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Stochastic differential equations of Langevin-diffusion form have received significant attention, thanks to their foundational role in both Bayesian sampling algorithms and optimization in machine learning. In the latter, they serve as a…
This paper shows in detail the application of a new stochastic approach for the characterization of surface height profiles, which is based on the theory of Markov processes. With this analysis we achieve a characterization of the scale…
It is sometimes speculated that the sign problem that afflicts many quantum field theories might be reduced or even eliminated by choosing an alternative domain of integration within a complexified extension of the path integral (in the…
Stochastic quantization in physics has been considered to provide a path integral representation of a probability distribution for Ito processes. It has been indicated that the stochastic quantization can involve a potential term, if the…
Heavy-Dense QCD (HDQCD) is a popular theory to investigate the sign problem in quantum field theory. Besides its physical applications, HDQCD is relatively easy to implement numerically: the fermionic degrees of freedom are integrated out,…
A method to direct evaluation of expectations for Langevin systems (stochastic differential equations) is proposed. The method is based on a birth-death process which is derived using combinations of dummy variables and It{\^o} formula. As…
Self-interacting scalar quantum field theories possessing $PT$-symmetry are physically admissible since their energy spectrum is real and bounded below. However, models with $PT$-invariant potentials can have complex actions in general and…
A large class of quantum and statistical field theoretical models, encompassing relevant condensed matter and non-abelian gauge systems, are defined in terms of complex actions. As the ordinary Monte-Carlo methods are useless in dealing…
The sign problem obstructs the determination of the QCD phase diagram in the temperature-baryon chemical potential plane using lattice QCD. We review the sign problem in QCD and related field theories, including applications to real-time…
We study the consequences of different realizations of diffusion processes in relativistic Langevin simulations. We elaborate on the Ito-Stratonovich dilemma by showing how microscopically calculated transport coefficients as obtained from…
One of the yet unsolved questions of QCD in the context of the Standard Model is to explain the strong CP problem. A way to look for a better understanding of it is to investigate the theory in the presence of a non-zero topological theta…
We discuss the problem of possible boundary terms at poles of the drift in the complex Langevin method, which spoil correctness of the method. For the simplest, however paradigmatic cases we can find complete answers. Lessons for more…
We consider numerical approximations of stochastic Langevin equations by implicit methods. We show a weak backward error analysis result in the sense that the generator associated with the numerical solution coincides with the solution of a…
This paper explores the use of a discrete singular convolution algorithm as a unified approach for numerical integration of the Fokker-Planck equation. The unified features of the discrete singular convolution algorithm are discussed. It is…
We study a numerical method to compute probability density functions of solutions of stochastic differential equations. The method is sometimes called the numerical path integration method and has been shown to be fast and accurate in…
In this paper, we propose a new class of splitting methods to solve the stochastic Langevin equation, which can simultaneously preserve the ergodicity and exponential integrability of the original equation. The central idea is to extract a…
The calculation of the ground state and thermodynamics of mass-imbalanced Fermi systems is a challenging many-body problem. Even in one spatial dimension, analytic solutions are limited to special configurations and numerical progress with…
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. Adaptive step-size scaling and gauge cooling are used to…
There are problems in physics and particularly in field theory which are defined by complex valued weight functions $e^{-S}$ where $S$ is a polynomial action $S: R^n \rightarrow C $. The conditions under which a convergent complex Langevin…
We develop a fourth order simulation algorithm for solving the stochastic Langevin equation. The method consists of identifying solvable operators in the Fokker-Planck equation, factorizing the evolution operator for small time steps to…