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Related papers: The complex chemical Langevin equation

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Complex Langevin simulations provide an alternative to sample path integrals with complex weights and therefore are suited to determine the phase diagram of QCD from first principles. We use our proposed method of Dynamic Stabilisation (DS)…

High Energy Physics - Lattice · Physics 2016-07-20 Gert Aarts , Felipe Attanasio , Benjamin Jäger , Dénes Sexty

We discuss recent developments regarding the use of kernels in complex Langevin simulations. In particular, we outline how a kernel can be used to solve the problem of wrong convergence in a simple toy model. Since conventional correctness…

High Energy Physics - Lattice · Physics 2025-12-17 Michael Mandl , Erhard Seiler , Dénes Sexty

Given nonstationary data from molecular dynamics simulations, a Markovian Langevin model is constructed that aims to reproduce the time evolution of the underlying process. While at equilibrium the free energy landscape is sampled,…

Computational Physics · Physics 2021-07-20 Benjamin Lickert , Steffen Wolf , Gerhard Stock

This paper applies several well-known tricks from the numerical treatment of deterministic differential equations to improve the efficiency of the Multilevel Monte Carlo (MLMC) method for stochastic differential equations (SDEs) and…

Numerical Analysis · Mathematics 2014-12-23 Eike H. Mueller , Rob Scheichl , Tony Shardlow

We present efficient finite difference estimators for goal-oriented sensitivity indices with applications to the generalized Langevin equation (GLE). In particular, we apply these estimators to analyze an extended variable formulation of…

Numerical Analysis · Mathematics 2018-09-18 Eric Joseph Hall , Markos A. Katsoulakis , Luc Rey-Bellet

Physics-constrained machine learning (PCML) combines physical models with data-driven approaches to improve reliability, generalizability, and interpretability. Although PCML has shown significant benefits in diverse scientific and…

Machine Learning · Computer Science 2025-08-29 Angan Mukherjee , Victor M. Zavala

Simulations of QCD with a finite chemical potential typically lead to a severe sign problem, prohibiting any standard Monte Carlo approach. Complex Langevin simulations provide an alternative to sample path integrals with oscillating weight…

High Energy Physics - Lattice · Physics 2014-11-12 Gert Aarts , Felipe Attanasio , Benjamin Jäger , Erhard Seiler , Denes Sexty , Ion-Olimpiu Stamatescu

Biomolecular systems are often modeled with partially known nonlinear stochastic dynamics, making state and parameter estimation a central challenge. While Kalman filtering techniques are widely used in this setting, their performance…

Systems and Control · Electrical Eng. & Systems 2026-04-28 Suryasnata Dash , Abhishek Dey

The complex Langevin method is a promising approach to the complex-action problem based on a fictitious time evolution of complexified dynamical variables under the influence of a Gaussian noise. Although it is known to have a restricted…

High Energy Physics - Lattice · Physics 2017-01-04 Keitaro Nagata , Jun Nishimura , Shinji Shimasaki

Discrete-state, continuous-time Markov models are becoming commonplace in the modelling of biochemical processes. The mathematical formulations that such models lead to are opaque, and, due to their complexity, are often considered…

Quantitative Methods · Quantitative Biology 2017-10-31 Christopher Lester

Chemical modelling serves two purposes in dynamical models: accounting for the effect of microphysics on the dynamics and providing observable signatures. Ideally, the former must be done as part of the hydrodynamic simulation but this…

Computational Physics · Physics 2021-09-15 J. Holdship , S. Viti , T. J. Haworth , J. D. Ilee

In complex Langevin simulations, the insufficient decay of the probability density near infinity leads to boundary terms that spoil the formal argument for correctness. We present a formulation of this term that is cheaply measurable in…

High Energy Physics - Lattice · Physics 2021-12-07 Michael W. Hansen , Erhard Seiler , Dénes Sexty , Ion-Olimipu Stamatescu

A positive representation for a set of complex densities is constructed. In particular, complex measures on a direct product of U(1) groups are studied. After identifying general conditions which such representations should satisfy, several…

High Energy Physics - Lattice · Physics 2018-04-18 Erhard Seiler , Jacek Wosiek

Colloidal particles that experience perfectly elastic collisions can be modelled using Langevin processes with specular reflection conditions. The article presents a discretisation scheme and offers a conjecture for the rate of convergence…

Statistical Mechanics · Physics 2017-08-30 Mireille Bossy , Radu Maftei , Jean-Pierre Minier , Christophe Profeta

We study the Langevin dynamics of diffusive particles with regular pairwise interactions under mean-field scaling. By approximating empirical distributions with conditional distributions, we establish coercive and contractive properties for…

Probability · Mathematics 2026-05-28 Songbo Wang

Multi-LLM collaboration promises accurate, robust, and context-aware solutions, yet existing approaches rely on implicit selection and output assessment without analyzing whether collaborating models truly complement or conflict. We…

Machine Learning · Computer Science 2025-10-07 Huascar Sanchez , Briland Hitaj

We present lattice simulations of nonequilibrium quantum fields in Minkowskian space-time. Starting from a non-thermal initial state, the real-time quantum ensemble in 3+1 dimensions is constructed by a stochastic process in an additional…

High Energy Physics - Lattice · Physics 2009-11-11 J. Berges , I. -O. Stamatescu

Complex Langevin methods have been successfully applied in theories that suffer from a sign problem such as QCD with a chemical potential. We present and illustrate a novel method (dynamic stabilisation) that ensures that Complex Langevin…

High Energy Physics - Lattice · Physics 2016-10-31 Felipe Attanasio , Benjamin Jäger

The standard lattice Boltzmann equation (LBE) method usually fails to capture the physical equilibrium state of a two-phase fluid system, i.e., zero velocity and constant chemical potential. Consequently, spurious velocities and…

Fluid Dynamics · Physics 2021-11-16 Zhaoli Guo

Langevin Monte Carlo (LMC) is a popular Markov chain Monte Carlo sampling method. One drawback is that it requires the computation of the full gradient at each iteration, an expensive operation if the dimension of the problem is high. We…

Machine Learning · Statistics 2020-10-06 Zhiyan Ding , Qin Li , Jianfeng Lu , Stephen J. Wright
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