Related papers: Unification of the complex Langevin method and the…
Non-perturbative formulations of field theories are essential to capture intriguing physical phenomena, including confinement in QCD, spontaneous supersymmetry breaking, and dynamical compactification in superstrings. Lattice regularization…
We study Langevin dynamics with a kinetic energy different from the standard, quadratic one in order to accelerate the sampling of Boltzmann-Gibbs distributions. In particular, this kinetic energy can be non-globally Lipschitz, which raises…
This paper presents a direct method to obtain the deterministic and stochastic contribution of the sum of two independent sets of stochastic processes, one of which is composed by Ornstein-Uhlenbeck processes and the other being a general…
We consider a generalized Thirring model in 0+1 dimensions at finite density. In order to deal with the resulting sign problem we employ stochastic quantization, i.e., a complex Langevin evolution. We investigate the convergence properties…
In stochastic quantisation, quantum mechanical expectation values are computed as averages over the time history of a stochastic process described by a Langevin equation. Complex stochastic quantisation, though theoretically not rigorously…
A simple integral relation between a complex weight and the corresponding positive distribution is derived by introducing a second complex variable. Together with the positivity and normalizability conditions, this sum rule allows to…
A method is proposed to handle the sign problem in the simulation of systems having indefinite or complex-valued measures. In general, this new approach, which is based on renormalisation blocking, is shown to yield statistical errors…
We study numerically the standard one pressure model of two fluid flows with energy equations. This system is not solved in time derivative. It has been transformed into an equivalent system solved in time derivative. We show that the…
Deep learning is increasingly used for complex, large-scale systems where first-principles modeling is difficult. However, standard deep learning models often fail to enforce physical structure or preserve convexity in downstream control,…
We examine periodic solutions to an initial boundary value problem for a Liouville equation with sign-changing weight. A representation formula is derived both for singular and nonsingular boundary data, including data arising from…
Using experiments on a colloidal particle trapped in an optical tweezer, we confirm a recent proposal to increase the effective mobility or clock rate of systems described by Langevin dynamics, by simultaneously scaling deterministic forces…
Traffic flow data collected by an induction loop detector on the highway close to Koeln-Nord are investigated with respect to their dynamics including the stochastic content. In particular we present a new method, with which the flow…
Recently the complex Langevin method (CLM) has been attracting attention as a solution to the sign problem, which occurs in Monte Carlo calculations when the effective Boltzmann weight is not real positive. An undesirable feature of the…
The exact estimation of latent variable models with big data is known to be challenging. The latents have to be integrated out numerically, and the dimension of the latent variables increases with the sample size. This paper develops a…
We present a numerical discretisation of the coupled moment systems, previously introduced in Dahm and Helzel, which approximate the kinetic multi-scale model by Helzel and Tzavaras for sedimentation in suspensions of rod-like particles for…
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…
Ensemble methods have become ubiquitous for the solution of Bayesian inference problems. State-of-the-art Langevin samplers such as the Ensemble Kalman Sampler (EKS), Affine Invariant Langevin Dynamics (ALDI) or its extension using weighted…
In the landscape of approaches toward the simulation of Lattice Models with complex action the Complex Langevin (CL) appears as a straightforward method with a simple, well defined setup. Its applicability, however, is controlled by certain…
Real time evolution of a scalar field theory is investigated. The severe sign problem is circumvented using the Complex Langevin equation. The naive application of the method breaks down for extended real times due to the appearance of…
For the description of thermally activated dynamics in systems of classical magnetic moments numerical methods are desirable. We consider a simple model for isolated magnetic particles in a uniform field with an oblique angle to the easy…