Doctoral thesis
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Algebraic structures and numerical methods for invariant measure sampling of Langevin dynamics

ContributorsBronasco, Eugen
Number of pages119
Imprimatur date2025-03-26
Defense date2025-03-27
Abstract

We develop the framework of exotic forests to study the algebraic structures underlying numerical integrators for sampling the invariant measure of Langevin dynamics. Leveraging these algebraic structures, we introduce a formal algorithm for generating order conditions for invariant measure sampling and prove that a large subset of these conditions is satisfied automatically. Building on these insights, we derive an efficient second-order integrator for sampling the invariant measure of Langevin dynamics with position-dependent diffusion.

We then consider a broader set of exotic forests that includes graph structures known as aromas and stolons, which play a crucial role in geometric numerical integration. We analyze their associated composition and substitution laws, enabling the study of integrator composition, post-processing, backward error analysis, and modified equation techniques within the Butcher series framework. Given the rapidly increasing complexity of the forest structures we consider, we develop a Haskell package to automate computations involving algebras over forests.

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Citation (ISO format)
BRONASCO, Eugen. Algebraic structures and numerical methods for invariant measure sampling of Langevin dynamics. Doctoral Thesis, 2025. doi: 10.13097/archive-ouverte/unige:185162
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Creation05/21/2025 5:00:07 PM
First validation05/26/2025 5:29:37 AM
Update time06/26/2025 8:30:46 AM
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