We kindly remind you of the next PH seminar talk on Wednesday, May 6, 4 pm (CEST)  with a talk by Carsten Hartmann (BTU Cottbus-Senftenberg) on:

Stochastic port-Hamiltonian systems of Langevin-type: realisation of constraints

Abstract:

The realisation of constraints by strong confining forces is a classical theme in mechanics. Recently, there has been a growing interest in studying constrained stochastic differential equations, due to their relevance in molecular dynamics, power network modelling, or machine learning.

In this talk, we will discuss the realisation of algebraic constraints on so-called underdamped Langevin systems that are a special kind of stochastic port-Hamiltonian systems, the key property being that the noise coefficient is degenerate and acts only on those states that are subject to friction. Physically, constraints can be realised by different mechanisms, such as strong forces or large friction, but also small or large masses. We will discuss limit theorems for several of these confinement mechanisms from both physical and mathematical perspective, including quantitative convergence results. It turns out that some of the confinement mechanisms provide uniform-in-time approximations of the limiting differential-algebraic (i.e. constrained) system, but others do not, and we will explain why this observation is relevant for Monte-Carlo sampling of high-dimensional probability distributions.

This is joint work with Lara Neureither (Cottbus) and Upanshu Sharma (Sydney).

References:

[1] Hartmann, C., Neureither, L., & Sharma, U. (2025). Affine constraints in non-reversible diffusions with degenerate noise. arXiv preprint arXiv:2505.00243 (to appear in SIADS).

[2] Hartmann, C., Neureither, L., & Sharma, U. (2026). Realisation of constraints in underdamped Langevin dynamics. arXiv preprint arXiv:2604.02129.

You can participate via the following Zoom-Link

Meeting-ID: 687 5689 8101

Password:mV0dd94q
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