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authorUrbain Vaes <urbain@vaes.uk>2022-10-11 14:18:09 +0200
committerUrbain Vaes <urbain@vaes.uk>2022-10-11 14:18:09 +0200
commit04011b83848893891b4410633f50179ff4acae8a (patch)
tree80c908045bb5cf0ea0a613e395efb5bf1703ca68
Initial commit
-rwxr-xr-xheader.tex158
-rwxr-xr-xmacros.tex97
-rwxr-xr-xmain.bib437
-rwxr-xr-xmain.tex929
-rw-r--r--pdfpc-commands.sty163
5 files changed, 1784 insertions, 0 deletions
diff --git a/header.tex b/header.tex
new file mode 100755
index 0000000..66f112d
--- /dev/null
+++ b/header.tex
@@ -0,0 +1,158 @@
+% Compilation options
+\synctex=1
+\newif\iflong\longfalse
+
+% Packages
+\usepackage[utf8]{inputenx}
+\usepackage[english]{babel}
+\usepackage{csquotes}
+\usepackage{microtype}
+\usepackage{listings}
+\usepackage{appendix}
+\usepackage{appendixnumberbeamer}
+\usepackage{mathrsfs, mathenv}
+\usepackage{mathtools}
+\usepackage{amsmath, amsthm, amssymb, amsfonts, amscd}
+\usepackage{graphicx}
+\usepackage{epstopdf}
+\usepackage{xcolor}
+\usepackage{caption}
+\usepackage{etoolbox}
+\usepackage{hyperref}
+\usepackage{pgfpages}
+\usepackage{subcaption}
+\usepackage{appendixnumberbeamer}
+\usepackage{xparse}
+\usepackage[makeroom]{cancel}
+\renewcommand{\CancelColor}{\color{red}}
+\usepackage[%
+ url=true, backend=biber,
+ maxnames=5, maxbibnames=5, style=trad-abbrv,
+ url=false,isbn=false,doi=false]{biblatex}
+
+\usepackage{tikz}
+\usepackage{pgfplotstable}
+\usepackage[weather]{ifsym}
+\usetikzlibrary{patterns}
+\usetikzlibrary{calc}
+\usetikzlibrary{angles}
+\usetikzlibrary{quotes}
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+
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+\definecolor{darkblue}{rgb}{0,0,.5}
+% \newcommand{\red}[1]{\textcolor{darkred}{#1}}
+% \newcommand{\green}[1]{\textcolor{darkgreen}{#1}}
+
+\newtheorem{proposition}{Proposition}
+
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+ {\reset@font} {\def\baselinestretch{\setspace@singlespace}\reset@font} {}{}
+\makeatother
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+% \setlength{\parindent}{6pt}
+
+% Include videos
+% \usepackage{pdfpc-commands}
+
+% Layout
+\usefonttheme[onlymath]{serif}
+% \useinnertheme{rounded}
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+
+% Commands for presentations
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+
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+ \protected@edef\@currentlabel
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+ \color@begingroup
+ \uncover#2{\@makefntext{%
+ \rule\z@\footnotesep\ignorespaces\parbox[t]{.9\textwidth}{#1\@finalstrut\strutbox}\vskip1sp}}%
+ \color@endgroup}%
+}
+\makeatother
+
+\makeatletter
+\renewcommand\@makefnmark{\hbox{\@textsuperscript{\normalfont[\@thefnmark]}}}
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+\makeatother
+
+\DeclareCiteCommand{\footfullcitetext}[\mkbibfootnotetext]
+ {\usebibmacro{prenote}}
+ {\usedriver
+ {\DeclareNameAlias{sortname}{default}}
+ {\thefield{entrytype}}}
+ {\multicitedelim}
+ {\usebibmacro{postnote}}
+
+% Bibliography options
+\setbeamercolor{bibliography entry title}{fg=black}
+\setbeamercolor{bibliography entry author}{fg=darkgreen}
+\AtEveryCitekey{\clearfield{pages}}
+\AtEveryCitekey{\clearfield{eprint}}
+\AtEveryCitekey{\clearfield{volume}}
+\AtEveryCitekey{\clearfield{number}}
+\AtEveryCitekey{\clearfield{month}}
+% \DefineBibliographyExtras{french}{\restorecommand\mkbibnamefamily}
+\renewcommand*{\mkbibnamegiven}[1]{%
+ \ifitemannotation{highlight}
+ {} {#1}}
+\renewcommand*{\mkbibnamefamily}[1]{%
+ \ifitemannotation{highlight}
+ {U\textsc{V}}
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diff --git a/macros.tex b/macros.tex
new file mode 100755
index 0000000..fe65124
--- /dev/null
+++ b/macros.tex
@@ -0,0 +1,97 @@
+\definecolor{darkgreen}{rgb}{0,.5,0}
+
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+\newcommand{\conv}{*}
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+\newcommand{\bigo}[1]{\mathcal O(#1)}
+\newcommand{\commut}[2]{[#1, #2]}
+\newcommand{\correlation}[1]{\left< #1 \right>}
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+\newcommand{\dsurf}{\mathrm d \sigma}
+\newcommand{\dummy}{{\,\cdot\,}}
+% \newcommand{\dummy}{\mathord{\color{black!33}\bullet}}%
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+\renewcommand{\d}[0]{\mathrm{d}}
+% \renewcommand{\alert}[1]{\textcolor{darkgreen}{#1}}
+
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+
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+\DeclareMathOperator{\support}{supp}
+\DeclareMathOperator{\sign}{sign}
+\DeclareMathOperator{\id}{id}
+\DeclareMathOperator{\Span}{span}
+\DeclareMathOperator{\gateau}{Grad}
+\DeclareMathOperator*{\argmin}{arg\,min}
+\DeclareMathOperator*{\argmax}{arg\,max}
+
+\DeclareDocumentCommand\abs{s m} {\IfBooleanTF{#1}{|#2|}{\left|#2\right|}}
+\DeclareDocumentCommand\cont{o m o} {C\IfNoValueF{#1}{^{#1}}(#2\IfNoValueF{#3}{;#3})}
+\DeclareDocumentCommand\contc{o m o} {C_c\IfNoValueF{#1}{^{#1}}(#2\IfNoValueF{#3}{;#3})}
+\DeclareDocumentCommand\sobolev{m m o} {H^{#1}(#2 \IfNoValueF{#3}{,#3})}
+\DeclareDocumentCommand\lp{m m o} {L^{#1}\left(#2 \IfNoValueF{#3}{,#3}\right)}
+\DeclareDocumentCommand\norm{s m o} {\IfBooleanTF{#1}{\|#2\|}{\left\|#2\right\|}\IfNoValueF{#3}{_{#3}}}
+\DeclareDocumentCommand\seminorm{s m o} {\IfBooleanTF{#1}{\|#2\|}{\left\|#2\right\|}\IfNoValueF{#3}{_{#3}}}
+\DeclareDocumentCommand\ip{m m o o} {\left\langle{#1,#2}\right\rangle\IfNoValueF{#3}{_{#3 \IfNoValueF{#4}{,#4}}}}
+\DeclareDocumentCommand\dup{m m o} {\left\langle{#1,#2}\right\rangle\IfNoValueF{#3}{_{#3', #3}}}
+\DeclareDocumentCommand\gaussian{O{0} O{I}} {g_{#1, #2}}
+
+% Derivative
+\makeatletter
+\DeclareDocumentCommand \derivative{s m o m}{%
+ \def\@der{\IfBooleanTF{#1}{\mathrm{d}}{\partial}}
+ \def\@default{%
+ \mathchoice{%
+ \frac{%
+ \@der\ifnum\pdfstrcmp{#2}{1}=0\else^{#2}\fi {\IfNoValueTF{#3}{}{#3}}
+ }{%
+ \@for\@token:={#4}\do{\@der \@token}
+ }
+ } {%
+ \@for\@token:={#4}\do{\@der_\@token} \IfNoValueTF{#3}{}{#3}
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+ \ifnum\pdfstrcmp{#2}{4}=0^{(iv)}\else^{(#2)}\fi\fi\fi\fi
+ }
+ }{\@default}
+}
+\makeatother
diff --git a/main.bib b/main.bib
new file mode 100755
index 0000000..5a0439c
--- /dev/null
+++ b/main.bib
@@ -0,0 +1,437 @@
+@ARTICLE{2019arXiv190405973G,
+ author = {{Gomes}, S.~N. and {Pavliotis}, G.~A. and {Vaes}, U.},
+ title = "{Mean-field limits for interacting diffusions with colored noise: phase transitions and spectral numerical methods}",
+ journal = {arXiv e-prints},
+ keywords = {Mathematics - Numerical Analysis, Condensed Matter - Statistical Mechanics, 35Q70, 35Q83, 35Q84, 65N35, 65M70, 82B26},
+ year = "2019",
+ month = "Apr",
+ commenteid = {arXiv:1904.05973},
+ commentpages = {arXiv:1904.05973},
+archivePrefix = {arXiv},
+ eprint = {1904.05973},
+ primaryClass = {math.NA},
+ adsurl = {https://ui.adsabs.harvard.edu/abs/2019arXiv190405973G},
+ adsnote = {Provided by the SAO/NASA Astrophysics Data System}
+}
+
+@article {abdulle2017spectral,
+ AUTHOR = {Abdulle, A. and Pavliotis, G. A. and Vaes, U.},
+ TITLE = {Spectral methods for multiscale stochastic differential equations},
+ JOURNAL = {SIAM/ASA J. Uncertain. Quantif.},
+ FJOURNAL = {SIAM/ASA Journal on Uncertainty Quantification},
+ VOLUME = {5},
+ YEAR = {2017},
+ NUMBER = {1},
+ PAGES = {720--761},
+}
+
+
+@article {paper_gle,
+ AUTHOR = {Pavliotis, G. A. and Vaes, U.},
