Related papers: Unification of the complex Langevin method and the…
Nonlinear, multiplicative Langevin equations for a complete set of slow variables in equilibrium systems are generally derived on the basis of the separation of time scales. The form of the equations is universal and equivalent to that…
At nonzero chemical potential the numerical sign problem in lattice field theory limits the use of standard algorithms based on importance sampling. Complex Langevin dynamics provides a possible solution, but it has to be applied with care.…
The complex Langevin method (CLM) provides a promising way to perform the path integral with a complex action using a stochastic equation for complexified dynamical variables. It is known, however, that the method gives wrong results in…
We introduce a general procedure for directly ascertaining how many independent stochastic sources exist in a complex system modeled through a set of coupled Langevin equations of arbitrary dimension. The procedure is based on the…
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…
Recently, we have proposed a novel approach (arxiv:1205.3996) to deal with the sign problem that hinders Monte Carlo simulations of many quantum field theories (QFTs). The approach consists in formulating the QFT on a Lefschetz thimble. In…
In molecular dynamics, penalized overdamped Langevin dynamics are used to model the motion of a set of particles that follow constraints up to a parameter $\varepsilon$. The most used schemes for simulating these dynamics are the Euler…
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…
We consider a generalization of the Thirring model in 2+1 dimensions at finite density. We employ stochastic quantization and check for the applicability in the finite density case to circumvent the sign problem. To this end we derive…
We consider the massive Thirring model at finite density in 0+1 dimension. The fermion bag approach, Langevin dynamics and complex Langevin dynamics are adopted to attack the sign problem for this model. Compared with the complex Langevin…
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…
The understanding of the statistical properties and of the dynamics of multistable systems is gaining more and more importance in a vast variety of scientific fields. This is especially relevant for the investigation of the tipping points…
A recently introduced two-phase flow model by Chun Shen is studied in this work. The model is derived to describe the dynamics of immersed water bubbles in liquid water as carrier. Several assumptions are made to obtain a reduced form of…
Non-convex sampling is a key challenge in machine learning, central to non-convex optimization in deep learning as well as to approximate probabilistic inference. Despite its significance, theoretically there remain many important…
This paper deals with the analysis of stochastic systems which can be described by a Langevin equation. By the method presented in this paper drift and diffusion terms of the corresponding Fokker-Planck equation can be extracted from the…
Thimble regularisation of lattice field theories has been proposed as a solution to the infamous sign problem. It is conceptually very clean and powerful, but it is in practice limited by a potentially very serious issue: in general many…
The blossoming of interest in colloids and nano-particles has given renewed impulse to the study of hard-body systems. In particular, hard spheres have become a real test system for theories and experiments. It is therefore necessary to…
We study sampling as optimization in the space of measures. We focus on gradient flow-based optimization with the Langevin dynamics as a case study. We investigate the source of the bias of the unadjusted Langevin algorithm (ULA) in…
The fermion sign problem appearing in the mean-field approximation is considered, and the systematic computational scheme of the free energy is devised by using the Lefschetz-thimble method. We show that the Lefschetz-thimble method…
The recent statistical finite element method (statFEM) provides a coherent statistical framework to synthesise finite element models with observed data. Through embedding uncertainty inside of the governing equations, finite element…