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The alternative version of Hamiltonian formalism for higher-derivative theories is proposed. As compared with the standard Ostrogradski approach it has the following advantages: (i) the Lagrangian, when expressed in terms of new variables…

High Energy Physics - Theory · Physics 2014-11-21 Krzysztof Andrzejewski , Joanna Gonera , Piotr Machalski , Pawel Maslanka

We develop a way of improving complex Langevin dynamics motivated by the Lefschetz-thimble decomposition of integrals. In our method, arbitrary observables of an original model with multiple Lefschetz thimbles are computed by a modified…

High Energy Physics - Lattice · Physics 2016-10-12 Shoichiro Tsutsui , Takahiro M. Doi

Recently, a novel framework to handle stochastic processes has emerged from a series of studies in biology, showing situations beyond 'It\^o versus Stratonovich'. Its internal consistency can be demonstrated via the zero mass limit of a…

Statistical Mechanics · Physics 2012-09-17 Ruoshi Yuan , Ping Ao

New partial differential equations for the Wiener-Hermite expansions of the Langevin (stochastic) transitions are formulated. They are solved recursively in full order series solutions with respect to $\sqrt{t}$. A sort of 'gauge' degrees…

High Energy Physics - Lattice · Physics 2007-05-23 Hideo Nakajima

The paper proposes a 4-dimensional generalization of the Hamilton equations of motion to the case of the Minkowski space-time. The approach can be applied to quantum as well as to classical, non-relativistic as well as relativistic…

Mathematical Physics · Physics 2007-05-23 K. Yu. Bliokh

On the basis of multivariate Langevin processes we present a realization of Levy flights as a continuous process. For the simple case of a particle moving under the influence of friction and a velocity dependent stochastic force we…

Statistical Mechanics · Physics 2007-07-02 Ihor Lubashevsky , Rudolf Friedrich , Andreas Heuer

The quantum nature of nuclei plays an important role in the accurate modelling of light atoms such as hydrogen, but it is often neglected in simulations due to the high computational overhead involved. It has recently been shown that…

Computational Physics · Physics 2012-02-21 Michele Ceriotti , David E. Manolopoulos , Michele Parrinello

Massive Klein-Gordon theory is quantized on a timelike hyperplane in Minkowski space using the framework of general boundary quantum field theory. In contrast to previous work, not only the propagating sector of the phase space is…

High Energy Physics - Theory · Physics 2021-11-12 Daniele Colosi , Robert Oeckl

We show that complex Langevin simulation converges to a wrong result, by relating it to the Lefschetz-thimble path integral, when the path-integral weight has different phases among dominant complex saddle points. Equilibrium solution of…

High Energy Physics - Lattice · Physics 2017-02-07 Tomoya Hayata , Yoshimasa Hidaka , Yuya Tanizaki

Effective forces -- derived from experimental or {\it in silico} molecular dynamics time traces -- are critical in developing reduced and computationally efficient descriptions of otherwise complex dynamical problems. Thus, designing…

Biological Physics · Physics 2019-08-29 J Shepard Bryan , Ioannis Sgouralis , Steve Pressé

A Fokker-Planck equation approach for the treatment of non-Markovian stochastic processes is proposed. The approach is based on the introduction of fictitious trajectories sharing with the real ones their local structure and initial…

Chaotic Dynamics · Physics 2009-11-11 Piero Olla , Luca Pignagnoli

A recently developed treatment of stochastic processes leads to the construction of a potential landscape for the dynamical evolution of complex systems. Since the existence of a potential function in generic settings has been frequently…

Quantitative Methods · Quantitative Biology 2007-07-16 P. Ao , C. Kwon , H. Qian

Recent developments concerning canonical quantisation and gauge invariant quantum mechanical systems and quantum field theories are briefly discussed. On the one hand, it is shown how diffeomorphic covariant representations of the…

High Energy Physics - Theory · Physics 2007-05-23 Jan Govaerts

Many complex systems are characterized by intriguing spatio-temporal structures. Their mathematical description relies on the analysis of appropriate correlation functions. Functional integral techniques provide a unifying formalism that…

Statistical Mechanics · Physics 2009-11-12 Uwe C. Tauber

A general method is proposed which allows one to estimate drift and diffusion coefficients of a stochastic process governed by a Langevin equation. It extends a previously devised approach [R. Friedrich et al., Physics Letters A 271, 217…

Data Analysis, Statistics and Probability · Physics 2009-11-11 D. Kleinhans , R. Friedrich , A. Nawroth , J. Peinke

We introduce a projected complex Langevin (CL) numerical sampling method -- a fictitious Langevin dynamics scheme that uses numerical projection to sample a constrained stationary distribution with highly oscillatory character. Despite the…

Quantum Gases · Physics 2025-03-04 Ethan C. McGarrigle , Hector D. Ceniceros , Glenn H. Fredrickson

We present a method to compute real-time path integrals numerically, by Monte-Carlo sampling on near-Lefschetz thimbles. We present a collection of tools based on the Lefschetz thimble methods, which together provide an alternative to…

High Energy Physics - Lattice · Physics 2025-02-28 Zong-Gang Mou , Paul M. Saffin , Anders Tranberg

Langevin (stochastic differential) equations are routinely used to describe particle-laden flows. They predict Gaussian probability density functions (PDFs) of a particle's trajectory and velocity, even though experimentally observed…

Mathematical Physics · Physics 2024-03-11 Daniel Domínguez-Vázquez , Gustaaf B. Jacobs , Daniel M. Tartakovsky

The dynamic of a classical system can be expressed by means of Poisson brackets. In this paper we generalize the relation between the usual non covariant Hamiltonian and the Poisson brackets to a covariant Hamiltonian and new brackets in…

Classical Physics · Physics 2007-05-23 A. Berard , H. Mohrbach , P. Gosselin

Previously developed ``stochastic representation of deterministic interactions`` enables exact treatment of an open system without leaving its native phase space (Hilbert space) due to peculiar stochastic extension of the Liouville (von…

Statistical Mechanics · Physics 2007-05-23 Yu. E. Kuzovlev
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