+ TITLE = {Effective diffusion for the generalized {L}angevin equation in a periodic potential},
+ YEAR = {2019, in preparation},
+}
+
+@article {MR3390380,
+ AUTHOR = {Mohammadi, Masoumeh and Borzi, Alfio},
+ TITLE = {A {H}ermite spectral method for a {F}okker-{P}lanck optimal
+ control problem in an unbounded domain},
+ JOURNAL = {Int. J. Uncertain. Quantif.},
+ FJOURNAL = {International Journal for Uncertainty Quantification},
+ VOLUME = {5},
+ YEAR = {2015},
+ NUMBER = {3},
+ PAGES = {233--254},
+ ISSN = {2152-5080},
+ MRCLASS = {65M70 (49K20 49M05 60H30)},
+ MRNUMBER = {3390380},
+MRREVIEWER = {Brian Bradie},
+COMMENTDOI = {10.1615/Int.J.UncertaintyQuantification.2015010310},
+}
+
+@article {MR2966923,
+ AUTHOR = {Annunziato, M. and Borz\`\i , A.},
+ TITLE = {A {F}okker-{P}lanck control framework for multidimensional
+ stochastic processes},
+ JOURNAL = {J. Comput. Appl. Math.},
+ FJOURNAL = {Journal of Computational and Applied Mathematics},
+ VOLUME = {237},
+ YEAR = {2013},
+ NUMBER = {1},
+ PAGES = {487--507},
+ ISSN = {0377-0427},
+ MRCLASS = {49K45 (60H10 65M55 93C20)},
+ MRNUMBER = {2966923},
+ COMMENTDOI = {10.1016/j.cam.2012.06.019},
+ COMMENTURL = {https://doi.org/10.1016/j.cam.2012.06.019},
+}
+
+@article {MR967848,
+ AUTHOR = {Barzilai, Jonathan and Borwein, Jonathan M.},
+ TITLE = {Two-point step size gradient methods},
+ JOURNAL = {IMA J. Numer. Anal.},
+ FJOURNAL = {IMA Journal of Numerical Analysis},
+ VOLUME = {8},
+ YEAR = {1988},
+ NUMBER = {1},
+ PAGES = {141--148},
+ ISSN = {0272-4979},
+ MRCLASS = {65K05},
+ MRNUMBER = {967848},
+ DOI = {10.1093/imanum/8.1.141},
+ URL = {https://doi.org/10.1093/imanum/8.1.141},
+}
+
+@article {MR2793823,
+ AUTHOR = {Ottobre, M. and Pavliotis, G. A.},
+ TITLE = {Asymptotic analysis for the generalized {L}angevin equation},
+ JOURNAL = {Nonlinearity},
+ FJOURNAL = {Nonlinearity},
+ VOLUME = {24},
+ YEAR = {2011},
+ NUMBER = {5},
+ PAGES = {1629--1653},
+ ISSN = {0951-7715},
+ MRCLASS = {60H10 (35H10 35R60 60F17 60J60 82C31)},
+ MRNUMBER = {2793823},
+MRREVIEWER = {Dora Sele\v{s}i},
+ COMMENTDOI = {10.1088/0951-7715/24/5/013},
+ COMMENTURL = {https://doi.org/10.1088/0951-7715/24/5/013},
+}
+
+@article{roussel2018spectral,
+ title={Spectral methods for {L}angevin dynamics and associated error estimates},
+ commentauthor={Roussel, Julien and Stoltz, Gabriel},
+ author={Roussel, J. and Stoltz, G.},
+ commentjournal={ESAIM: Mathematical Modelling and Numerical Analysis},
+ journal={ESAIM: Math. Model. Numer. Anal.},
+ volume={52},
+ number={3},
+ pages={1051--1083},
+ year={2018},
+ publisher={EDP Sciences}
+}
+
+@article {MR3509213,
+ AUTHOR = {Leli\`evre, T. and Stoltz, G.},
+ TITLE = {Partial differential equations and stochastic methods in
+ molecular dynamics},
+ JOURNAL = {Acta Numer.},
+ FJOURNAL = {Acta Numerica},
+ VOLUME = {25},
+ YEAR = {2016},
+ PAGES = {681--880},
+}
+
+@article {hairer2004periodic,
+ AUTHOR = {Hairer, M. and Pavliotis, G. A.},
+ TITLE = {Periodic homogenization for hypoelliptic diffusions},
+ JOURNAL = {J. Statist. Phys.},
+ FJOURNAL = {Journal of Statistical Physics},
+ VOLUME = {117},
+ YEAR = {2004},
+ NUMBER = {1-2},
+ PAGES = {261--279},
+ ISSN = {0022-4715},
+ MRCLASS = {82C31},
+ MRNUMBER = {2098568},
+MRREVIEWER = {Luc Rey-Bellet},
+}
+
+@book {pavliotis2011applied,
+ AUTHOR = {Pavliotis, G. A.},
+ TITLE = {Stochastic processes and applications},
+ SERIES = {Texts in Applied Mathematics},
+ VOLUME = {60},
+ NOTE = {Diffusion processes, the Fokker-Planck and Langevin equations},
+ PUBLISHER = {Springer, New York},
+ YEAR = {2014},
+ PAGES = {xiv+339},
+}
+
+@article {MR2562709,
+ AUTHOR = {Villani, C\'{e}dric},
+ TITLE = {Hypocoercivity},
+ JOURNAL = {Mem. Amer. Math. Soc.},
+ FJOURNAL = {Memoirs of the American Mathematical Society},
+ VOLUME = {202},
+ YEAR = {2009},
+ NUMBER = {950},
+ PAGES = {iv+141},
+ ISSN = {0065-9266},
+ ISBN = {978-0-8218-4498-4},
+ MRCLASS = {35Q84 (35H10 76N10 76P05 82C70)},
+ MRNUMBER = {2562709},
+MRREVIEWER = {Andr\'{a}s Domokos},
+ DOI = {10.1090/S0065-9266-09-00567-5},
+ URL = {https://doi.org/10.1090/S0065-9266-09-00567-5},
+}
+
+@article {MR3324910,
+ AUTHOR = {Dolbeault, Jean and Mouhot, Cl\'{e}ment and Schmeiser, Christian},
+ TITLE = {Hypocoercivity for linear kinetic equations conserving mass},
+ JOURNAL = {Trans. Amer. Math. Soc.},
+ FJOURNAL = {Transactions of the American Mathematical Society},
+ VOLUME = {367},
+ YEAR = {2015},
+ NUMBER = {6},
+ PAGES = {3807--3828},
+ ISSN = {0002-9947},
+ MRCLASS = {35F10 (35B40 35H10 82C31)},
+ MRNUMBER = {3324910},
+MRREVIEWER = {Ingrid Alma Belti\c{t}\u{a}},
+ DOI = {10.1090/S0002-9947-2015-06012-7},
+ URL = {https://doi.org/10.1090/S0002-9947-2015-06012-7},
+}
+
+@article {MR2576899,
+ AUTHOR = {Dolbeault, Jean and Mouhot, Cl\'{e}ment and Schmeiser, Christian},
+ TITLE = {Hypocoercivity for kinetic equations with linear relaxation
+ terms},
+ JOURNAL = {C. R. Math. Acad. Sci. Paris},
+ FJOURNAL = {Comptes Rendus Math\'{e}matique. Acad\'{e}mie des Sciences. Paris},
+ VOLUME = {347},
+ YEAR = {2009},
+ NUMBER = {9-10},
+ PAGES = {511--516},
+ ISSN = {1631-073X},
+ MRCLASS = {35F20 (82C40)},
+ MRNUMBER = {2576899},
+ DOI = {10.1016/j.crma.2009.02.025},
+ URL = {https://doi.org/10.1016/j.crma.2009.02.025},
+}
+
+@ARTICLE{2018arXiv180804299D,
+ author = {{Deligiannidis}, George and {Paulin}, Daniel and
+ {Bouchard-C{\^o}t{\'e}}, Alexandre and {Doucet}, Arnaud},
+ title = "{Randomized Hamiltonian Monte Carlo as Scaling Limit of the Bouncy Particle Sampler and Dimension-Free Convergence Rates}",
+ journal = {arXiv e-prints},
+ keywords = {Statistics - Computation, Mathematics - Probability},
+ year = "2018",
+ month = "Aug",
+ pages = {arXiv:1808.04299},
+archivePrefix = {arXiv},
+ eprint = {1808.04299},
+ primaryClass = {stat.CO},
+ adsurl = {https://ui.adsabs.harvard.edu/abs/2018arXiv180804299D},
+ adsnote = {Provided by the SAO/NASA Astrophysics Data System}
+}
+
+@article {MR2294477,
+ AUTHOR = {H\'{e}rau, Fr\'{e}d\'{e}ric},
+ TITLE = {Short and long time behavior of the {F}okker-{P}lanck equation
+ in a confining potential and applications},
+ JOURNAL = {J. Funct. Anal.},
+ FJOURNAL = {Journal of Functional Analysis},
+ VOLUME = {244},
+ YEAR = {2007},
+ NUMBER = {1},
+ PAGES = {95--118},
+ ISSN = {0022-1236},
+ MRCLASS = {47D06 (35B40 35K55 82C05)},
+ MRNUMBER = {2294477},
+MRREVIEWER = {Silvia Totaro},
+ DOI = {10.1016/j.jfa.2006.11.013},
+ URL = {https://doi.org/10.1016/j.jfa.2006.11.013},
+}
+
+@article {MR3262508,
+ AUTHOR = {Hairer, Martin and Stuart, Andrew M. and Vollmer, Sebastian
+ J.},
+ TITLE = {Spectral gaps for a {M}etropolis-{H}astings algorithm in
+ infinite dimensions},
+ JOURNAL = {Ann. Appl. Probab.},
+ FJOURNAL = {The Annals of Applied Probability},
+ VOLUME = {24},
+ YEAR = {2014},
+ NUMBER = {6},
+ PAGES = {2455--2490},
+ ISSN = {1050-5164},
+ MRCLASS = {60J22 (37A30 60B12 60J05 65C05 65C40)},
+ MRNUMBER = {3262508},
+MRREVIEWER = {Laurent Miclo},
+ DOI = {10.1214/13-AAP982},
+ URL = {https://doi.org/10.1214/13-AAP982},
+}
+
+@article {MR2427108,
+ AUTHOR = {Pavliotis, G. A. and Vogiannou, A.},
+ TITLE = {Diffusive transport in periodic potentials: underdamped
+ dynamics},
+ JOURNAL = {Fluct. Noise Lett.},
+ FJOURNAL = {Fluctuation and Noise Letters (FNL). An Interdisciplinary
+ Scientific Journal on Random Processes in Physical, Biological
+ and Technological Systems},
+ VOLUME = {8},
+ YEAR = {2008},
+ NUMBER = {2},
+ PAGES = {L155--L173},
