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Continuous time random walks and Langevin equations are two classes of stochastic models for describing the dynamics of particles in the natural world. While some of the processes can be conveniently characterized by both of them, more…

Statistical Mechanics · Physics 2019-01-28 Xudong Wang , Yao Chen , Weihua Deng

We develop an extension of the fast method of angles for hyperbolicity verification in chaotic systems with an arbitrary number of time-delay feedback loops. The adopted method is based on the theory of covariant Lyapunov vectors and…

Chaotic Dynamics · Physics 2017-09-13 Pavel V. Kuptsov , Sergey P. Kuznetsov

This article fills a gap in the mathematical analysis of Adaptive Biasing algorithms, which are extensively used in molecular dynamics computations. Given a reaction coordinate, ideally, the bias in the overdamped Langevin dynamics would be…

Probability · Mathematics 2019-10-11 Michel Benaïm , Charles-Edouard Bréhier , Pierre Monmarché

We study the simulated annealing algorithm based on the kinetic Langevin dynamics, in order to find the global minimum of a non-convex potential function. For both the continuous time formulation and a discrete time analogue, we obtain the…

Probability · Mathematics 2022-06-14 Xuedong He , Xiaolu Tan , Ruocheng Wu

In this paper we formulate a risk-sensitive optimal control problem for continuously monitored open quantum systems modelled by quantum Langevin equations. The optimal controller is expressed in terms of a modified conditional state, which…

Quantum Physics · Physics 2016-09-08 M. R. James

Chemical signaling is one of the ubiquitous mechanisms by which inter-cellular communication takes place at the microscopic level, particularly via chemotaxis. Such multi-cellular systems are popularly studied using continuum, mean-field…

Cell Behavior · Quantitative Biology 2009-11-11 Ramon Grima

We introduce a general framework to describe the stationary state of two driven systems exchanging particles or mass through a contact, in a slow exchange limit. The definition of chemical potentials for the systems in contact requires that…

Statistical Mechanics · Physics 2019-12-04 Jules Guioth , Eric Bertin

The internal dynamics of macro-molecular systems is characterized by widely separated time scales, ranging from fraction of ps to ns. In ordinary molecular dynamics simulations, the elementary time step dt used to integrate the equation of…

Soft Condensed Matter · Physics 2015-05-19 Pietro Faccioli

We study a recent generalization proposed for the XY model in two and three dimensions. Using both, the continuum limit and discrete lattice, we obtained the vortex configuration and shown that out-of-plane vortex solutions are deeply…

Strongly Correlated Electrons · Physics 2015-06-24 L. A. S. Mól , A. R. Pereira , Winder A. Moura-Melo

Recent exact predictions for the massive scaling limit of the two dimensional XY-model are based on the equivalence with the sine-Gordon theory and include detailed results on the finite size behavior. The so-called step-scaling function of…

High Energy Physics - Lattice · Physics 2010-04-05 Janos Balog , Francesco Knechtli , Tomasz Korzec , Ulli Wolff

We consider the Langevin dynamics of a many-body system of interacting particles in $d$ dimensions, in a very general setting suitable to model several out-of-equilibrium situations, such as liquid and glass rheology, active self-propelled…

Disordered Systems and Neural Networks · Physics 2019-03-22 Elisabeth Agoritsas , Thibaud Maimbourg , Francesco Zamponi

Monte Carlo simulations are used to show that the steady state of the d=2, two-temperature, diffusive XY model displays a continuous phase transition from a homogeneous disordered phase to a phase with long-range order. The long-range order…

Condensed Matter · Physics 2009-10-28 Kevin E. Bassler , Zoltan Racz

We employ the Complex Langevin method for simulation of complex-valued actions. First, we show how to test for convergence of the method by explicitely computing boundary terms and demonstrate this in a model. Then we investigate the…

High Energy Physics - Lattice · Physics 2018-10-30 Manuel Scherzer , Erhard Seiler , Dénes Sexty , Ion-Olimpiu Stamatescu

Systems governed by a multivariate Langevin equation featuring an exact potential exhibit straightforward dynamics but are often difficult to recognize because, after a general coordinate change, the gradient flow becomes obscured by the…

Statistical Mechanics · Physics 2023-01-11 Tiemo Pedergnana , Nicolas Noiray

We present new results of full QCD at nonzero chemical potential. In PRD 92, 094516 (2015) the complex Langevin method was shown to break down when the inverse coupling decreases and enters the transition region from the deconfined to the…

High Energy Physics - Lattice · Physics 2018-04-18 Jacques Bloch , Olaf Schenk

A model has two main aims: predicting the behavior of a physical system and understanding its nature, that is how it works, at some desired level of abstraction. A promising recent approach to model building consists in deriving a…

Statistical Mechanics · Physics 2019-02-26 Marco Baldovin , Andrea Puglisi , Angelo Vulpiani

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…

High Energy Physics - Lattice · Physics 2014-08-18 Amel Durakovic , Emil Cortes Andre , Anders Tranberg

Motivated by an application to empirical Bayes learning in high-dimensional regression, we study a class of Langevin diffusions in a system with random disorder, where the drift coefficient is driven by a parameter that continuously adapts…

Statistics Theory · Mathematics 2025-11-04 Zhou Fan , Justin Ko , Bruno Loureiro , Yue M. Lu , Yandi Shen

The complex Langevin method (CLM) offers a potential solution to the sign problem in quantum field theories with complex actions, but can converge to incorrect results even when simulations appear stable. Existing diagnostics monitor drift…

High Energy Physics - Lattice · Physics 2025-10-30 Anosh Joseph , Arpith Kumar

We study whether the stationary state of two bulk-driven systems slowly exchanging particles can be described by the equality of suitably defined nonequilibrium chemical potentials. Our main result is that in a weak contact limit, chemical…

Statistical Mechanics · Physics 2018-08-29 Jules Guioth , Éric Bertin
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