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At nonzero chemical potential the numerical sign problem in lattice field theory limits the use of standard algorithms based on importance sampling. Complex Langevin dynamics provides a possible solution, but it has to be applied with care.…

High Energy Physics - Lattice · Physics 2015-06-15 Gert Aarts , Lorenzo Bongiovanni , Erhard Seiler , Denes Sexty , Ion-Olimpiu Stamatescu

Cross-sectional studies are widely prevalent since they are more feasible to conduct compared to longitudinal studies. However, cross-sectional data lack the temporal information required to study the evolution of the underlying processes.…

Computational Engineering, Finance, and Science · Computer Science 2021-02-24 Pritha Dutta , Rick Quax , Loes Crielaard , Peter M. A. Sloot

Numerical simulations of fast remagnetization processes using the stochastic dynamics are widely used to study various magnetic systems. In this paper we first address several crucial methodological problems of such simulations: (i) the…

Other Condensed Matter · Physics 2009-11-10 Dmitri V. Berkov , Natalia L. Gorn

Stochastic evolutions of classical field theories have recently become popular in the study of problems such as determination of the rates of topological transitions and the statistical mechanics of nonlinear coherent structures. To obtain…

High Energy Physics - Lattice · Physics 2009-10-31 Luis M. A. Bettencourt , Salman Habib , Grant Lythe

We consider numerical methods for thermodynamic sampling, i.e. computing sequences of points distributed according to the Gibbs-Boltzmann distribution, using Langevin dynamics and overdamped Langevin dynamics (Brownian dynamics). A wide…

Statistical Mechanics · Physics 2015-01-13 Benedict Leimkuhler , Charles Matthews , Gabriel Stoltz

The understanding of the statistical properties and of the dynamics of multistable systems is gaining more and more importance in a vast variety of scientific fields. This is especially relevant for the investigation of the tipping points…

Atmospheric and Oceanic Physics · Physics 2011-09-06 Valerio Lucarini , Davide Faranda , Matteo Willeit

The Langevin dynamics is a diffusion process extensively used, in particular in molecular dynamics simulations, to sample Gibbs measures. Some alternatives based on (piecewise deterministic) kinetic velocity jump processes have gained…

Numerical Analysis · Mathematics 2025-05-27 Nicolaï Gouraud , Lucas Journel , Pierre Monmarché

Langevin equations are used to model many processes of physical interest, including low-energy nuclear collisions. In this paper we develop a general method for computing probabilities of very rare events (e.g. small fusion cross-sections)…

Nuclear Theory · Physics 2009-10-31 O. Mazonka , C. Jarzynski , J. Blocki

The random batch method is advantageous in accelerating force calculations in particle simulations, but it poses a challenge of removing the artificial heating effect in application to the Langevin dynamics. We develop an approach to solve…

Computational Physics · Physics 2024-11-05 Zhenli Xu , Yue Zhao , Qi Zhou

For reaction-diffusion processes with at most bimolecular reactants, we derive well-behaved, numerically tractable, exact Langevin equations that govern a stochastic variable related to the response field in field theory. Using duality…

Statistical Mechanics · Physics 2016-09-06 F. Benitez , C. Duclut , H. Chaté , B. Delamotte , I. Dornic , M. A. Muñoz

Dynamics simulations of constrained particles can greatly aid in understanding the temporal and spatial evolution of biological processes such as lateral transport along membranes and self-assembly of viruses. Most theoretical efforts in…

Computational Physics · Physics 2017-03-03 Stefan Paquay , Remy Kusters

This article considers the application of Langevin dynamics to sampling and investigates how to choose the damping parameter in Langevin dynamics for the purpose of maximizing thoroughness of sampling. Also, it considers the computation of…

Computation · Statistics 2021-06-23 Robert D. Skeel , Carsten Hartmann

1. The utilisation distribution describes the relative probability of use of a spatial unit by an animal. It is natural to think of it as the long-term consequence of the animal's short-term movement decisions: it is the accumulation of…

Applications · Statistics 2018-10-25 Théo Michelot , Marie-Pierre Etienne , Pierre Gloaguen

A formulation of Langevin dynamics for discrete systems is derived as a class of generic stochastic processes. The dynamics simplify for a two-state system and suggest a network architecture which is implemented by the Langevin machine. The…

Neural and Evolutionary Computing · Computer Science 2021-04-08 Lukas Kades , Jan M. Pawlowski

We systematically develop beneficial and practical velocity measures for accurate and efficient statistical simulations of the Langevin equation with direct applications to computational statistical mechanics and molecular dynamics…

Statistical Mechanics · Physics 2024-10-25 Niels Grønbech-Jensen

By introducing a second complex variable, the integral relation between a complex density and the corresponding positive distribution is derived. Together with the positivity and normalizability conditions, this sum rule allows to construct…

High Energy Physics - Lattice · Physics 2015-12-22 Jacek Wosiek

Diffusion studies of adsorbates moving on a surface are often analyzed using 2D Langevin simulations. These simulations are computationally cheap and offer valuable insight into the dynamics, however, they simplify the complex interactions…

Materials Science · Physics 2015-05-28 Moshe Diamant , Saar Rahav , Riccardo Ferrando , Gil Alexandrowicz

We develop diffusion models for simulating lattice gauge theories, where stochastic quantization is explicitly incorporated as a physical condition for sampling. We demonstrate the applicability of this novel sampler to U(1) gauge theory in…

High Energy Physics - Lattice · Physics 2026-01-26 Qianteng Zhu , Gert Aarts , Wei Wang , Kai Zhou , Lingxiao Wang

In the field of machine learning coarse-grained potentials in molecular dynamics, many propagators require that the effective Hamiltonian is quadratic in momentum, thus limiting the family of coarse-graining functions. In this paper, we…

Chemical Physics · Physics 2025-12-10 Andy Bruce , Alexander Aghili , Razvan Marinescu , Daniel Sabo

We introduce a method to sample the orientational distribution function in computer simulations. The method is based on the exact torque balance equation for classical many-body systems of interacting anisotropic particles in equilibrium.…

Soft Condensed Matter · Physics 2023-04-12 Johannes Renner , Matthias Schmidt , Daniel de las Heras