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1997
The generalized Langevin equation describes processes in a mechanical system with both deterministic and random forces which have comparable magnitudes (i.e., neither the deterministic nor random part can be neglected) and the random force is a transformed white noise. Examples of such processes are well known in physics.
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The generalized Langevin equation describes processes in a mechanical system with both deterministic and random forces which have comparable magnitudes (i.e., neither the deterministic nor random part can be neglected) and the random force is a transformed white noise. Examples of such processes are well known in physics.
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Generalized Langevin Equations
2012Diese Arbeit ist wie folgt aufgebaut: Das erste Kapitel stellt verallgemeinerte Langevingleichungen als eine Familie von stochastischen Differential-Integralgleichungen vor, die mittels des Zwanzigschen Projektionsformalismus gewonnen werden. Ausgangspunkt ist ein statistisch-mechanisches Modell, das die Wechselwirkung eines makroskopischen Systems mit
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Complex Langevin and other approaches to the sign problem in quantum many-body physics
Physics Reports, 2021exaly
Riemann Manifold Langevin and Hamiltonian Monte Carlo Methods
Journal of the Royal Statistical Society Series B: Statistical Methodology, 2011Mark Girolami, Ben Calderhead
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Marvels and Pitfalls of the Langevin Algorithm in Noisy High-Dimensional Inference
Physical Review X, 2020Stefano Sarao Mannelli +2 more
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