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We extend the Langevin approach to a class of driving noises whose generating processes have independent increments with super-heavy-tailed distributions. The time-dependent generalized Fokker-Planck equation that corresponds to the…

Statistical Mechanics · Physics 2010-06-15 S. I. Denisov , H. Kantz , P. Hänggi

Langevin simulation provides an effective way to study collisional effects in beams by reducing the six-dimensional Fokker-Planck equation to a group of stochastic ordinary differential equations. These resulting equations usually have…

Accelerator Physics · Physics 2007-05-23 Ji Qiang , Salman Habib

A time-discrete approach avoids the assumption of an 'integration sense'. New path increments (in a short time step) are complete in the order of that step, and not Gaussian distributed when the noise is multiplicative; this eliminates an…

Probability · Mathematics 2025-07-29 Dietrich Ryter

We study the stochastic quantization of the system with first class constraints in phase space. Though the Langevin equations of the canonical variables are defined without ordinary gauge fixing procedure, gauge fixing conditions are…

High Energy Physics - Theory · Physics 2015-06-26 R. Mochizuki

This paper presents a method for alleviating sign problems in lattice path integrals, including those associated with finite fermion density in relativistic systems. The method makes use of information gained from some systematic expansion…

High Energy Physics - Lattice · Physics 2020-11-11 Scott Lawrence

We apply complex Langevin dynamics to chiral random matrix theory at nonzero chemical potential. At large quark mass the simulations agree with the analytical results while incorrect convergence is found for small quark masses. The region…

High Energy Physics - Lattice · Physics 2013-12-16 A. Mollgaard , K. Splittorff

Monte Carlo methods cannot probe far into the QCD phase diagram with a real chemical potential, due to the famous sign problem. Complex Langevin simulations, using adaptive step-size scaling and gauge cooling, are suited for sampling path…

High Energy Physics - Lattice · Physics 2015-11-02 Gert Aarts , Felipe Attanasio , Benjamin Jäger , Erhard Seiler , Dénes Sexty , Ion-Olimpiu Stamatescu

Some recent developments to handle the numerical sign problem in QCD and related theories at nonzero density are reviewed. In this contribution I focus on changing the integration order to soften the severity of the sign problem, the…

High Energy Physics - Lattice · Physics 2015-02-13 Gert Aarts

The sign problem at nonzero chemical potential prohibits the use of importance sampling in lattice simulations. Since complex Langevin dynamics does not rely on importance sampling, it provides a potential solution. Recently it was shown…

High Energy Physics - Lattice · Physics 2015-06-12 Gert Aarts , Frank A. James , Jan M. Pawlowski , Erhard Seiler , Denes Sexty , Ion-Olimpiu Stamatescu

The fermion sign problem, the biggest obstacle in quantum Monte Carlo calculations, is completely solved in this paper. Here, we find a strategy, in which the contribution from those negative-weighted paths is thoroughly cancelled or…

Computational Physics · Physics 2022-06-01 J. Wang , D. Y. Sun

At nonzero quark chemical potential dynamical lattice simulations of QCD are hindered by the sign problem caused by the complex fermion determinant. The severity of the sign problem can be assessed by the average phase of the fermion…

High Energy Physics - Lattice · Physics 2011-05-27 Jacques Bloch , Tilo Wettig

In application of the complex Langevin method to QCD at high density and low temperature, the singular-drift problem occurs due to the appearance of near-zero eigenvalues of the Dirac operator. In order to avoid this problem, we proposed to…

High Energy Physics - Lattice · Physics 2018-04-18 Yuta Ito , Jun Nishimura

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

The complex Langevin method is extended to full QCD at non-zero chemical potential. The use of gauge cooling stabilizes the simulations at small enough lattice spacings. At large fermion mass the results are compared to the HQCD approach,…

High Energy Physics - Lattice · Physics 2014-03-19 Denes Sexty

We present a new path integral method to analyze stochastically perturbed ordinary differential equations with multiple time scales. The objective of this method is to derive from the original system a new stochastic differential equation…

Pattern Formation and Solitons · Physics 2007-08-20 Tobias Schaefer Richard O. Moore

We present a novel strategy aimed at restoring correct convergence in complex Langevin simulations. The central idea is to incorporate system-specific prior knowledge into the simulations, in order to circumvent the NP-hard sign problem. In…

High Energy Physics - Lattice · Physics 2023-04-19 Daniel Alvestad , Rasmus Larsen , Alexander Rothkopf

We simulate lattice QCD at finite quark-number chemical potential to study nuclear matter, using the complex Langevin equation (CLE). The CLE is used because the fermion determinant is complex so that standard methods relying on importance…

High Energy Physics - Lattice · Physics 2018-04-18 D. K. Sinclair , J. B. Kogut

The goal of this paper is to simplify and strengthen the Le Jan-Qian approximation scheme of studying the uniqueness of signature problem to the non-Markov setting. We establish a general framework for a class of multidimensional stochastic…

Probability · Mathematics 2014-07-18 Horatio Boedihardjo , Xi Geng

Recently, cluster methods have been used to solve a variety of sign problems including those that arise in the presence of fermions. In all cases an analytic partial re-summation over a class of configurations in the path integral was…

High Energy Physics - Lattice · Physics 2009-10-31 Shailesh Chandrasekharan

On the basis of multivariate Langevin processes we present a realization of Levy flights as a continuous process. For the simple case of a particle moving under the influence of friction and a velocity dependent stochastic force we…

Statistical Mechanics · Physics 2007-07-02 Ihor Lubashevsky , Rudolf Friedrich , Andreas Heuer