Stability
- Puits multiples en mecanique semi-classique iv etude du complexe de witten
- On the functional central limit theorem and the law of the iterated logarithm for Markov processes
- Logarithmic Sobolev Inequalities
- Asymptotic evaluation of certain markov process expectations for large time, I
- The Exit Problem: A New Approach to Diffusion Across Potential Barriers
- Optimal Scaling of Discrete Approximations to Langevin Diffusions
- Limiting Exit Location Distributions in the Stochastic Exit Problem
- Fluctuation theorem for stochastic dynamics
- Rare Event Simulation of Small Noise Diffusions
- On a Likelihood Approach for Monte Carlo Integration
- Extracting macroscopic dynamics: model problems and algorithms
- Importance Sampling, Large Deviations, and Differential Games
- A Theory of Statistical Models for Monte Carlo Integration
- Variance reduction through smoothing and control variates for Markov chain simulations
- Nonasymptotic mixing of the MALA algorithm
- Analysis and Geometry of Markov Diffusion Operators
- Effective dynamics using conditional expectations
- Existence, uniqueness and convergence of a particle approximation for the Adaptive Biasing Force process