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Dynamic heterogeneity has often been modeled by assuming that a single-particle observable, fluctuating at a molecular scale, is influenced by its coupling to environmental variables fluctuating on a second, perhaps slower, time scale.…

Condensed Matter · Physics 2009-11-07 Gregor Diezemann , Gerald Hinze , Hans Sillescu

The measured time series from complex systems are renowned for their intricate stochastic behavior, characterized by random fluctuations stemming from external influences and nonlinear interactions. These fluctuations take diverse forms,…

Statistical Mechanics · Physics 2025-03-19 Pyei Phyo Lin , Matthias Wächter , Joachim Peinke , M. Reza Rahimi Tabar

Different from most existing distributed localization approaches in static networks where the agents in a network are static, this paper addresses the distributed localization problem in dynamic networks where the positions of the agents…

Systems and Control · Electrical Eng. & Systems 2023-12-19 Xu Fang , Lihua Xie , Xiaolei Li

Langevin Monte Carlo (LMC) is an iterative algorithm used to generate samples from a distribution that is known only up to a normalizing constant. The nonasymptotic dependence of its mixing time on the dimension and target accuracy is…

Machine Learning · Statistics 2020-02-26 Niladri S. Chatterji , Jelena Diakonikolas , Michael I. Jordan , Peter L. Bartlett

The reduction of high-dimensional systems to effective models on a smaller set of variables is an essential task in many areas of science. For stochastic dynamics governed by diffusion processes, a general procedure to find effective…

Dynamical Systems · Mathematics 2020-12-15 Feliks Nüske , Péter Koltai , Lorenzo Boninsegna , Cecilia Clementi

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 develop a way of improving complex Langevin dynamics motivated by the Lefschetz-thimble decomposition of integrals. In our method, arbitrary observables of an original model with multiple Lefschetz thimbles are computed by a modified…

High Energy Physics - Lattice · Physics 2016-10-12 Shoichiro Tsutsui , Takahiro M. Doi

Evolution of the statistical distribution of density field is investigated by means of a counts-in-cells method in a low-density cold-dark-matter simulated universe. Four theoretical distributions, i.e. the negative binomial distribution,…

Astrophysics · Physics 2015-06-24 Haruhiko Ueda , Jun'ichi Yokoyama

In this paper we consider a variety of procedures for numerical statistical inference in the family of univariate and multivariate stable distributions. In connection with univariate distributions (i) we provide approximations by finite…

Computation · Statistics 2012-09-04 Efthymios G. Tsionas

The explicit form for the characteristic function of a stable distribution on the line is derived analytically by solving the associated functional equation and applying theory of regular variation, without appeal to the general…

Probability · Mathematics 2016-04-26 E. J. G. Pitman , Jim Pitman

Recent rapid advances in single particle tracking and supercomputing techniques resulted in an unprecedented abundance of diffusion data exhibiting complex behaviours, such the presence of power law tails of the msd and memory functions,…

Statistical Mechanics · Physics 2018-10-08 Jakub Ślęzak

The analysis of space-time data from complex, real-life phenomena requires the use of flexible and physically motivated covariance functions. In most cases, it is not possible to explicitly solve the equations of motion for the fields or…

Methodology · Statistics 2016-06-29 Dionissios T. Hristopulos , Ivi C. Tsantili

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 will construct a theory which can explain the dynamics toward the steady state self-gravitating systems (SGSs) where many particles interact via the gravitational force. Real examples of SGS in the universe are globular clusters and…

Cosmology and Nongalactic Astrophysics · Physics 2011-08-09 Tohru Tashiro , Takayuki Tatekawa

This paper focuses on learning a model of system dynamics online while satisfying safety constraints.Our motivation is to avoid offline system identification or hand-specified dynamics models and allowa system to safely and autonomously…

Robotics · Computer Science 2020-05-07 Mohammad Javad Khojasteh , Vikas Dhiman , Massimo Franceschetti , Nikolay Atanasov

We present updated results of dynamic stabilisation (DS) applied to complex Langevin simulations of QCD in the heavy-dense limit and with staggered quarks. We show that DS is able to keep the unitarity norm sufficiently small, which leads…

High Energy Physics - Lattice · Physics 2018-11-01 Felipe Attanasio , Benjamin Jäger

Nonlinear dynamical stochastic models are ubiquitous in different areas. Excitable media models are typical examples with large state dimensions. Their statistical properties are often of great interest but are also very challenging to…

Statistics Theory · Mathematics 2019-01-29 Nan Chen , Andrew J. Majda , Xin T. Tong

We consider deep multivariate models for heterogeneous collections of random variables. In the context of computer vision, such collections may e.g. consist of images, segmentations, image attributes, and latent variables. When developing…

Machine Learning · Computer Science 2026-02-03 Dmitrij Schlesinger , Boris Flach , Alexander Shekhovtsov

This study explores the utility of a kernel in complex Langevin simulations of quantum real-time dynamics on the Schwinger-Keldysh contour. We give several examples where we use a systematic scheme to find kernels that restore correct…

High Energy Physics - Lattice · Physics 2022-11-22 Daniel Alvestad , Rasmus Larsen , Alexander Rothkopf

The abundance of data affords researchers to pursue more powerful computational tools to learn the dynamics of complex system, such as neural networks, engineered systems and social networks. Traditional machine learning approaches capture…

Machine Learning · Computer Science 2024-05-16 Yan Shen , Fan Yang , Mingchen Gao , Wen Dong