Langevin dynamics does: adds noise to gradient descent to sample from a distribution

How can we simulate randomness in physics?

Image: Rembrandt, Public domain, via Wikimedia Commons

Langevin dynamics does: adds noise to gradient descent to sample from a distribution

How can we simulate randomness in physics?

Imagine you're trying to predict the path of a leaf falling from a tree. The wind's unpredictable gusts make it hard to predict exactly where it will land.

Langevin dynamics adds random 'wind gusts' to the leaf's fall, helping us understand its unpredictable path. This randomness helps us sample from a distribution of possible outcomes.

Example

If the leaf's path is influenced by wind gusts, adding random gusts can show us many possible landing spots, not just one predicted path.

Remember this

Langevin dynamics helps us understand complex systems by adding randomness to predict outcomes.

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