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The approach to equilibrium, from a nonequilibrium initial state, in a system at its critical point is usually described by a scaling theory with a single growing length scale, $\xi(t) \sim t^{1/z}$, where z is the dynamic exponent that…

Statistical Mechanics · Physics 2009-10-31 A. J. Bray , A. J. Briant , D. K. Jervis

In the numerical simulation of certain field theoretical models, the complex Langevin simulation has been believed to fail due to the violation of ergodicity. We give a detailed analysis of this problem based on a toy model with one degree…

High Energy Physics - Theory · Physics 2009-10-22 K. Fujimura , K. Okano , L. Schülke , K. Yamagishi , B. Zheng

Many living and complex systems exhibit second order emergent dynamics. Limited experimental access to the configurational degrees of freedom results in data that appears to be generated by a non-Markovian process. This poses a challenge in…

Quantitative Methods · Quantitative Biology 2020-07-29 Federica Ferretti , Victor Chardès , Thierry Mora , Aleksandra M. Walczak , Irene Giardina

Lattice simulations of non-zero density QCD introduce the so-called sign problem (complex or negative probabilities), which invalidates importance sampling methods. To circumvent this, we use the Complex Langevin Equation (CLE), to measure…

High Energy Physics - Lattice · Physics 2023-03-01 Michael W. Hansen , Dénes Sexty

In this paper a one-dimensional model of two infinite gases separated by a movable heavy piston is considered. The non-linear Langevin equation for the motion of the piston is derived from first principles for the case when the…

Statistical Mechanics · Physics 2016-08-31 Alexander Plyukhin , Jeremy Schofield

Sensory adaptation enables organisms to adjust their perception in a changing environment. A paradigm is bacterial chemotaxis, where the output activity of chemoreceptors is adapted to different baseline concentrations via receptor…

Cell Behavior · Quantitative Biology 2024-01-23 Vansh Kharbanda , Benedikt Sabass

We study a Langevin equation for a particle moving in a periodic potential in the presence of viscosity $\gamma$ and subject to a further external field $\alpha$. For a suitable choice of the parameters $\alpha$ and $\gamma$ the related…

Mathematical Physics · Physics 2015-06-11 Gioia Carinci , Stephan Luckhaus

We provide a framework to analyze the convergence of discretized kinetic Langevin dynamics for $M$-$\nabla$Lipschitz, $m$-convex potentials. Our approach gives convergence rates of $\mathcal{O}(m/M)$, with explicit stepsize restrictions,…

Numerical Analysis · Mathematics 2024-05-24 Benedict Leimkuhler , Daniel Paulin , Peter A. Whalley

We propose an adaptive biasing algorithm aimed at enhancing the sampling of multimodal measures by Langevin dynamics. The underlying idea consists in generalizing the standard adaptive biasing force method commonly used in conjunction with…

Analysis of PDEs · Mathematics 2010-08-23 Chris Chipot , Tony Lelièvre

In this work, we study the nonequilibrium statistical properties of the relaxation dynamics of a nanoparticle trapped in a harmonic potential. We report an exact time-dependent analytical solution to the Langevin dynamics that arises from…

Statistical Mechanics · Physics 2016-11-23 Domingos S. P. Salazar , Sérgio A. Lira

We show that limit cycle systems in Langevin bath exhibit uncertainty in observables that define the limit-cycle plane, and maintain a positive lower bound. The uncertainty-bound depends on the parameters that determine the shape and…

Statistical Mechanics · Physics 2025-06-16 Dipesh K. Singh , P. K. Mohanty

Recently there has been remarkable progress in the complex Langevin method, which aims at solving the complex action problem by complexifying the dynamical variables in the original path integral. In particular, a new technique called the…

High Energy Physics - Lattice · Physics 2015-12-30 Keitaro Nagata , Jun Nishimura , Shinji Shimasaki

We present the results of a study of the three-dimensional $XY$-model on a simple cubic lattice using the single cluster updating algorithm combined with improved estimators. We have measured the susceptibility and the correlation length…

Condensed Matter · Physics 2009-10-22 A. P. Gottlob , M. Hasenbusch

The great majority of algorithms employed in the study of lattice field theory are based on Monte Carlo's importance sampling method, i.e. on probability interpretation of the Boltzmann weight. Unfortunately in many theories of interest one…

High Energy Physics - Lattice · Physics 2016-06-03 Lorenzo Bongiovanni

Effective Polyakov line models, derived from SU(3) gauge-matter systems at finite chemical potential, have a sign problem. In this article I solve two such models, derived from SU(3) gauge-Higgs and heavy quark theories by the relative…

High Energy Physics - Lattice · Physics 2014-12-31 Jeff Greensite

As is well known the Complex Langevin (CL) method sometimes fails to converge or converges to the wrong limit. We identified one reason for this long ago: insufficient decay of the probability density either near infinity or near poles of…

High Energy Physics - Lattice · Physics 2019-01-30 Manuel Scherzer , Erhard Seiler , Dénes Sexty , Ion-Olimpiu Stamatescu

We extend a previously studied lattice model of particles with infinite repulsions to the case of finite energy interactions. The phase diagram is studied using grand canonical Monte Carlo simulation. Simulations of dynamical phenomena are…

Statistical Mechanics · Physics 2016-08-31 Gavin D. McCullagh , Davide Cellai , Aonghus Lawlor , Kenneth A. Dawson

Lefschetz thimbles and complex Langevin dynamics both provide a means to tackle the numerical sign problem prevalent in theories with a complex weight in the partition function, e.g. due to nonzero chemical potential. Here we collect some…

High Energy Physics - Lattice · Physics 2015-06-22 Gert Aarts , Lorenzo Bongiovanni , Erhard Seiler , Denes Sexty

It has been suggested recently that growth and division of a protocell could be modeled by a chemically active droplet with simple chemical reactions driven by an external fuel supply. This model is called the continuum model. Indeed it's…

Biological Physics · Physics 2018-12-07 Mohammad Abu Hamed , Alexander A. Nepomnyashchy

This paper concerns an optimal stopping problem driven by the running maximum of a spectrally negative Levy process X. More precisely, we are interested in capped versions of the American lookback optimal stopping problem, which has its…

Probability · Mathematics 2012-04-17 Andreas E. Kyprianou , Curdin Ott
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