Related papers: Adaptive stepsize and instabilities in complex Lan…
The three-dimensional XY model is studied at finite chemical potential using complex Langevin dynamics. An adaptive stepsize algorithm is implemented to cure the problem of runaway solutions that appears when using a constant stepsize. The…
In stochastic quantisation, quantum mechanical expectation values are computed as averages over the time history of a stochastic process described by a Langevin equation. Complex stochastic quantisation, though theoretically not rigorously…
Complex Langevin dynamics can be used to perform numerical simulations of theories with a complex action. In order to justify the procedure, it is important to understand the properties of the real and positive distribution, which is…
The three-dimensional SU(3) spin model is an effective Polyakov loop model for QCD at nonzero temperature and density. It suffers from a sign problem at nonzero chemical potential. We revisit this model using complex Langevin dynamics and…
The ability to describe strongly interacting matter at finite temperature and baryon density provides the means to determine, for instance, the equation of state of QCD at non-zero baryon chemical potential. From a theoretical point of…
This chapter [of a supplement to Prog. Theo. Phys.] reviews numerical simulations of quantum field theories based on stochastic quantization and the Langevin equation. The topics discussed include renormalization of finite step-size…
We propose a new sensitivity analysis methodology for complex stochastic dynamics based on the Relative Entropy Rate. The method becomes computationally feasible at the stationary regime of the process and involves the calculation of…
The sign problem at nonzero chemical potential prohibits the use of importance sampling in lattice simulations. Since complex Langevin dynamics does not rely on importance sampling, it provides a potential solution. Recently it was shown…
Simulations of QCD with a finite chemical potential typically lead to a severe sign problem, prohibiting any standard Monte Carlo approach. Complex Langevin simulations provide an alternative to sample path integrals with oscillating weight…
We discuss the design of an invariant measure-preserving transformed dynamics for the numerical treatment of Langevin dynamics based on rescaling of time, with the goal of sampling from an invariant measure. Given an appropriate monitor…
Complex Langevin methods have been successfully applied in theories that suffer from a sign problem such as QCD with a chemical potential. We present and illustrate a novel method (dynamic stabilisation) that ensures that Complex Langevin…
The three-dimensional XY model is studied at finite chemical potential using complex Langevin dynamics. The validity of the approach is probed at small chemical potential using imaginary chemical potential and continuity arguments, and at…
We present a theoretical analysis of stochastic optimization methods in terms of their sensitivity with respect to the step size. We identify a key quantity that, for each method, describes how the performance degrades as the step size…
Progress in the application of the complex Langevin method to full QCD at non-zero chemical potential is reported. The method evades the sign problem which makes naive simulations at nonzero density impossible. The procedure 'gauge cooling'…
A scheme for stabilizing stochastic approximation iterates by adaptively scaling the step sizes is proposed and analyzed. This scheme leads to the same limiting differential equation as the original scheme and therefore has the same…
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…
We use the stochastic quantization method to study systems with complex valued path integral weights. We assume a Langevin equation with a memory kernel and Einstein's relations with colored noise. The equilibrium solution of this…
We present a path integral formalism to compute potentials for nonequilibrium steady states, reached by a multiplicative stochastic dynamics. We develop a weak-noise expansion, which allows the explicit evaluation of the potential in…
Recently, many machine learning optimizers have been analysed considering them as the asymptotic limit of some differential equations when the step size goes to zero. In other words, the optimizers can be seen as a finite difference scheme…
Self-interacting scalar quantum field theories possessing $PT$-symmetry are physically admissible since their energy spectrum is real and bounded below. However, models with $PT$-invariant potentials can have complex actions in general and…