Related papers: Understanding the problem with logarithmic singula…
We consider the problem of building a continuous stochastic model, i.e. a Langevin or Fokker-Planck equation, through a well-controlled coarse-graining procedure. Such a method usually involves the elimination of the fast degrees of freedom…
The recently proposed Langevin equation, aimed to capture the relevant critical features of stochastic sandpiles, and other self-organizing systems is studied numerically. This equation is similar to the Reggeon field theory, describing…
The complex Langevin method is a general method to treat systems with complex action, such as QCD at nonzero density. The formal justification relies on the absence of certain boundary terms, both at infinity and at the unavoidable poles of…
We establish a direct connection between the Feynman-Vernon path integral formalism for open quantum systems and the Wiener path integral used in classical stochastic dynamics. By considering a generalized influence functional in the strong…
The Monte Carlo evaluation of path integrals is one of a few general purpose methods to approach strongly coupled systems. It is used in all branches of Physics, from QCD/nuclear physics to the correlated electron systems. However, many…
We propose a novel stochastic method to generate paths conditioned to start in an initial state and end in a given final state during a certain time $t_{f}$. These paths are weighted with a probability given by the overdamped Langevin…
We propose and analyze two regularized finite difference methods for the logarithmic Klein-Gordon equation (LogKGE). Due to the blowup phenomena caused by the logarithmic nonlinearity of the LogKGE, it is difficult to construct numerical…
We prove existence, regularity in H\"older classes and estimates from above and below of the fundamental solution of the stochastic Langevin equation. This degenerate SPDE satisfies the weak H\"ormander condition. We use a Wentzell's…
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…
In this paper, we quantitative convergence in $W_2$ for a family of Langevin-like stochastic processes that includes stochastic gradient descent and related gradient-based algorithms. Under certain regularity assumptions, we show that the…
For sampling from a log-concave density, we study implicit integrators resulting from $\theta$-method discretization of the overdamped Langevin diffusion stochastic differential equation. Theoretical and algorithmic properties of the…
In the numerical simulation of certain field theoretical models, the complex Langevin simulation has been believed to fail due to the violation of ergodicity. We give a detailed analysis of this problem based on a toy model with one degree…
A new Langevin equation with a field-dependent kernel is proposed to deal with bottomless systems within the framework of the stochastic quantization of Parisi and Wu. The corresponding Fokker-Planck equation is shown to be a diffusion-type…
We study gradient drift-diffusion processes on a probability simplex set with finite state Wasserstein metrics, namely finite state Wasserstein common noises. A fact is that the Kolmogorov transition equation of finite reversible Markov…
In this work, we derive sufficient and necessary conditions for the existence of a weak and mild solution of an abstract stochastic Cauchy problem driven by an arbitrary cylindrical Levy process. Our approach requires to establish a…
Complex Langevin simulations have been able to successfully reproduce results from Monte Carlo methods in the region where the sign problem is mild and make predictions when it is exponentially hard. We present here our study of the QCD…
The Complex Langevin (CL) method sometimes shows convergence to the wrong limit, even though the Schwinger-Dyson Equations (SDE) are fulfilled. We analyze this problem in a more general context for the case of one complex variable. We prove…
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…
Lattice scalar field theories encounter a sign problem when the coupling constant is complex. This is a close cousin of the real-time sign problems that afflict the lattice Schwinger-Keldysh formalism, and a more distant relative of the…
The main difficulty for path integral Monte Carlo studies of Fermi systems results from the requirement of antisymmetrization of the density matrix and is known in literature as the 'sign problem'. To overcome this issue the new numerical…