Mobility Estimation for Langevin Dynamics Using Control Variates
From MaRDI portal
Publication:6178098
DOI10.1137/22m1504378zbMath1518.65015arXiv2206.09781OpenAlexW4283264355MaRDI QIDQ6178098
Grigorios A. Pavliotis, Gabriel Stoltz, Unnamed Author
Publication date: 1 September 2023
Published in: Multiscale Modeling & Simulation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2206.09781
Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Numerical solutions to stochastic differential and integral equations (65C30) Fokker-Planck equations (35Q84) Spectral, collocation and related (meshless) methods applied to problems in statistical mechanics (82M22)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Long time asymptotics of a Brownian particle coupled with a random environment with non-diffusive feedback force
- Solving high-dimensional Hamilton-Jacobi-Bellman PDEs using neural networks: perspectives from the theory of controlled diffusions and measures on path space
- Zero variance differential geometric Markov chain Monte Carlo algorithms
- Weak backward error analysis for Langevin process
- Hypocoercivity for kinetic equations with linear relaxation terms
- Semigroups of linear operators and applications to partial differential equations
- Hidden physics models: machine learning of nonlinear partial differential equations
- Scaling limits for the generalized Langevin equation
- Proof that deep artificial neural networks overcome the curse of dimensionality in the numerical approximation of Kolmogorov partial differential equations with constant diffusion and nonlinear drift coefficients
- Error analysis for physics-informed neural networks (PINNs) approximating Kolmogorov PDEs
- Hypocoercivity with Schur complements
- Deep neural network approximations for solutions of PDEs based on Monte Carlo algorithms
- A proof that rectified deep neural networks overcome the curse of dimensionality in the numerical approximation of semilinear heat equations
- Coercivity, hypocoercivity, exponential time decay and simulations for discrete Fokker-Planck equations
- Physics-informed neural networks: a deep learning framework for solving forward and inverse problems involving nonlinear partial differential equations
- From ballistic to diffusive behavior in periodic potentials
- The computation of averages from equilibrium and nonequilibrium Langevin molecular dynamics
- Exponential Rate of Convergence to Equilibrium for a Model Describing Fiber Lay-Down Processes
- Asymptotic analysis for the generalized Langevin equation
- Handbook of Monte Carlo Methods
- Long-Run Accuracy of Variational Integrators in the Stochastic Context
- Hypocoercivity
- On the functional central limit theorem and the law of the iterated logarithm for Markov processes
- Spectral methods for Langevin dynamics and associated error estimates
- Ohrnstein—uhlenbeck process in a random potential
- Solving high-dimensional partial differential equations using deep learning
- Efficient Numerical Algorithms for the Generalized Langevin Equation
- Overcoming the curse of dimensionality in the numerical approximation of semilinear parabolic partial differential equations
- Stochastic Processes and Applications
- A Weak Overdamped Limit Theorem for Langevin Processes
- Hypocoercivity for linear kinetic equations conserving mass
- Multiscale Methods
- Hilbert space hypocoercivity for the Langevin dynamics revisited
- Irreversibility in Heisenberg Spin Systems. II. Approximate Solution of the High-Temperature Kinetic Equations
- Partial differential equations and stochastic methods in molecular dynamics