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Path integrals with complex actions are encountered for many physical systems ranging from spin- or mass-imbalanced atomic gases and graphene to quantum chromo-dynamics at finite density to the non-equilibrium evolution of quantum systems.…

High Energy Physics - Lattice · Physics 2022-09-01 Lukas Kades , Martin Gärttner , Thomas Gasenzer , Jan M. Pawlowski

S=1/2 quantum spin chains and ladders with random exchange coupling are studied by using an effective low-energy field theory and transfer matrix methods. Effects of the nonlocal correlations of exchange couplings are investigated…

Disordered Systems and Neural Networks · Physics 2007-05-23 K. Takeda , I. Ichinose

We argue that complex systems must possess long range correlations and illustrate this idea on the example of the mean field spin glass model. Defined on the complete graph, this model has no genuine concept of distance, but the long range…

Disordered Systems and Neural Networks · Physics 2011-02-23 Alain Billoire , Imre Kondor , Jovanka Lukic , Enzo Marinari

The Markov chain Monte Carlo method as a statistical mechanics technique for the study of macroscopic systems has furnished the scientific community with great knowledge and advances in the theory of phase transitions. While a number of…

Statistical Mechanics · Physics 2013-10-10 Oluwole Emmanuel Oyewande

The smoothing distribution is the conditional distribution of the diffusion process in the space of trajectories given noisy observations made continuously in time. It is generally difficult to sample from this distribution. We use the…

Probability · Mathematics 2025-03-07 Oskar Eklund , Annika Lang , Moritz Schauer

Markov chain Monte Carlo sampling methods often suffer from long correlation times. Consequently, these methods must be run for many steps to generate an independent sample. In this paper a method is proposed to overcome this difficulty.…

Numerical Analysis · Mathematics 2009-11-13 Jonathan Weare

In this paper, we consider the mean field optimal switching problem with a Markov chain under viscosity solution notion. Based on the conditional distribution of the Markov chain, the value function and corresponding dynamic programming…

Optimization and Control · Mathematics 2024-04-15 Tian Chen , Guanxu Li , Zhen Wu

Arguing about the equilibrium distribution of continuous-time Markov chains can be vital for showing properties about the underlying systems. For example in biological systems, bistability of a chemical reaction network can hint at its…

Probability · Mathematics 2010-07-20 Tugrul Dayar , Holger Hermanns , David Spieler , Verena Wolf

Understanding the stability and long-time behavior of generative models is a fundamental problem in modern machine learning. This paper provides quantitative bounds on the sampling error of score-based generative models by leveraging…

Machine Learning · Statistics 2026-01-30 Stanislas Strasman , Gabriel Cardoso , Sylvain Le Corff , Vincent Lemaire , Antonio Ocello

Scrambling in interacting quantum systems out of equilibrium is particularly effective in the chaotic regime. Under time evolution, initially localized information is said to be scrambled as it spreads throughout the entire system. This…

Strongly Correlated Electrons · Physics 2018-09-26 Adolfo del Campo , Javier Molina Vilaplana , Lea F. Santos , Julian Sonner

Recently, the concept of spread complexity, Krylov complexity for states, has been introduced as a measure of the complexity and chaoticity of quantum systems. In this paper, we study the spread complexity of the thermofield double state…

High Energy Physics - Theory · Physics 2024-05-27 Kyoung-Bum Huh , Hyun-Sik Jeong , Juan F. Pedraza

We considered the propagation of nonlinear shallow water waves in a narrow channel presenting a fork. We aimed at computing the coupling conditions for a 1D effective model, using 2D simulations and an analysis based on the conservation…

Classical Physics · Physics 2020-05-26 Jean-Guy Caputo , Denys Dutykh , Bernard Gleyse

We explore the concept of a consistent exchangeable survival process - a joint distribution of survival times in which the risk set evolves as a continuous-time Markov process with homogeneous transition rates. We show a correspondence with…

Statistics Theory · Mathematics 2015-08-10 Walter Dempsey , Peter McCullagh

We report a study of disordered electron systems with spin-orbit coupling on a cylinder using methods of random matrix ensembles. With a threading flux turned on, the single particle levels will generally avoid, rather than cross, each…

Mesoscale and Nanoscale Physics · Physics 2009-04-03 Daijiro Tobe , Mahito Kohmoto , Masatoshi Sato , Yong-Shi Wu

We consider exchangeable Markov multi-state survival processes -- temporal processes taking values over a state-space$\mathcal{S}$ with at least one absorbing failure state $\flat \in \mathcal{S}$ that satisfy natural invariance properties…

Methodology · Statistics 2018-10-26 Walter Dempsey

In this paper, we abstract a kind of stochastic processes from evolving processes of growing networks, this process is called growing network Markov chains. Thus the existence and the formulas of degree distribution are transformed to the…

Mathematical Physics · Physics 2015-05-13 Zhenting Hou , Xiangxing Kong , Dinghua Shi , Guanrong Chen , Qinggui Zhao

We investigate the spread complexity of a generic two-level subsystem of a larger system to analyze the influence of energy level statistics, comparing chaotic and integrable systems. Initially focusing on the nearest-neighbor level…

High Energy Physics - Theory · Physics 2025-04-28 Amin Faraji Astaneh , Niloofar Vardian

We introduce a Monte Carlo algorithm to efficiently compute transport properties of chaotic dynamical systems. Our method exploits the importance sampling technique that favors trajectories in the tail of the distribution of displacements,…

Statistical Mechanics · Physics 2018-05-25 Diego Tapias , David P. Sanders , Eduardo G. Altmann

This simple note lays out a few observations which are well known in many ways but may not have been said in quite this way before. The basic idea is that when comparing two different Markov chains it is useful to couple them is such a way…

Probability · Mathematics 2017-11-16 James E. Johndrow , Jonathan C. Mattingly

We derive Markovian master equations of single and interacting harmonic systems in different scenarios, including strong internal coupling. By comparing the dynamics resulting from the corresponding Markovian master equations with exact…

Quantum Physics · Physics 2010-11-18 Ángel Rivas , A. Douglas K. Plato , Susana F. Huelga , Martin B. Plenio