22 citations · 28 across the 8 of their papers we have counts for
3 papers · 1 filter
Realisation of constraints in underdamped Langevin dynamics
Carsten Hartmann, Lara Neureither, Upanshu Sharma
This article deals with the realisation of constraints in underdamped Langevin dynamics via soft-constrained dynamics. Specifically, we study systems with a large (or small) parame…
Affine constraints in non-reversible diffusions with degenerate noise
Carsten Hartmann, Lara Neureither, Upanshu Sharma
This paper deals with the realisation of affine constraints on nonreversible stochastic differential equations (SDE) by strong confining forces. We prove that the confined dynamics…
Variational approach to rare event simulation using least-squares regression
Carsten Hartmann, Omar Kebiri, Lara Neureither +1
We propose an adaptive importance sampling scheme for the simulation of rare events when the underlying dynamics is given by a diffusion. The scheme is based on a Gibbs variational…