+ ISSN = {0219-4775},
+ MRCLASS = {82C41 (60J65 82C44)},
+ MRNUMBER = {2427108},
+ DOI = {10.1142/S0219477508004453},
+ URL = {https://doi.org/10.1142/S0219477508004453},
+}
+
+@article {MR1941990,
+ AUTHOR = {Metafune, G. and Pallara, D. and Priola, E.},
+ TITLE = {Spectrum of {O}rnstein-{U}hlenbeck operators in {$L^p$} spaces
+ with respect to invariant measures},
+ JOURNAL = {J. Funct. Anal.},
+ FJOURNAL = {Journal of Functional Analysis},
+ VOLUME = {196},
+ YEAR = {2002},
+ NUMBER = {1},
+ PAGES = {40--60},
+ ISSN = {0022-1236},
+ MRCLASS = {47D07},
+ MRNUMBER = {1941990},
+MRREVIEWER = {Vladimir I. Bogachev},
+ DOI = {10.1006/jfan.2002.3978},
+ URL = {https://doi.org/10.1006/jfan.2002.3978},
+}
+
+@Article{Kopec2015,
+author="Kopec, Marie",
+title="Weak backward error analysis for {L}angevin process",
+journal="BIT Numer. Math.",
+year="2015",
+month="Dec",
+day="01",
+volume="55",
+number="4",
+pages="1057--1103",
+abstract="We consider numerical approximations of stochastic Langevin equations by implicit methods. We show a weak backward error analysis result in the sense that the generator associated with the numerical solution coincides with the solution of a modified Kolmogorov equation up to high order terms with respect to the stepsize. This implies that every measure of the numerical scheme is close to a modified invariant measure obtained by asymptotic expansion. Moreover, we prove that, up to negligible terms, the dynamics associated with the considered implicit scheme is exponentially mixing: The law of the scheme converges exponentially fast to a constant up to an error that we can optimize.",
+issn="1572-9125",
+doi="10.1007/s10543-015-0546-0",
+url="https://doi.org/10.1007/s10543-015-0546-0"
+}
+
+@article {MR2394704,
+ AUTHOR = {Hairer, M. and Pavliotis, G. A.},
+ TITLE = {From ballistic to diffusive behavior in periodic potentials},
+ JOURNAL = {J. Stat. Phys.},
+ FJOURNAL = {Journal of Statistical Physics},
+ VOLUME = {131},
+ YEAR = {2008},
+ NUMBER = {1},
+ PAGES = {175--202},
+ ISSN = {0022-4715},
+ MRCLASS = {82C31 (37H10 60H10 82C80)},
+ MRNUMBER = {2394704},
+MRREVIEWER = {Kiyomasa Narita},
+ COMMENTDOI = {10.1007/s10955-008-9493-3},
+ COMMENTURL = {https://doi.org/10.1007/s10955-008-9493-3},
+}
+
+@article {GPGSUV_2020,
+ AUTHOR = {Pavliotis, G. A. and Stoltz, G. and Vaes, U.},
+ TITLE = {Scaling limits for the generalized {L}angevin equation},
+ JOURNAL = {J. Nonlinear Sci.},
+ FJOURNAL = {Journal of Nonlinear Science},
+ VOLUME = {31},
+ YEAR = {2021},
+ NUMBER = {1},
+ PAGES = {Paper No. 8},
+ ISSN = {0938-8974},
+ MRCLASS = {Prelim},
+ MRNUMBER = {4195749},
+ DOI = {10.1007/s00332-020-09671-4},
+ URL = {https://doi-org.extranet.enpc.fr/10.1007/s00332-020-09671-4},
+}
+
+@book {pavliotis2008multiscale,
+ AUTHOR = {Pavliotis, G. A. and Stuart, A. M.},
+ TITLE = {Multiscale methods},
+ SERIES = {Texts in Applied Mathematics},
+ VOLUME = {53},
+ NOTE = {Averaging and homogenization},
+ PUBLISHER = {Springer, New York},
+ YEAR = {2008},
+ PAGES = {xviii+307},
+ ISBN = {978-0-387-73828-4},
+ MRCLASS = {60-02 (34E13 35R60 60H10 74Q05 76M50)},
+ MRNUMBER = {2382139},
+ MRREVIEWER = {Bogdan Iftimie},
+}
+
+@ARTICLE{2022arXiv220609781P,
+ author = {{Pavliotis}, G.~A. and {Stoltz}, G. and {Vaes}, U.},
+ title = "{Mobility estimation for Langevin dynamics using control variates}",
+ journal = {arXiv preprint},
+ year = 2022,
+ volume = {2206.09781},
+ adsurl = {https://ui.adsabs.harvard.edu/abs/2022arXiv220609781P},
+ adsnote = {Provided by the SAO/NASA Astrophysics Data System},
+ % note = "(Submitted)"
+}
+
+@Article{Braun02,
+ Title = {Role of long jumps in surface diffusion},
+ Author = {Braun, O. M. and Ferrando, R.},
+ Journal= {Phys. Rev. E},
+ Year = {2002},
+ Pages = {061107},
+ Volume = {65},
+ % Issue = {6},
+ Numpages = {11},
+ doi = {10.1103/PhysRevE.65.061107},
+ Publisher = {American Physical Society},
+}
+
+@article{chen1996surface,
+ title={Surface diffusion in the low-friction limit: {O}ccurrence of long jumps},
+ author={Chen, L. Y. and Baldan, M. R. and Ying, S. C.},
+ journal={Phys. Rev. B},
+ volume={54},
+ number={12},
+ pages={8856},
+ year={1996},
+ doi={10.1103/PhysRevB.54.8856},
+ publisher={APS}
+}
+
+@phdthesis{roussel_thesis,
+ title={Theoretical and Numerical Analysis of Non-Reversible Dynamics in Computational Statistical Physics},
+ author={Julien Roussel},
+ year={2018},
+ school={Université Paris-Est},
+}
+
+@article {MR885138,
+ AUTHOR = {Kliemann, W.},
+ TITLE = {Recurrence and invariant measures for degenerate diffusions},
+ JOURNAL = {Ann. Probab.},
+ FJOURNAL = {The Annals of Probability},
+ VOLUME = {15},
+ YEAR = {1987},
+ NUMBER = {2},
+ PAGES = {690--707},
+ ISSN = {0091-1798},
+ MRCLASS = {58G32 (60J60)},
+ MRNUMBER = {885138},
+MRREVIEWER = {Uwe R\"{o}sler},
+ URL =
+ {http://links.jstor.org.extranet.enpc.fr/sici?sici=0091-1798(198704)15:2<690:RAIMFD>2.0.CO;2-Z&origin=MSN},
+}
+
+@article {MR663900,
+ AUTHOR = {Bhattacharya, R. N.},
+ TITLE = {On the functional central limit theorem and the law of the
+ iterated logarithm for {M}arkov processes},
+ JOURNAL = {Z. Wahrsch. Verw. Gebiete},
+ FJOURNAL = {Zeitschrift f\"{u}r Wahrscheinlichkeitstheorie und Verwandte
+ Gebiete},
+ VOLUME = {60},
+ YEAR = {1982},
+ NUMBER = {2},
+ PAGES = {185--201},
+ ISSN = {0044-3719},
+ MRCLASS = {60J25 (60F17)},
+ MRNUMBER = {663900},
+MRREVIEWER = {Yves Derriennic},
+ DOI = {10.1007/BF00531822},
+ URL = {https://doi-org.extranet.enpc.fr/10.1007/BF00531822},
+}
+
+
diff --git a/main.tex b/main.tex
new file mode 100755
index 0000000..fb194c7
--- /dev/null
+++ b/main.tex
@@ -0,0 +1,929 @@
+\documentclass[9pt]{beamer}
+\renewcommand{\emph}[1]{\textcolor{blue}{#1}}
+\newif\iflong
+\longfalse
+\setbeamerfont{footnote}{size=\scriptsize}
+
+\input{header}
+\input{macros}
+
+\newcommand{\highlight}[2]{%
+ \colorbox{#1!20}{$\displaystyle#2$}}
+
+\newcommand{\hiat}[4]{%
+ \only<#1>{\highlight{#3}{#4}}%
+ \only<#2>{\highlight{white}{#4}}%
+}
+
+\graphicspath{{figures/}}
+\AtEveryCitekey{\clearfield{pages}}
+\AtEveryCitekey{\clearfield{eprint}}
+\AtEveryCitekey{\clearfield{volume}}
+\AtEveryCitekey{\clearfield{number}}
+\AtEveryCitekey{\clearfield{month}}
+\addbibresource{main.bib}
+
+\title{Mobility estimation for Langevin dynamics using control variates\\[.3cm]
+ \small \textcolor{yellow}{AMMP Seminar}
+}
+
+\author{%
+ Urbain Vaes \texorpdfstring{\\\texttt{urbain.vaes@inria.fr}}{}
+}
+
+\institute{%
+ MATHERIALS -- Inria Paris
+ \textcolor{blue}{\&} CERMICS --
+ École des Ponts ParisTech
+}
+
+\date{October 2022}
+\begin{document}
+
+
+\begin{frame}[plain]
+ \begin{figure}[ht]
+ \centering
+ % \includegraphics[height=1.5cm]{figures/logo_matherials.png}
+ % \hspace{.5cm}
+ \includegraphics[height=1.2cm]{figures/logo_inria.png}
+ \hspace{.5cm}
+ \includegraphics[height=1.5cm]{figures/logo_ponts.png}
+ \hspace{.5cm}
+ \includegraphics[height=1.5cm]{figures/logo_ERC.jpg}
+ \hspace{.5cm}
+ \includegraphics[height=1.5cm]{figures/logo_EMC2.png}
+ \end{figure}
+ \titlepage
+\end{frame}
+
+\begin{frame}
+ {Outline}
+ \tableofcontents
+\end{frame}
+
+% \section{Some background material on fast/slow systems of SDEs}%
+% \label{sec:numerical_solution_of_multiscale_sdes}
+
+
+% \begin{frame}
+% {Homogenization result}
+% \begin{itemize}
+% \item Effective drift:
+% \[
+% \vect F(x) = \int_{\torus^n} \left(\vect f \, \cdot \, \grad_x \right) \vect \Phi(x,y) \, \rho^{\infty}(y;x) \, \d y.
