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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…
In recent years, there has been remarkable progress in theoretical justification of the complex Langevin method, which is a promising method for evading the sign problem in the path integral with a complex weight. There still remains,…
The complex Langevin method aims at performing path integral with a complex action numerically based on complexification of the original real dynamical variables. One of the poorly understood issues concerns occasional failure in the…
The complex Langevin approach is a promising method for the numerical treatment of systems with a sign problem, for which conventional lattice field theory techniques based on importance sampling cannot be applied. However, complex Langevin…
An improved method for driving a system into a desired distribution, for example, the Gibbs-Boltzmann distribution, is proposed, which makes use of an artificial relaxation process. The standard techniques for achieving the Gibbs-Boltzmann…
Langevin dynamics has become a popular tool to simulate the Boltzmann equilibrium distribution. When the repartition of the Langevin equation involves the exact realization of the Ornstein-Uhlenbeck noise, in addition to the conventional…
Theories with a sign problem due to a complex action or Boltzmann weight can sometimes be numerically solved using a stochastic process in the complexified configuration space. However, the probability distribution effectively sampled by…
Complex weights appear in Physics which are beyond a straightforward importance sampling treatment, as required in Monte Carlo calculations. This is the well-known sign problem. The complex Langevin approach amounts to effectively construct…
The problem of finding a positive distribution, which corresponds to a given complex density, is studied. By the requirement that the moments of the positive distribution and of the complex density are equal, one can reduce the problem to…
This paper deals with the analysis of stochastic systems which can be described by a Langevin equation. By the method presented in this paper drift and diffusion terms of the corresponding Fokker-Planck equation can be extracted from the…
The complex Langevin method is a leading candidate for solving the sign problem occurring in various physical situations, notably QCD at finite chemical potential. Its most vexing problem is `convergence to the wrong limit', where the…
The functional method to derive the fractional Fokker-Planck equation for probability distribution from the Langevin equation with Levy stable noise is proposed. For the Cauchy stable noise we obtain the exact stationary probability density…
The method of complex Langevin simulations is a tool that can be used to tackle the complex-action problem encountered, for instance, in finite-density lattice quantum chromodynamics or real-time lattice field theories. The method is based…
We develop a general approach for studying the cumulative probability distribution function of localized objects (particles) whose dynamics is governed by the first-order Langevin equation driven by superheavy-tailed noise. Solving the…
We investigate whether the stationary solution of the Fokker-Planck equation of the complex Langevin algorithm reproduces the correct expectation values. When the complex Langevin algorithm for an action $S(x)$ is convergent, it produces an…
This note provides an introduction to molecular dynamics, the computational implementation of the theory of statistical physics. The discussion is focused on the properties of Langevin dynamics, a degenerate stochastic differential equation…
Recently the complex Langevin method (CLM) has been attracting attention as a solution to the sign problem, which occurs in Monte Carlo calculations when the effective Boltzmann weight is not real positive. An undesirable feature of the…
We develop an efficient sampling method by simulating Langevin dynamics with an artificial force rather than a natural force by using the gradient of the potential energy. The standard technique for sampling following the predetermined…
We show that the general two-variable Langevin equations with inhomogeneous noise and friction can generate many different forms of power-law distributions. By solving the corresponding stationary Fokker-Planck equation, we can obtain a…
We investigate Markov property of rough surfaces. Using stochastic analysis we characterize the complexity of the surface roughness by means of a Fokker-Planck or Langevin equation. The obtained Langevin equation enables us to regenerate…