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Dynamics simulations of constrained particles can greatly aid in understanding the temporal and spatial evolution of biological processes such as lateral transport along membranes and self-assembly of viruses. Most theoretical efforts in…

Computational Physics · Physics 2017-03-03 Stefan Paquay , Remy Kusters

This study explores the potential of modern implicit solvers for stochastic partial differential equations in the simulation of real-time complex Langevin dynamics. Not only do these methods offer asymptotic stability, rendering the issue…

High Energy Physics - Lattice · Physics 2021-09-15 Daniel Alvestad , Rasmus Larsen , Alexander Rothkopf

In quantum chromodynamics (QCD) at nonzero chemical potential, the eigenvalues of the Dirac operator are scattered in the complex plane. Can the fluctuation properties of the Dirac spectrum be described by universal predictions of…

High Energy Physics - Lattice · Physics 2009-10-31 H. Markum , R. Pullirsch , T. Wettig

A complete numerical implementation, in both singlet and non-singlet sectors, of a very elegant method to solve the QCD Evolution equations, due to Furmanski and Petronzio, is presented. The algorithm is directly implemented in x-space by a…

High Energy Physics - Phenomenology · Physics 2014-11-17 Claudio Coriano , Cetin Savkli

We propose a stochastic method to generate exactly the overdamped Langevin dynamics of semi-flexible Gaussian chains, conditioned to evolve between given initial and final conformations in a preassigned time. The initial and final…

Soft Condensed Matter · Physics 2017-08-18 Cristian Micheletti , Henri Orland

The phase diffusion in a self-sustained oscillator, which produces oscillator's spectral linewidth, is inherently governed by a nonlinear Langevin equation. Over past 40 years, the equation has been treated with linear approximation,…

Statistical Mechanics · Physics 2010-06-28 Xiaofeng Li , Wenjiang Zhu , Donhee Ham

We revisit the problem of sampling from a target distribution that has a smooth strongly log-concave density everywhere in $\mathbb R^p$. In this context, if no additional density information is available, the randomized midpoint…

Statistics Theory · Mathematics 2023-06-19 Lu Yu , Avetik Karagulyan , Arnak Dalalyan

A family of collective variables is proposed to perform exact dynamical coarse-graining even in systems without time scale separation. More precisely, it is shown that these variables are not slow in general but they satisfy an overdamped…

Statistical Mechanics · Physics 2015-06-19 Jianfeng Lu , Eric Vanden-Eijnden

With an increasing share of renewable energy sources, accurate and efficient modeling of grid-forming inverters is becoming crucial for system stability. Linear methods are a powerful tool for understanding dynamics close to an operating…

Systems and Control · Electrical Eng. & Systems 2025-06-30 Jakob Niehues , Anna Büttner , Anne Riegler , Frank Hellmann

We present a path integral formalism to compute potentials for nonequilibrium steady states, reached by a multiplicative stochastic dynamics. We develop a weak-noise expansion, which allows the explicit evaluation of the potential in…

Statistical Mechanics · Physics 2016-02-17 Daniel G. Barci , Zochil González Arenas , Miguel Vera Moreno

Sampling from distributions play a crucial role in aiding practitioners with statistical inference. However, in numerous situations, obtaining exact samples from complex distributions is infeasible. Consequently, researchers often turn to…

Computation · Statistics 2024-04-01 Riddhiman Bhattacharya , Tiefeng Jiang

Calculation of topological invariants for crystalline systems is well understood in reciprocal space, allowing for the topological classification of a wide spectrum of materials. In this work, we present a new technique based on the…

Disordered Systems and Neural Networks · Physics 2022-02-28 Alejandro José Uría-Álvarez , Daniel Molpeceres-Mingo , Juan José Palacios

We examine the Langevin diffusion confined to a closed, convex domain $D\subset\mathbb{R}^d$, represented as a reflected stochastic differential equation. We introduce a sequence of penalized stochastic differential equations and prove that…

Probability · Mathematics 2026-01-22 Tarika Mane , Amine Boukardagha

We consider a particle with a Langevin dynamics driven by a uniform non-conservative force, in a one-dimensional potential with periodic boundary conditions. We are interested in the properties of the system for atypical values of the…

Statistical Mechanics · Physics 2021-11-15 Nicolás Tizón-Escamilla , Vivien Lecomte , Eric Bertin

One of the fundamental problems of interest for discrete-time linear systems is whether its input sequence may be recovered given its output sequence, a.k.a. the left inversion problem. Many conditions on the state space geometry, dynamics,…

Optimization and Control · Mathematics 2024-04-01 Kyle Poe , Enrique Mallada , Rene Vidal

In Hybrid Monte Carlo simulations for full QCD, the gauge fields evolve smoothly as a function of Molecular Dynamics time. Here we investigate improved methods of estimating the trial or starting solutions for the Dirac matrix inversion as…

High Energy Physics - Lattice · Physics 2009-10-28 R. C. Brower , T. Ivanenko , A. R. Levi , K. N. Orginos

We study the use of the complex-Langevin equation (CLE) to simulate lattice QCD at a finite chemical potential ($\mu$) for quark-number, which has a complex fermion determinant that prevents the use of standard simulation methods based on…

High Energy Physics - Lattice · Physics 2019-10-02 J. B. Kogut , D. K. Sinclair

We present a simulation strategy for the real-time dynamics of quantum fields, inspired by reinforcement learning. It builds on the complex Langevin approach, which it amends with system specific prior information, a necessary prerequisite…

High Energy Physics - Lattice · Physics 2023-10-13 Daniel Alvestad , Alexander Rothkopf , Dénes Sexty

We consider a periodically-forced 1-D Langevin equation that possesses two stable periodic solutions in the absence of noise. We ask the question: is there a most likely noise-induced transition path between these periodic solutions that…

Chaotic Dynamics · Physics 2019-05-22 Yuxin Chen , John Gemmer , Mary Silber , Alexandria Volkening

We consider the problem of computing the maximal invariant set of discrete-time linear systems subject to a class of non-convex constraints that admit quadratic relaxations. These non-convex constraints include semialgebraic sets and other…

Systems and Control · Electrical Eng. & Systems 2020-11-30 Zheming Wang , Raphaël M. Jungers , Chong-Jin Ong
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