+% \]
+% \item Effective diffusion:
+% \begin{align*}
+% & \mat A(x) \, \mat A(x)^T = \frac12 \left(\mat A_0(x) + \mat A_0(x)^T\right), \\
+% & \text{with } \mat A_0(x) := 2 \int_{\real^n} \vect f(x,y) \, \otimes \, \vect \Phi(x,y) \, \rho^{\infty}(y;x) \, \d y.
+% \end{align*}
+% \end{itemize}
+% \begin{example}
+% Multiscale system:
+% \begin{alignat*}{2}
+% & \d X^{\varepsilon}_t = \frac{1}{\varepsilon} X^{\varepsilon}_t \, Y^{\varepsilon}_t \, \d t, \quad & X^{\varepsilon}_0 = 1, \\
+% & \d Y^{\varepsilon}_t = - \frac{1}{\varepsilon^2} \, Y_t^{\varepsilon} \, \d t
+% + \frac{\sqrt 2}{\varepsilon} \,\d W_{y}(t), \quad & Y^{\varepsilon}_0 = 0.
+% \end{alignat*}
+% Effective equation:
+% \[
+% \d X_t = X_t \, \d t + \, \sqrt{2} \, X_t \, \d W_{y} (t).
+% \]
+% \end{example}
+% \end{frame}
+
+% \begin{frame}
+% {Example: Stratonovich correction}
+% \begin{figure}[ht]
+% \centering
+% \href{run:videos/spectral/slow.avi?autostart&loop}%
+% {\includegraphics[width=0.8\textwidth]{videos/spectral/slow.png}}%
+
+% \href{run:videos/spectral/fast.avi?autostart&loop}%
+% {\includegraphics[width=0.8\textwidth]{videos/spectral/fast.png}}%
+% \caption{%
+% Convergence to the solution of the effective equation as $\varepsilon \to 0$.
+% }
+% \end{figure}
+% \end{frame}
+
+\section{Mobility estimation for Langevin dynamics using control variates}
+\begin{frame}
+ {Collaborators and reference}
+ \begin{figure}
+ \centering
+ \begin{minipage}[t]{.2\linewidth}
+ \centering
+ \raisebox{\dimexpr-\height+\ht\strutbox}{%
+ \includegraphics[height=\linewidth]{figures/collaborators/greg.jpg}
+ }
+ \end{minipage}\hspace{.01\linewidth}%
+ \begin{minipage}[t]{.24\linewidth}
+ Grigorios Pavliotis
+ \vspace{0.2cm}
+
+ \includegraphics[height=1cm,width=\linewidth,keepaspectratio]{figures/collaborators/imperial.pdf}
+ \flushleft \scriptsize
+ Department of Mathematics
+ \end{minipage}\hspace{.1\linewidth}%%
+ \begin{minipage}[t]{.2\linewidth}
+ \centering
+ \raisebox{\dimexpr-\height+\ht\strutbox}{%
+ \includegraphics[height=\linewidth]{figures/collaborators/gabriel.jpg}
+ }
+ \end{minipage}\hspace{.01\linewidth}%
+ \begin{minipage}[t]{.24\linewidth}
+ Gabriel Stoltz
+ \vspace{0.2cm}
+
+ \includegraphics[height=1.2cm,width=\linewidth,keepaspectratio]{figures/collaborators/enpc.png}
+ \flushleft \scriptsize
+ CERMICS
+ \end{minipage}
+ \end{figure}
+
+ \vspace{.7cm}
+ \textbf{Reference:}
+ \fullcite{2022arXiv220609781P}
+\end{frame}
+
+
+% \begin{frame}[plain]
+% \frametitle{Outline}
+% \tableofcontents[subsectionstyle=show]
+% \end{frame}
+
+\subsection{Background and problem statement}%
+
+\AtBeginSubsection[]
+{
+ \begin{frame}<beamer>
+ % \frametitle{Outline for section \thesection}
+ \frametitle{Outline}
+ \tableofcontents[currentsubsection,sectionstyle=show/shaded,subsectionstyle=show/shaded/hide]
+ % \tableofcontents[currentsubsection]
+ \end{frame}
+}
+
+\begin{frame}
+ {Goals of molecular dynamics}
+
+ {\large $\bullet$} Computation of \emph{macroscopic properties} from Newtonians atomistic models:
+ \vspace{-.1cm}
+ \begin{minipage}{.51\textwidth}
+ \vspace{-.7cm}
+ \begin{itemize}
+ \item Static properties, such as
+ \begin{itemize}
+ \item the heat capacity and
+ \item the equations of state $P = P(\rho, T)$.
+ \end{itemize}
+
+ \vspace{.2cm}
+ \item Dynamical properties, such as \emph{transport coefficients}:
+ % mobilité,
+ % viscosité de cisaillement;
+ % conductivité thermique.
+ \begin{itemize}
+ \item the viscosity;
+ \item the thermal conductivity;
+ \item the \emph{mobility} of ions in solution.
+ \end{itemize}
+ \end{itemize}
+ \end{minipage}
+ \hspace{.5cm}
+ \begin{minipage}{.4\textwidth}
+ \begin{figure}[ht]
+ \centering
+ \includegraphics[width=.8\linewidth, angle=270]{figures/loi_argon-crop.pdf}
+ \caption*{\hspace{1.2cm}%
+ Equation of state of argon at 300K.
+
+ \tiny\hspace{1.2cm}$\bullet$ `+': molecular simulation;
+
+ \hspace{1.2cm}$\bullet$ Solid line: experimental measurements\footnotemark.
+ }
+ \end{figure}
+ \end{minipage}
+ \footnotetext{\url{https://webbook.nist.gov/chemistry/fluid/}}
+
+ \vspace{.2cm}
+ {\large $\bullet$} \emph{Numerical microscope}:
+ used in physics, biology, chemistry.
+\end{frame}
+
+\begin{frame}
+ {Some background material on the Langevin equation}
+ Consider the (one-particle) Langevin equation
+ \[
+ \left\{
+ \begin{aligned}
+ & \d \vect q_t = \textcolor{blue}{\vect p_t \, \d t}, \\
+ & \d \vect p_t = \textcolor{blue}{- \grad V(\vect q_t) \, \d t} \, \textcolor{red}{- {\color{black}\gamma} \vect p_t \, \d t + \sqrt{2 {\color{black}\gamma} \beta^{-1}} \, \d \vect W_t},
+ \end{aligned}
+ \right.
+ \qquad (\vect q_0, \vect p_0) \sim \mu,
+ \]
+ where $\gamma$ is the friction, $V$ is a \emph{periodic} potential, and $\beta = \frac{1}{k_{\rm B} T}$.
+ \begin{itemize}
+ % \item The dynamics is composed of a \textcolor{blue}{Hamiltonian} part and a \textcolor{red}{fluctuation/dissipation} part;
+ \item The invariant probability measure is
+ \[
+ \mu(\vect q, \vect p) = \frac{1}{Z} \e^{-\beta H(\vect q, \vect p)} = \frac{1}{Z} \e^{-\beta \left(V(\vect q) + \frac{\abs{\vect p}^2}{2}\right)}, \quad \text{on}~ \emph{\torus^d} \times \real^d.
+ \]
+ \item The generator of the associated Markov semigroup
+ \[
+ \left (\e^{\mathcal L t} \varphi\right) (\vect q, \vect p) = \expect \bigl(\varphi(\vect q_t, \vect p_t) \big| (\vect q_0, \vect p_0) = (\vect q, \vect p) \bigr)
+ \]
+ is the following operator:
+ \begin{align*}
+ \mathcal L &= \textcolor{blue}{\left(\vect p \cdot \grad_{\vect q} - \grad V(q) \cdot \grad_{\vect p} \right)}
+ + \gamma \, \textcolor{red}{\left( - \vect p \grad_{\vect p} + \beta^{-1} \laplacian_{\vect p} \right)}
+ =: \textcolor{blue}{\mathcal L_{\textrm{ham}}} + \gamma \, \textcolor{red}{\mathcal L_{\textrm{FD}}}.
+ \end{align*}
+ \end{itemize}
+ We denote by $\norm{\cdot}$ and $\ip{\cdot}{\cdot}$ the norm and inner product of~$L^2(\mu)$, and
+ \[
+ L^2_0(\mu) = \Bigl\{\varphi \in L^2(\mu) : \ip{\varphi}{1} = \expect_{\mu} \varphi = 0 \Bigr\}.
+ \]
+\end{frame}
+
+
+% \begin{frame}
+% {Common models in molecular simulation}
+% We consider the following hierarchy of models:
+% \begin{align}
+% \label{eq:gle:model:overdamped} \tag{OL}
+% \dot {\vect q} &= - \grad V(\vect q) + \sqrt{2 \, \beta^{-1}} \, \dot {\vect W}, \\
+% \label{eq:gle:model:langevin} \tag{L}
+% \ddot {\vect q} &= - \grad V(\vect q) - \gamma \, \dot {\vect q} + \sqrt{2 \gamma \, \beta^{-1}} \, \dot {\vect W}, \\
+% \label{eq:gle:model:generalized} \tag{GLE}
+% \ddot {\vect q} &= -\grad V(\vect q) - \int_{0}^{t} \widehat \gamma(t-s) \, \dot {\vect q}(s) \, \d s + \vect F(t).
