Related papers: Design of quasi-symplectic propagators for Langevi…
We consider the problem of sampling from a target distribution, which is \emph {not necessarily logconcave}, in the context of empirical risk minimization and stochastic optimization as presented in Raginsky et al. (2017). Non-asymptotic…
I make three conceptual points regarding multigrid methods for computing propagators in lattice gauge theory: 1) The class of operators handled by the algorithm must be stable under coarsening. 2) Problems related by symmetry should have…
In this review we present the current state-of-the-art on complex Langevin simulations and their implications for the QCD phase diagram. After a short summary of the complex Langevin method, we present and discuss recent developments. Here…
An efficient way to calculate one-loop counterterms within the Feynman diagrammatic approach and dimensional regularization is to expand the propagators in the integrands of the Feynman integrals around vanishing external momentum. In this…
In this and subsequent paper arXiv:1011.5185 we develop a recursive approach for calculating the short-time expansion of the propagator for a general quantum system in a time-dependent potential to orders that have not yet been accessible…
The prevalence of technologies in the space of the Internet of Things and use of multi-processing computing platforms to aid in the computation required to perform learning and inference from large volumes of data has necessitated the…
This paper develops different discretization schemes for nonholonomic mechanical systems through a discrete geometric approach. The proposed methods are designed to account for the special geometric structure of the nonholonomic motion. Two…
We present a derivation of the propagator for a particle in the presence of the step and delta function potentials. These propagators are known, but we present a direct path integral derivation, based on the path decomposition expansion and…
We showcase the utility of the Lagrangian descriptors method in qualitatively understanding the underlying dynamical behavior of dynamical systems governed by fractional-order differential equations. In particular, we use the Lagrangian…
We develop a formalism to carry out coarse-grainings in quantum field theoretical systems by using a time-dependent projection operator in the Heisenberg picture. A systematic perturbative expansion with respect to the interaction part of…
We present a detailed derivation of the semiclassical propagator in the SU(n) coherent state representation. In order to provide support for immediate physical applications, we restrict this work to the fully symmetric irreducible…
We propose a new algorithm---Stochastic Proximal Langevin Algorithm (SPLA)---for sampling from a log concave distribution. Our method is a generalization of the Langevin algorithm to potentials expressed as the sum of one stochastic smooth…
We give accurate and ergodic numerical methods for semilinear, second-order Langevin stochastic partial differential equations (SPDE). As a byproduct, we also give good geometric numerical methods for their infinite-dimensional Hamiltonian…
Darboux transformations of the singular harmonic oscillator are considered. Analytical expressions for the propagators are obtained, using the image method applied to formal singular propagators. Two-well and three-well families of…
Probabilistic solvers provide a flexible and efficient framework for simulation, uncertainty quantification, and inference in dynamical systems. However, like standard solvers, they suffer performance penalties for certain stiff systems,…
The semiclassical formula for the coherent-state propagator is written in terms of complex classical trajectories of an equivalent classical system. Depending on the parameters involved, more than one trajectory may contribute to the…
In this article we investigate driven dissipative quantum dynamics of an ensemble of two-level systems given by a Markovian master equation with collective and non-collective dissipators. Exploiting the permutation symmetry in our model, we…
Stationary distributions of complex Langevin equations are shown to be the complexified path integral solutions of the Schwinger-Dyson equations of the associated quantum field theory. Specific examples in zero dimensions and on a lattice…
An extension of non-deterministic processes driven by the random telegraph signal is introduced in the framework of "piecewise deterministic Markov processes" [Davis], including a broader category of random systems. The corresponding…
We develop a semi-discrete version of discrete variational mechanics with applications to numerical integration of classical field theories. The geometric preservation properties are studied.