Related papers: Selected inversion as key to a stable Langevin evo…
Langevin dynamics (LD) has been proven to be a powerful technique for optimizing a non-convex objective as an efficient algorithm to find local minima while eventually visiting a global minimum on longer time-scales. LD is based on the…
We show that the spectrum of the Dirac operator in complex Langevin simulations of QCD at non-zero chemical potential must behave in a way which is radically different from the one in simulations with ordinary non-complexified gauge fields:…
It is non-trivial to recognize phase transitions and track dynamics inside a stochastic process because of its intrinsic stochasticity. In this paper, we employ the deep learning method to classify the phase orders and predict the damping…
Stochastic reduced-order models are widely used to represent the effective dynamics of complex systems, but estimating their drift and diffusion coefficients from data remains challenging. Standard approaches often rely on short-time…
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…
We present the reweighted complex Langevin method, which enlarges the applicability range of the complex Langevin method by reweighting the complex trajectories. In this reweighting procedure both the auxiliary and target ensembles have a…
Acceleration is a celebrated cornerstone of convex optimization, enabling gradient-based algorithms to converge sublinearly in the condition number. A major open question is whether an analogous acceleration phenomenon is possible for…
The sign problem appears in lattice QCD as soon as a non-zero chemical potential is introduced. This prevents direct simulations to determine the phase structure of the strongly interacting matter. Complex Langevin methods have been…
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…
The scaling of the mobility of two-dimensional Langevin dynamics in a periodic potential as the friction vanishes is not well understood for non-separable potentials. Theoretical results are lacking, and numerical calculation of the…
Sampling from a high-dimensional distribution is a fundamental task in statistics, engineering, and the sciences. A canonical approach is the Langevin Algorithm, i.e., the Markov chain for the discretized Langevin Diffusion. This is the…
In order to solve tasks like uncertainty quantification or hypothesis tests in Bayesian imaging inverse problems, we often have to draw samples from the arising posterior distribution. For the usually log-concave but high-dimensional…
Langevin Monte Carlo (LMC) is an iterative algorithm used to generate samples from a distribution that is known only up to a normalizing constant. The nonasymptotic dependence of its mixing time on the dimension and target accuracy is…
Many methods that build powerful variational distributions based on unadjusted Langevin transitions exist. Most of these were developed using a wide range of different approaches and techniques. Unfortunately, the lack of a unified analysis…
The sign problem of QCD prevents standard lattice simulations to determine the phase diagram of strong interactions with a finite chemical potential directly. Complex Langevin simulations provide an alternative method to sample path…
We study full QCD at finite density and low temperature with light quark mass using the complex Langevin method. Since the singular drift problem turns out to be mild on a $4^3 \times 8$ lattice we use, the gauge cooling is performed only…
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…
We propose a general Langevin equation describing the universal properties of synchronization transitions in extended systems. By means of theoretical arguments and numerical simulations we show that the proposed equation exhibits,…
Lattice QCD at non-vanishing chemical potential is studied using the complex Langevin equation (CLE). One of the conditions for the correctness of the results of the CLE is that the zeroes of the measure coming from the fermionic…
It is well known that investigating QCD at finite density by standard Monte Carlo methods is extremely difficult due to the sign problem. Some years ago, the complex Langevin method with gauge cooling was shown to work at high temperature,…