+% \end{align}
+% where
+% \begin{itemize}
+% \item $V$ is a potential, in this talk \emph{periodic};
+% \item $\gamma$ is the friction coefficient;
+% \item $\widehat \gamma(\cdot)$ is the memory kernel;
+% \item $\vect F$ is a stationary non-Markovian noise process.
+% \end{itemize}
+% \vspace{.2cm}
+
+% The kernel $\widehat \gamma(\cdot)$ and the noise $F$ are related by the \emph{fluctuation/dissipation} relation:
+% \[
+% \expect\bigl[\vect F(t) \otimes \vect F(s)\bigr] = \beta^{-1} \, \widehat \gamma(t-s) \mat I_d.
+% \]
+% \end{frame}
+
+% \subsection{Mobility and effective diffusion}
+\begin{frame}
+ {Definition of the mobility}
+ Consider Langevin dynamics with additional forcing in a direction $\vect e$:
+ % \[
+ % \ddot {\vect q} = - \grad V(\vect q) + \alert{\eta \vect e} - \gamma \, \dot {\vect q} + \sqrt{2 \, \gamma} \, \beta^{-1} \, \dot {\vect W}.
+ % \]
+ % This equation may be rewritten as a system for the position and momentum:
+ \[
+ \left\{
+ \begin{aligned}
+ & \d \vect q_t = \vect p_t \, \d t, \\
+ & \d \vect p_t = - \grad V(\vect q_t) \, \d t + \alert{\eta \vect e} \, \d t - \gamma \vect p_t \, \d t + \sqrt{2 \gamma \beta^{-1}} \, \d \vect W_t.
+ \end{aligned}
+ \right.
+ \]
+ This dynamics admits a unique invariant probability distribution $\mu_{\alert{\eta}} \in \mathcal P(\emph{\torus^d} \times \real^d)$.
+
+ \begin{definition}
+ [Mobility]
+ The mobility in direction $\vect e$ is defined mathematically as
+ \[
+ M_{\vect e} =
+ \lim_{\alert{\eta} \to 0} \frac{1}{\alert{\eta}}\expect_{\mu_{\alert{\eta}}} [\vect e^\t \vect p]
+ \]
+ $\approx $ factor relating the mean momentum to the strength of the inducing force.
+ \end{definition}
+
+ \begin{itemize}
+ \item There is a symmetric mobility tensor $\mat M$ such that $M_{\vect e} = \vect e^\t \mat M \vect e$.
+
+ \item
+ \textbf{Einstein's relation:}
+ \(
+ \mat D = \beta^{-1} \mat M,
+ \) with $\mat D$ the \emph{effective diffusion coefficient}.
+ \end{itemize}
+\end{frame}
+
+\begin{frame}
+ {Effective diffusion}
+ It is possible to show a \emph{functional central limit theorem} for the Langevin dynamics\footfullcite{MR663900}:
+ \begin{equation*}
+ \varepsilon \vect q_{s/\varepsilon^2} \xrightarrow[\varepsilon \to 0]{} \sqrt{2 \mat D} \, \vect W_s
+ \qquad \text{weakly on } C([0, \infty)).
+ \end{equation*}
+ In particular, $\vect q_t/\sqrt{t} \xrightarrow[t \to \infty]{} \mathcal N(0, 2 \mat D)$ weakly.
+
+ \vspace{-.25cm}
+ \begin{figure}[ht]
+ \centering
+ \href{run:videos/gle/effective-diffusion.webm?autostart&loop}%
+ {\includegraphics[width=0.75\textwidth]{videos/gle/effective-diffusion.png}}%
+ \caption{Histogram of $q_t/\sqrt{t}$. The potential $V(q) = - \cos(q) / 2$ is illustrated in the background.}
+ \end{figure}
+\end{frame}
+
+\begin{frame}
+ {Mathematical expression for the effective diffusion (dimension 1)}
+ \vspace{.2cm}
+ \begin{exampleblock}{Expression of $D$ in terms of the solution to a Poisson equation}
+ The effective diffusion coefficient is given by where $D = \emph{ \ip{\phi}{p}}$ and $\phi$ is the solution to
+ \[
+ \emph{- \mathcal L \phi = p},
+ \qquad \phi \in L^2_0(\mu) := \bigl\{ u \in L^2(\mu): \ip{u}{1} = 0 \bigr\}.
+ \]
+ \end{exampleblock}
+ \textbf{Key idea of the proof:} Apply It\^o's formula to $\phi$
+ \begin{align*}
+ \d \phi(q_s, p_s)
+ % &= \frac{1}{\varepsilon^2} \mathcal L_{L} \phi (q_t, p_t) + \frac{1}{\varepsilon} \, \sqrt{2 \gamma \beta^{-1}} \, \derivative{1}[\phi]{p}(q_t, p_t) \, \d W_t, \\
+ &= - p_s \, \d s + \sqrt{2 \gamma \beta^{-1}} \, \derivative{1}[\phi]{p}(q_s, p_s) \, \d W_s
+ \end{align*}
+ and then rearrange:
+ \begin{align*}
+ \alert\varepsilon (q_{t/\alert\varepsilon^2} - q_{0}) &= \alert\varepsilon \int_{0}^{t/\alert\varepsilon^2} p_s \, \d s \\
+ &= \underbrace{\alert\varepsilon \bigl(\phi(q_0, p_0) - \phi(q_{t/\alert\varepsilon^2}, p_{t/\alert\varepsilon^2})\bigr)}_{\to 0
+ % ~\text{in $L^p(\Omega, C([0, T], \real))$}
+ }
+ + \underbrace{\sqrt{2 \gamma \beta^{-1}} \alert\varepsilon \int_{0}^{t/\alert\varepsilon^2} \derivative{1}[\phi]{p}(q_s, p_s) \, \d W_s}_{\to \sqrt{2 D} W_t~\text{weakly by MCLT}}.
+ \end{align*}
+ % where
+ % \begin{align*}
+ % D &= \gamma \beta^{-1} \, \int \abs{\textstyle \derivative{1}[\phi]{p}(q, p)}^2 \, \mu(\d q \, \d p)
+ % = - \int \phi (\mathcal L \phi) \, \d \mu
+ % = \ip{\phi}{p}.
+ % \end{align*}
+
+ \vspace{.3cm}
+ \textbf{In the multidimensional setting}, $D_{\vect e} = \ip{\phi_{\vect e}}{\vect e^\t \vect p}$ with $- \mathcal L \phi_{\vect e} = \vect e^\t \vect p$
+\end{frame}
+
+\begin{frame}
+ {Open question: surface diffusion when $\gamma \ll 1$\footnote{Source of the video: \url{https://en.wikipedia.org/wiki/Surface_diffusion}}}
+ \begin{figure}[ht]
+ \centering
+ \href{run:videos/surface_diffusion.webm?autostart&loop}%
+ {\includegraphics[width=0.4\linewidth]{videos/surface_diffusion.png}}
+ \hspace{1cm}
+ % \href{run:videos/diffusion.webm?autostart&loop}%
+ % {\includegraphics[width=0.4\linewidth]{figures/mean_square.pdf}}
+ \end{figure}
+
+ \vspace{-.3cm}
+ Applications:
+ \begin{itemize}
+ \item integrated circuits;
+ \item catalysis.
+ \end{itemize}
+
+ \textbf{Open question}: behavior of the effective diffusion coefficient when $\gamma \ll 1$?
+ \[
+ D = \lim_{t \to \infty} \frac{\langle \abs{\vect q(t)}^2 \rangle}{4 t} \sim \gamma^{-\alert{\sigma}}, \qquad \alert{\sigma} =\, ???
+ \]
+ % \vspace{-.3cm}
+
+ % \textbf{Difficulty}: slow convergence of Monte Carlo methods when $\gamma$ is small.
+ % \vspace{.3cm}
+\end{frame}
+
+
+% \subsection{Some background material on the Langevin equation}
+
+
+\begin{frame}{Langevin dynamics: \textcolor{yellow}{underdamped} and \textcolor{yellow}{overdamped} regimes\footfullcite{MR2394704}}
+ \begin{figure}[ht]
+ \centering
+ \href{run:videos/particles_underdamped.webm?autostart&loop}%
+ {\includegraphics[width=0.49\textwidth]{videos/particles_underdamped.png}}%
+ \href{run:videos/particles_overdamped.webm?autostart&loop}%
+ {\includegraphics[width=0.49\textwidth]{videos/particles_overdamped.png}}%
+ \caption{Langevin dynamics with friction $\gamma = 0.1$ (left) and $\gamma = 10$ (right)}
+ \end{figure}
+
+ \vspace{-.3cm}
+ \begin{itemize}
+ \item The \alert{underdamped} limit as $\gamma \to 0$ is well understood in dimension 1 but not in the \alert{multi-dimensional setting}.
+ \item \emph{Overdamped} limit:
+ as $\gamma \to \infty$, the rescaled process $t \mapsto q_{\gamma t}$ converges weakly to the solution of the \emph{overdamped Langevin equation}:
+ \[
+ \dot {\vect q} = - \grad V(q) + \sqrt{2 \, \beta^{-1}} \, \dot {\vect W}.
+ \]
+ \end{itemize}
+\end{frame}
+
+\begin{frame}
+ {The \textcolor{yellow}{underdamped} limit in \textcolor{yellow}{dimension 1}}
+ As \emph{$\gamma \to 0$},
+ the Hamiltonian of the rescaled process
+ \begin{equation*}
+ \left\{
+ \begin{aligned}
+ q_{\gamma}(t) = q(t/\gamma), \\
+ p_{\gamma}(t) = p(t/\gamma),
+ \end{aligned}
+ \right.
+ \end{equation*}
+ converges weakly to a diffusion process on a graph.
+ \vspace{-.6cm}
+
+ \begin{figure}[ht!]
