Langevin Dynamics Courses and Certifications

INI Seminar Room 2

Geometric Numerical Methods for Confined Langevin Dynamics

Explore advanced numerical methods for Langevin dynamics, focusing on weak-sense techniques, collision handling, and composition schemes for achieving higher-order approximations in bounded domains.

• YouTube
• 51 minutes
• On-Demand
• Free Video

Society for Industrial and Applied Mathematics

Speeding up Langevin Dynamics by Mixing

Explore a method to accelerate Langevin dynamics using mixing drift, improving convergence to stationary distribution in polynomial time for systems with multiple local minima.

• YouTube
• 1 hour 1 minute
• On-Demand
• Free Video

Institute for Mathematical Sciences

Optimal Transport and High-Dimensional Probability - Langevin Dynamics via Calculus

Explore optimal transport, high-dimensional probability, and Langevin dynamics through advanced calculus techniques in this mathematical deep dive.

• YouTube
• 54 minutes
• On-Demand
• Free Video

BPPB Seminar

Anomalous Thermal Relaxations in Langevin Dynamics and Antiferromagnets

Explore anomalous thermal relaxations through Langevin dynamics and antiferromagnetic systems, examining their unique physical properties and behavioral patterns in biological contexts.

• YouTube
• 31 minutes
• On-Demand
• Free Video

Alan Turing Institute

The Promises and Pitfalls of Stochastic Gradient Langevin Dynamics - Eric Moulines

Explore Stochastic Gradient Langevin Dynamics: its potential and challenges in optimization, data processing, and machine learning. Gain insights from expert Eric Moulines on this powerful algorithm.

• YouTube
• 52 minutes
• On-Demand
• Free Video

Alan Turing Institute

Mirrored Langevin Dynamics - Ya-Ping Hsieh

Explore posterior sampling in constrained distributions, focusing on Latent Dirichlet Allocation. Learn about a unified framework for deriving novel sampling schemes with improved convergence rates.

• YouTube
• 39 minutes
• On-Demand
• Free Video

Erwin Schrödinger International Institute for Mathematics and Physics (ESI)

Anomalous Thermal Relaxation for Over-damped Langevin Dynamics

Explore anomalous thermal relaxation phenomena, focusing on the Mpemba effect in over-damped Langevin dynamics. Examine theoretical results and link to physical system properties.

• YouTube
• 44 minutes
• On-Demand
• Free Video

Tom Rocks Maths

Yang Mills Mass Gap Hypothesis

Explore the million-dollar Yang Mills Mass Gap problem with 2014 Fields Medalist Martin Hairer, discussing his groundbreaking research on this fundamental physics challenge.

• YouTube
• 26 minutes
• On-Demand
• Free Video

Hausdorff Center for Mathematics

Kinetic Theory - Junior Trimester Program

Explore advanced mathematical theories in kinetic equations, particle systems, and their applications through expert lectures on diffusion, equilibrium, and scaling limits.

• YouTube
• 2 days 18 hours 50 minutes
• On-Demand
• Free Video

Simons Institute

Sampling Using Diffusion Processes, From Langevin to Schrödinger

Explore diffusion processes in sampling, from Langevin dynamics to Schrödinger bridges, with insights on geometric methods in optimization and their applications.

• YouTube
• 1 hour 14 minutes
• On-Demand
• Free Video

Simons Institute

Insights on Gradient-Based Algorithms in High-Dimensional Learning

Explore gradient-based algorithms in high-dimensional learning, covering statistical physics solutions for performance analysis in nonconvex settings like spiked mixed matrix-tensor model, perceptron, and phase retrieval.

• YouTube
• 1 hour
• On-Demand
• Free Video

Institute for Mathematical Sciences

Optimal Transport and High Dimensional Probability

Dive into optimal transport theory, high-dimensional probability, and deep learning geometry through expert lectures on Wasserstein spaces, gradient flows, and quadratic systems.

• YouTube
• 10 hours 4 minutes
• On-Demand
• Free Video

Hausdorff Center for Mathematics

Stochastic Analysis and Geometric Functional Inequalities

Explore methods for proving functional inequalities in hypoelliptic diffusions, including geometric and probabilistic approaches, with applications to Langevin dynamics ergodicity.

• YouTube
• 56 minutes
• On-Demand
• Free Video

Association for Computing Machinery (ACM)

Estimating Normalizing Constants for Log-Concave Distributions - Algorithms and Lower Bounds

Explore algorithms and lower bounds for estimating normalizing constants in log-concave distributions, covering annealing, Monte Carlo methods, and Langevin dynamics.

• YouTube
• 26 minutes
• On-Demand
• Free Video

Galileo Galilei Institute

Introduction to the Dynamics of Disordered Systems - Equilibrium and Gradient Descent - Part 3

Explore equilibrium dynamics and gradient descent in disordered systems, focusing on theoretical concepts and practical applications in statistical physics and optimization.

• YouTube
• 1 hour 36 minutes
• On-Demand
• Free Video