Georgia Institute of Technology College of Sciences

Efficient simulation of SDEs is essential in many applications, particularly for ergodic
systems that demand efficient simulation of both short-time dynamics and large-time
statistics. To achieve the efficiency, dimension reduction is often required in both space
and time. In this talk, I will talk about our recent work on both spatial and temporal
reductions.
For spatial dimension reduction, the Mori-Zwanzig formalism is applied to derive
equations for the evolution of linear observables of the Langevin dynamics for both
overdamped and general cases.
For temporal dimension reduction, we introduce a framework to construct inference-
based schemes adaptive to large time-steps (ISALT) from data, achieving a reduction in
time by several orders of magnitudes.
This is a joint work with Dr. Thomas Hudson from the University of Warwick, UK; Dr. Fei
Lu from the Johns Hopkins University and Dr Xiaofeng Felix Ye from SUNY at Albany.