+ % \centering
+ % #1f77b4', u'#ff7f0e', u'#2ca02c
+ \definecolor{c1}{RGB}{31,119,180}
+ \definecolor{c2}{RGB}{255,127,14}
+ \definecolor{c3}{RGB}{44,160,44}
+ \begin{tikzpicture}%
+ \node[anchor=south west,inner sep=0] at (0,0) {%
+ \includegraphics[width=.7\textwidth]{figures/separatrix.eps}
+ };
+ \coordinate (origin) at (10,0);
+ \coordinate (Emin) at ($ (origin) + (0,.5) $);
+ \coordinate (E0) at ($ (origin) + (0,2) $);
+ \coordinate (E1) at ($ (origin) + (-1,4) $);
+ \coordinate (E2) at ($ (origin) + (1,4) $);
+ \node at ($ (Emin) + (.7,0) $) {$E_{\min}$};
+ \node[color=red] at ($ (E0) + (.5,0) $) {$E_{0}$};
+ \node at ($ (E1) + (0,.3) $) {$p < 0$};
+ \node at ($ (E2) + (0,.3) $) {$p > 0$};
+ \draw[thick,color=c2] (Emin) -- (E0) node [color=black, midway, right] {};
+ \draw[thick,color=c1] (E0) -- (E1) node [color=black, midway, left] {};
+ \draw[thick,color=c3] (E0) -- (E2) node [color=black, midway, right] {};
+ \node at (E0) [circle,fill,inner sep=1.5pt,color=red]{};
+ \node at (Emin) [circle,fill,inner sep=1.5pt]{};
+ \end{tikzpicture}%
+ \end{figure}
+ \vspace{-.5cm}
+ In this limit, it holds that
+ \[
+ % \norm{\mathcal L^{-1}}_{\mathcal B\left(L^2_0(\mu)\right)} = \mathcal O \left( \alert{\gamma^{-1}} \right),
+ % \qquad
+ \phi = - \mathcal L^{-1} p = \alert{\gamma^{-1}} \phi_{\rm und} + \mathcal O(\gamma^{-1/2}).
+ \]
+ % The limiting function $\phi_{\rm und}$ is continuous but \alert{not in $H^1(\mu)$}.
+\end{frame}
+
+
+\begin{frame}
+ {Scaling of the effective diffusion coefficient for \textcolor{yellow}{Langevin} dynamics\footfullcite{MR2427108}}
+ In \alert{dimension 1},
+ \( \lim_{\gamma \to 0} \gamma D^{\gamma} = D_{\rm und} \) and \( \lim_{\gamma \to \infty} \gamma D^{\gamma} = D_{\rm ovd}. \)
+ \begin{figure}[ht]
+ \centering
+ \includegraphics[width=0.5\linewidth,height=0.33\linewidth]{figures/scaling_diffusion_langevin.png}
+ \end{figure}
+
+ \textbf{\emph{Our aims in this work:}}
+ \begin{itemize}
+ \item How can we efficiently estimate the effective diffusion coefficient when \alert{$\gamma \ll 1$}?
+ \item How does the mobility scale as \alert{$\gamma \to 0$} in the multidimensional setting?
+ \end{itemize}
+\end{frame}
+
+
+\subsection{Efficient mobility estimation}%
+
+\begin{frame}
+ {Brief literature review}
+ % Consider the Langevin dynamics with $(\vect q_t, \vect p_t) \in (\real^{\alert{d}} \times \real^{\alert{d}})$:
+ % \begin{equation*}
+ % \left\{
+ % \begin{aligned}
+ % & \d \vect q_t = \vect p_t \,\d t, \\
+ % & \d \vect p_t = - \grad V (\vect q_t) \, \d t - \gamma \vect p_t \, \d t + \sqrt{2 \gamma \beta^{-1}} \, \d \vect W_t.
+ % \end{aligned}
+ % \right.
+ % \end{equation*}
+ In dimension $> 1$, it \alert{does not hold} that
+ $\gamma D^{\gamma}_{\vect e} \xrightarrow[\gamma \to 0]{} D_{\rm und}$ when $V$ is \alert{non separable}, e.g.
+ \[
+ V(\vect q) = - \frac{1}{2} \Big( \cos(q_1) + \cos(q_2) \Big) - \alert{\delta} \cos(q_1) \cos(q_2)
+ \]
+
+ \textbf{Open question:}
+ how does $D^\gamma_{\vect e}$ behave when $\gamma \ll 1$ and \alert{$d = 2$}?
+ % \begin{block}
+ % {Open question: how does $D^\gamma_{\vect e}$ behave when $\gamma \ll 1$ and \alert{$d = 2$}?}
+
+ Various answers are given in the literature:
+ \begin{itemize}
+ \item
+ $D^{\gamma}_{\vect e} \propto \gamma^{-1/2}$ for specific potentials\footfullcite{chen1996surface};
+
+ \item
+ $D^{\gamma}_{\vect e} \propto \gamma^{-1/3}$ for specific potentials~\footfullcite{Braun02};
+
+ \item
+ $D^{\gamma}_{\vect e} \propto \gamma^{-\sigma}$ with $\sigma$ depending on the potential~\footfullcite{roussel_thesis}.
+ \end{itemize}
+ % \end{block}
+ \vspace{.5cm}
+\end{frame}
+
+\begin{frame}[label=continue]
+ {Numerical approaches for calculating the effective diffusion coefficient}
+ \begin{itemize}
+ \itemsep.5cm
+ \item \emph{Linear response approach}:
+ \begin{equation*}
+ D_{\vect e} = \lim_{\eta \to 0} \frac{1}{\beta \alert{\eta}} \expect_{\alert{\mu_\eta}} \, (\vect e^\t \vect p).
+ \end{equation*}
+ where $\mu_{\eta}$ is the invariant distribution of the system with external forcing.
+
+ \item \emph{Green--Kubo formula}: Since $-\mathcal L^{-1} = \int_{0}^{\infty} \e^{t \mathcal L} \, \d t$,
+ \begin{align*}
+ D_{\vect e} &= \int - \mathcal L^{-1}(\vect e^\t \vect p) \, (\vect \e^\t \vect p) \, \d \mu = \int_{0}^{\infty} \! \! \! \int \e^{t \mathcal L} (\vect e^\t \vect p) (\vect e^\t \vect p) \, \d \mu \, \d t \\
+ &= \int_{0}^{\infty} \expect_{\mu}\bigl((\vect e^\t \vect p_0) (\vect e^\t \vect p_t)\bigr) \, \d t.
+ \end{align*}
+
+ \item \emph{Einstein's relation}:
+ \[
+ D_{\vect e} = \lim_{t \to \infty} \frac{1}{2t} \expect_{\mu} \Bigl[ \bigl|\vect e^\t (\vect q_t - \vect q_0)\bigr|^2 \Bigr].
+ \]
+
+ \item Deterministic method, e.g. \emph{Fourier/Hermite Galerkin}, for the Poisson equation
+ \[
+ - \mathcal L \phi_{\vect e} = \vect e^\t \vect p, \qquad D_{\vect e} = \ip{\phi_{\vect e}}{p}.
+ \]
+ \end{itemize}
+\end{frame}
+
+% \begin{frame}
+% {Fourier/Hermite Galerkin method for one-dimensional Langevin dynamics}
+%
+% Saddle-point formulation\footfullcite{roussel2018spectral}:
+% find $(\Phi_N, \alpha_N) \in V_N \times \real$ such that
+% \begin{align}
+% \notag
+% - \Pi_N \, \mathcal L \, \Pi_N \alert{\Phi_N} + \alert{\alpha_N} u_N &= \Pi_N p, \\
+% \label{eq:constraint}
+% \ip{\Phi_N}{u_N} &= 0,
+% \end{align}
+% where
+% \begin{itemize}
+% \item $\Pi_N$ is the $L^2(\mu)$ projection operator on a finite-dimensional subspace $V_N$,
+% \item $u_N = \Pi_N 1 / \norm{\Pi_N 1}$.
+% Eq.~\eqref{eq:constraint} ensures that the system is \emph{well-conditioned}.
+% \end{itemize}
+%
+% \vspace{.2cm}
+% For $V_N$, we use the following basis functions:
+% \[
+% e_{i,j} = {\left( Z \, \e^{\beta \left( H(q,p) + |z|^2 \right)} \right)}^{\frac{1}{2}} \, G_i(q) \, H_j(p), \qquad 0 \leq i,j \leq N,
+% \]
+% where $(G_i)_{i \geq 0}$ are \emph{trigonometric functions} and $(H_j)_{i \geq 0}$ are \emph{Hermite polynomials}.
+%
+% $\rightarrow$ \alert{Impractical} in two or more spatial dimensions.
+% \end{frame}
+
+\begin{frame}
+ {Estimation of the effective diffusion coefficient from Einstein's relation}
+ Consider the following estimator of the effective diffusion coefficient $D_{\vect e}$:
+ \[
+ \emph{u(T) = \frac{\abs{\vect e^\t (\vect q_T - \vect q_0)}^2}{2T}}, \qquad (\vect q_0, \vect p_0) \sim \mu.
+ \]
+
+ \textbf{Bias of this estimator:}
+ \begin{align*}
+ \notag
+ \expect \bigl[u(T)\bigr]
+ % &= \int_{0}^{\infty} \ip{\e^{t \mathcal L}(\vect e^\t \vect p)}{\vect e^\t \vect p} \d t
+ % - \int_{0}^{\infty} \ip{\e^{t \mathcal L} (\vect e^\t \vect p)}{\vect e^\t \vect p} \min\left\{1, \frac{t}{T}\right\} \, \d t \\
+ &= D_{\vect e} - \int_{0}^{\infty} \ip{\e^{t \mathcal L} (\vect e^\t \vect p)}{\vect e^\t \vect p} \min\left\{1, \frac{t}{T}\right\} \, \d t.
+ \end{align*}
+ Using the decay estimate for the semigroup\footfullcite{roussel2018spectral}
+ \[
+ \norm{\e^{t \mathcal L}}_{\mathcal B\left(L^2_0(\mu)\right)} \leq L \e^{- \ell \min\{\gamma, \gamma^{-1}\}t},
+ \]
+ we deduce
+ \[
+ \left\lvert \expect[u(T)] - D_{\vect e} \right\rvert \leq \frac{C \textcolor{red}{\max\{\gamma^2, \gamma^{-2}\}}}{T}.
