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math.NA2024
Neural network approaches for variance reduction in fluctuation formulas
Grigorios Pavliotis, Renato Spacek, Gabriel Stoltz +1
We propose a method utilizing physics-informed neural networks (PINNs) to solve Poisson equations that serve as control variates in the computation of transport coefficients via fl…
math.NA2024
Transient subtraction: A control variate method for computing transport coefficients
Pierre Monmarché, Renato Spacek, Gabriel Stoltz
In molecular dynamics, transport coefficients measure the sensitivity of the invariant probability measure of the stochastic dynamics at hand with respect to some perturbation. The…
math.PR2024
Sticky coupling as a control variate for sensitivity analysis
Shiva Darshan, Andreas Eberle, Gabriel Stoltz
We present and analyze a control variate strategy based on couplings to reduce the variance of finite difference estimators of sensitivity coefficients, called transport coefficien…