+ \]
+\end{frame}
+
+\begin{frame}
+ {Variance of the estimator $u(T)$ for large $T$}
+ For $T \gg 1$,
+ it holds approximately that
+ \[
+ \frac{\vect e^\t (\vect q_T - \vect q_0)}{\sqrt{2T}} \sim \mathcal N(0, D_{\vect e})
+ \qquad \leadsto \qquad
+ u(T) = \frac{\abs{\vect e^\t (\vect q_T - \vect q_0)}^2}{2 D_{\vect e} T} \sim \chi^2 (1).
+ \]
+ Therefore, we deduce
+ \[
+ \lim_{T \to \infty} \var \bigl[u(T)\bigr] = 2 D_{\vect e}^2.
+ \]
+ The relative standard deviation (asymptotically as $T \to \infty$) is therefore
+ \[
+ \lim_{T \to \infty} \frac{\sqrt{\var \bigl[u(T)\bigr]}}{\expect \bigl[u(T)\bigr]} = \sqrt{2}
+ \qquad \leadsto \text{\emph{independent} of $\gamma$}.
+ \]
+
+ \begin{exampleblock}{Scaling of the mean square error when using $J$ realizations}
+ Assuming an asymptotic scaling as $\gamma^{-\sigma}$ of $D_{\vect e}$, we have
+ \[
+ \forall \gamma \in (0, 1), \qquad
+ \frac{\rm MSE}{D_{\vect e}^2} \leq \frac{C}{\gamma^{4-2 \sigma} T^2} + \frac{2}{J}
+ \]
+ \end{exampleblock}
+\end{frame}
+
+% \subsection{Variance reduction using control variates}
+\begin{frame}
+ {Variance reduction using \textcolor{yellow}{control variates}}
+ Let $\phi_{\vect e}$ denote the solution to the \emph{Poisson equation}
+ \[
+ - \mathcal L \phi_{\vect e}(\vect q, \vect p) = \vect e^\t \vect p, \qquad \phi_{\vect e} \in L^2_0(\mu).
+ \]
+ and let $\psi_{\vect e}$ denote an approximation of $\phi_{\vect e}$.
+ By It\^o's formula,
+ we obtain
+ \[
+ \phi_{\vect e}(\vect q_T, \vect p_T) - \phi_{\vect e}(\vect q_0, \vect p_0)
+ = - \int_{0}^{T} \vect e^\t \vect p_t \, \d t + \sqrt{2 \gamma \beta^{-1}} \int_{0}^{T} \grad_{\vect p} \phi_{\vect e}(\vect q_t, \vect p_t) \cdot \d \vect W_t.
+ \]
+ Therefore
+ \begin{align*}
+ \vect e^\t (\vect q_T - \vect q_0)
+ &= \int_{0}^{T} \vect e^\t \vect p_t \, \d t \\
+ &\approx - \psi_{\vect e}(\vect q_T, \vect p_T) + \psi_{\vect e}(\vect q_0, \vect p_0) + \sqrt{2 \gamma \beta^{-1}} \int_{0}^{T} \grad_{\vect p} \psi_{\vect e}(\vect q_t, \vect p_t) \cdot \d \vect W_t
+ =: \emph{\xi_T}.
+ \end{align*}
+ which suggests the \emph{improved estimator}
+ \[
+ v(T) = \frac{\abs{\vect e^\t (\vect q_T - \vect q_0)}^2}{2T} - \left( \frac{\abs{\xi_T}^2}{2T} - \lim_{T\to \infty}\expect \left[ \frac{\abs{\xi_T}^2}{2T} \right] \right).
+ \]
+\end{frame}
+
+\begin{frame}
+ {Properties of the improved estimator}
+ \textbf{Smaller bias} if $-\mathcal L \psi_{\vect e} \approx \vect e^\t \vect p$:
+ \begin{align*}
+ \label{eq:basic_bound_bias}
+ \abs{\expect \bigl[ v(T) \bigr] - D^{\gamma}_{\vect e}}
+ &\leq \frac{L \max\{\gamma^2, \gamma^{-2}\}}{T \ell^2 } \, \emph{\norm{\vect e^\t \vect p + \mathcal L \psi_{\vect e}}} \left(\beta^{-1/2} + \norm{\mathcal L \psi_{\vect e}} \right).
+ \end{align*}
+
+ \textbf{Smaller variance}:
+ \begin{equation*}
+ \begin{aligned}[b]
+ \var \bigl[v(T)\bigr]
+ \leq
+ C &\left( T^{-1} \emph{\norm{\phi_{\vect e} - \psi_{\vect e}}[L^4(\mu)]}^2 + \gamma \emph{\norm{\grad_{\vect p} \phi_{\vect e} - \grad_{\vect p} \psi_{\vect e}}[L^4(\mu)]}^2 \right) \\
+ &\quad \times \left( T^{-1} \norm{\phi_{\vect e} + \psi_{\vect e}}[L^4(\mu)]^2 + \gamma \norm{\grad_{\vect p} \phi_{\vect e} + \grad_{\vect p} \psi_{\vect e}}[L^4(\mu)]^2 \right).
+ \end{aligned}
+ \end{equation*}
+
+
+ \textbf{Construction of $\psi_{\vect e}$ in the \alert{one-dimensional setting}}. We consider two approaches:
+ \begin{itemize}
+ \item Approximate the solution to the Poisson equation by a Galerkin method.
+ \item Use asymptotic result for the Poisson equation:
+ \[
+ \gamma \phi \xrightarrow[\gamma \to 0]{L^{2}(\mu)} \phi_{\rm und},
+ \]
+ which suggests letting $\psi = \phi_{\rm und} / \gamma$.
+ \end{itemize}
+\end{frame}
+
+\begin{frame}
+ {Construction of the approximate solution $\psi_{\vect e}$ \textcolor{yellow}{in dimension 2}}
+ We consider the potential
+ \[
+ V(\vect q) = - \frac{1}{2} \Big( \cos(q_1) + \cos(q_2) \Big) - \alert{\delta} \cos(q_1) \cos(q_2).
+ \]
+ \begin{itemize}
+ \item
+ For this potential, $\mat D$ is isotropic
+ $\leadsto$ sufficient to consider $\vect e = (1, 0)$,
+ \[
+ D_{(1,0)} = \ip{\phi_{(1, 0)}}{p_1},
+ \qquad - \mathcal L \phi_{(1,0)}(\vect q, \vect p) = p_1.
+ \]
+
+ \item
+ If \emph{$\delta = 0$}, then the solution is $\phi_{(1, 0)}(\vect q, \vect p) = \phi_{\rm 1D} (q_1, p_1)$,
+ where $\phi_{\rm 1D}$ solves
+ \[
+ - \mathcal L_{\rm 1D} \phi_{\rm 1D}(q, p) = p, \qquad V_{\rm 1D}(q) = \frac{1}{2} \cos (q).
+ \]
+
+ \item
+ We take $\emph{\psi_{(1,0)}(\vect q, \vect p) = \psi_{\rm 1D}(q_1, p_1)}$,
+ where $\psi_{\rm 1D} \approx \phi_{\rm 1D}$.
+ \end{itemize}
+\end{frame}
+
+\subsection{Numerical experiments}%
+\begin{frame}
+ {Numerical experiments for the one-dimensional case (1/2)}
+ \begin{figure}[ht]
+ \centering
+ \includegraphics[width=0.99\linewidth]{figures/underdamped_1d.pdf}
+ \end{figure}
+\end{frame}
+
+\begin{frame}
+ {Numerical experiments for the one-dimensional case (2/2)}
+ \begin{figure}[ht]
+ \centering
+ \includegraphics[width=0.99\linewidth]{figures/time.pdf}
+ \caption{Evolution of the sample mean and standard deviation, estimated from $J = 5000$ realizations for $\gamma = 10^{-3}$.}
+ \end{figure}
+\end{frame}
+
+\begin{frame}
+ {Performance of the control variates approach in dimension 2}
+ \begin{figure}[ht]
+ \centering
+ \includegraphics[width=0.49\linewidth]{figures/var-delta-galerkin.pdf}
+ \includegraphics[width=0.49\linewidth]{figures/var-delta-underdamped.pdf}
+ \label{fig:time_bias_deviation_2d}
+ \end{figure}
+ \begin{itemize}
+ \item Variance reduction is possible if $\abs{\delta}/\gamma \ll 1$;
+ \item Control variates are \alert{not very useful} when $\gamma \ll 1$ and $\delta$ is fixed.
+ \end{itemize}
+\end{frame}
+
+\begin{frame}
+ {Scaling of the mobility in dimension 2}
+ \begin{figure}[ht]
+ \centering
+ \includegraphics[width=0.9\linewidth]{figures/diffusion.pdf}
+ \label{fig:time_bias_variance_2d}
+ \end{figure}
+\end{frame}
+
+\begin{frame}{Summary and perspectives for future work}
+ In this talk, we presented
+ \begin{itemize}
+ \item a variance reduction approach for efficiently estimating the mobility;
+ \item numerical results showing that the scaling of the mobility is \emph{not universal}.
+ \end{itemize}
+
+ \textbf{Perspectives for future work:}
+ \begin{itemize}
+ \item Use alternative methods (PINNs, Gaussian processes) to solve the Poisson equation;
+ \item Improve and study variance reduction approaches for other transport coefficients.
+ \end{itemize}
+
+ \vspace{1cm}
+ \begin{center}
+ Thank you for your attention!
+ \end{center}
+\end{frame}
+
+\section{Optimal importance sampling for overdamped Langevin dynamics}
+
+\begin{frame}
+ {Collaborators}
+ \begin{figure}
+ \centering
+ \begin{minipage}[t]{.2\linewidth}
+ \centering
+ \raisebox{\dimexpr-\height+\ht\strutbox}{%
+ \includegraphics[height=\linewidth]{figures/collaborators/tony.jpg}
+ }
+ \end{minipage}\hspace{.03\linewidth}%
+ \begin{minipage}[t]{.21\linewidth}
+ Tony Lelièvre
+ \vspace{0.2cm}
+
+ \includegraphics[height=1.2cm,width=\linewidth,keepaspectratio]{figures/collaborators/enpc.png}
+ \flushleft \scriptsize
+ CERMICS \& Inria
+ \end{minipage}\hspace{.1\linewidth}%%
+ \begin{minipage}[t]{.2\linewidth}
+ \centering
+ \raisebox{\dimexpr-\height+\ht\strutbox}{%
+ \includegraphics[height=\linewidth]{figures/collaborators/gabriel.jpg}
+ }
+ \end{minipage}\hspace{.01\linewidth}%
+ \begin{minipage}[t]{.24\linewidth}
+ Gabriel Stoltz
+ \vspace{0.2cm}
+
+ \includegraphics[height=1.2cm,width=\linewidth,keepaspectratio]{figures/collaborators/enpc.png}
+ \flushleft \scriptsize
+ CERMICS \& Inria
+ \end{minipage}
+ \end{figure}
+
+ \vspace{.7cm}
+ \textbf{Outline:}
+ \vspace{.2cm}
+ \tableofcontents
+\end{frame}
+
+\subsection{Background and problem statement}
+
+\begin{frame}
+ {The sampling problem}
+
+ \begin{exampleblock}
+ {Objective of the sampling problem}
+ Calculate averages with respect to
+ \[
+ \mu = \frac{\e^{-V}}{Z},
+ \qquad Z = \int_{\torus^d} \e^{-V}.
+ \]
+ \vspace{-.4cm}
+ \end{exampleblock}
+
+ \vspace{-.2cm}
+ \textbf{Often in applications}:
+ \begin{itemize}
+ \item The dimension $d$ is large;
+ \item The normalization constant $Z$ is unknown;
+ \item We cannot generate i.i.d.\ samples from~$\mu$.
+ \end{itemize}
+
+ \textbf{Markov chain Monte Carlo (MCMC) approach}:
+ \[
+ \mu(f) \approx \mu^T (f) := \frac{1}{T} \int_{0}^{T} f(Y_t) \, \d t
+ \]
+ for a Markov process $(Y_t)_{t\geq 0}$ that is \emph{ergodic} with respect to~$\mu$.
+
+ \textbf{Example}: \emph{overdamped Langevin} dynamics
+ \[
+ \d Y_t = -\nabla V(Y_t) \, \d t + \sqrt{2} \, \d W_t,
+ \qquad Y_0 = y_0.
+ \]
+\end{frame}
+
+\begin{frame}
+ {Importance sampling in the MCMC context}
+ If $(X_t)_{t \geq 0}$ is a Markov process ergodic with respect to
+ \[
+ \mu_{U} = \frac{\e^{-V - U}}{Z_U},
+ \qquad Z_U = \int_{\torus^d} \e^{-V-U},
+ \]
+ then $\mu(f)$ may be approximated by
+ \begin{equation*}
+ \label{eq:estimator}
+ \mu^T_U(f) :=
+ \frac
+ {\displaystyle \frac{1}{T} \int_0^T (f \e^U)(X_t) \, \d t}
+ {\displaystyle \frac{1}{T} \int_0^T(\e^U)(X_t) \, \d t}.
+ \end{equation*}
+
+ \textbf{Asymptotic variance}:
+ Under appropriate conditions,
+ it holds that
+ \[
+ \sqrt{T} \bigl( \mu^T_U(f) - \mu(f)\bigr)
+ \xrightarrow[T \to \infty]{\rm Law} \mathcal N\bigl(0, \sigma^2_f[U]\bigr).
+ \]
+
+ \begin{exampleblock}
+ {Objective}
+ Find $U$ such that the asymptotic variance $\sigma^2_f[U]$ is minimized.
+ \end{exampleblock}
+\end{frame}
+
+\begin{frame}
+ {Background}
+\end{frame}
+
+
+\appendix
+
+\begin{frame}[noframenumbering,plain]
+ {Connection with the asymptotic variance of MCMC estimators}
+ \textbf{Ergodic theorem\footfullcite{MR885138}}: for an observable $\varphi \in L^1(\mu)$,
+ \[
+ \widehat \varphi_t = \frac{1}{t} \int_{0}^{t} \varphi(\vect q_s, \vect p_s) \, \d s
+ \xrightarrow[t \to \infty]{a.s.} \expect_{\mu} \varphi.
+ \]
+
+ \textbf{Central limit theorem\footfullcite{MR663900}}:
+ If the following \emph{Poisson equation} has a solution $\phi \in L^2(\mu)$,
+ \[
+ - \mathcal L \phi = \varphi - \expect_{\mu} \varphi,
+ \]
+ then a central limit theorem holds:
+ \[
+ \sqrt{t} \bigl(\widehat \varphi_t - \expect_{\mu}\varphi\bigr)
+ \xrightarrow[t \to \infty]{\rm Law} \mathcal N(0, \sigma^2_{\varphi}),
+ \qquad
+ \sigma^2_{\varphi}
+ = \ip{\phi}{\varphi - \expect_{\mu} \varphi}.
+ \]
+
+ \textbf{Connection with effective diffusion}: Apply this result with $\varphi(\vect q, \vect p) = \vect e^\t \vect p$.
+\end{frame}
+
+\end{document}
+
+% vim: ts=2 sw=2
diff --git a/pdfpc-commands.sty b/pdfpc-commands.sty
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+++ b/pdfpc-commands.sty
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+% Package: textpos is required for textblock*
+\usepackage[absolute,overlay]{textpos}
+
+
+% fullFrameMovie
+%
+% Arguments:
+%
+% [optional]: movie-options, seperated by &
+% Supported options: loop, start=N, end=N, autostart
+% Default: autostart&loop
+%
+% 1. Movie file
+% 2. Poster image
+% 3. Any text on the slide, or nothing (e.g. {})
+%
+% Example:
+% \fullFrameMovie[loop&autostart]{apollo17.avi}{apollo17.jpg}{\copyrightText{Apollo 17, NASA}}
+%
+\newcommand{\fullFrameMovie}[4][autostart&loop]
+{
+ {
+ \setbeamercolor{background canvas}{bg=black}
+
+
+ % to make this work for both horizontally filled and vertically filled images, we create an absolutely
+ % positioned textblock* that we force to be the width of the slide.
+ % we then place it at (0,0), and then create a box inside of it to ensure that it's always 95% of the vertical
+ % height of the frame. Once we have created an absolutely positioned and sized box, it doesn't matter what
+ % goes inside -- it will always be vertically and horizontally centered
+ \frame[plain]
+ {
+ \begin{textblock*}{\paperwidth}(0\paperwidth,0\paperheight)
+ \centering
+ \vbox to 0.95\paperheight {
+ \vfil{
+ \href{run:#2?autostart&#1}{\includegraphics[width=\paperwidth,height=0.95\paperheight,keepaspectratio]{#3}}
+ }
+ \vfil
+ }
+ \end{textblock*}
+ #4
+ }
+ }
+}
+
+% inlineMovie
+%
+% Arguments:
+%
+% [optional]: movie-options, seperated by &
+% Supported options: loop, start=N, end=N, autostart
+% Default: autostart&loop
+%
+% 1. Movie file
+% 2. Poster image
+% 3. size command, such as width=\textwidth
+%
+% Example:
+% \inlineMovie[loop&autostart&start=5&stop=12]{apollo17.avi}{apollo17.jpg}{height=0.7\textheight}
+%
+\newcommand{\inlineMovie}[4][autostart&loop]
+{
+ \href{run:#2?#1}{\includegraphics[#4]{#3}}
+}
+
+
+% copyrightText
+%
+% Produces small text on the right side of the screen, useful for
+% stating copyright or other small notes in movies or images
+%
+% Arguments:
+%
+% [optional]: text color
+% Default: white
+%
+% 1. Text to be displayed
+%
+% Example:
+% \copyrightText{Full frame image of: Apollo 17, NASA}
+%
+\newcommand\copyrightText[2][white]{%
+ \begin{textblock*}{\paperwidth}(0\paperwidth,.97\paperheight)%
+ \hfill\textcolor{#1}{\tiny#2}\hspace{20pt}
+ \end{textblock*}
+}
+
+% fullFrameImageZoomed
+%
+% Produces a slide that contains a full frame image. Scales down the image
+% to fit if the aspect ratio of the slide does not match the image.
+%
+% Arguments:
+%
+% [optional]: color of text on page
+% Default: white
+%
+% 1. Path to image file
+% 2. Any additional content on the frame
+%
+% Example:
+% \fullFrameImageZoomed{apollo17.jpg}{\copyrightText{Full frame image of: Apollo 17, NASA}}
+%
+\newcommand{\fullFrameImage}[3][white]
+{
+ {
+ \setbeamercolor{normal text}{bg=black,fg=#1}
+
+
+ % to make this work for both horizontally filled and vertically filled images, we create an absolutely
+ % positioned textblock* that we force to be the width of the slide.
+ % we then place it at (0,0), and then create a box inside of it to ensure that it's always 95% of the vertical
+ % height of the frame. Once we have created an absolutely positioned and sized box, it doesn't matter what
+ % goes inside -- it will always be vertically and horizontally centered
+ \frame
+ {
+ \begin{textblock*}{\paperwidth}(0\paperwidth,0\paperheight)
+ \centering
+ \vbox to 0.95\paperheight {
+ \vfil{
+ \includegraphics[width=\paperwidth,height=0.95\paperheight,keepaspectratio]{#2}
+ }
+ \vfil
+ }
+ \end{textblock*}
+ #3
+ }
+ }
+}
+
+% fullFrameImageZoomed
+%
+% Produces a slide that contains a full frame image. If the aspect ratio
+% of the image does not match the slide, it crops the image.
+%
+% Arguments:
+%
+% [optional]: color of text on page
+% Default: black
+%
+% 1. Path to image file
+% 2. Any additional content on the frame
+%
+% Example:
+% \fullFrameImageZoomed{apollo17.jpg}{\copyrightText{Full frame image of: Apollo 17, NASA}}
+%
+\newcommand{\fullFrameImageZoomed}[3][black]
+{
+ {
+ \usebackgroundtemplate{\includegraphics[height=\paperheight]{#2}}
+ \setbeamercolor{normal text}{bg=black,fg=#1}
+ \frame
+ {
+ #3
+ }
+ }
+}
+
+
+
+
+