Related papers: Beyond Complex Langevin Equations: a Progress Repo…
We study the Stephanov model, which is an RMT model for QCD at finite density, using the Complex Langevin algorithm. Naive implementation of the algorithm shows convergence towards the phase quenched or quenched theory rather than to…
The purpose of this paper is to examine the Lagrangian stochastic modeling of the fluid velocity seen by inertial particles in a nonhomogeneous turbulent flow. A new Langevin-type model, compatible with the transport equation of the drift…
The complex Langevin method is one hopeful candidate to tackle the sign problem. This method is applicable not only to QCD but also to nonrelativistic field theory, such as condensed matter physics. We present the simulation results of a…
Many real-world problems encountered in several disciplines deal with the modeling of time-series containing different underlying dynamical regimes, for which probabilistic approaches are very often employed. In this paper we describe…
In this article we consider the Levy processes and the corresponding semigroup. We represent the generator of this semigroup in a convolution form. Using the obtained convolution form and the theory of integral equations we investigate the…
The Langevin equation with a multiplicative L\'evy white noise is solved. The noise amplitude and the drift coefficient have a power-law form. A validity of ordinary rules of the calculus for the Stratonovich interpretation is discussed.…
This note provides several recent progresses in the study of long time behavior of Markov processes. The examples presented below are related to other scientific fields as PDE's, physics or biology. The involved mathematical tools as…
This paper is an overview of the classical level crossing problem which is studied extensively in the literature and is fundamental in many branches of applied probability. We discuss a number of approximations with an emphasis on their…
We develop a new method for the construction of one-dimensional integrable Lindblad systems, which describe quantum many body models in contact with a Markovian environment. We find several new models with interesting features, such as…
Complex Langevin methods have been successfully applied in theories that suffer from a sign problem such as QCD with a chemical potential. We present and illustrate a novel method (dynamic stabilisation) that ensures that Complex Langevin…
Hamilton's equations with noise and friction possess a hidden supersymmetry, valid for time-independent as well as periodically time-dependent systems. It is used to derive topological properties of critical points and periodic trajectories…
We introduce a Bayesian Gaussian process latent variable model that explicitly captures spatial correlations in data using a parameterized spatial kernel and leveraging structure-exploiting algebra on the model covariance matrices for…
We outline an approach that streamlines considerably the construction and analysis of well-behaved nonlinear quantum dynamics, with completely positive extensions to entangled systems. A few notes are added on the issue of quantum…
This is in the sequel of authors' paper \cite{LPW} in which we had set up a program to verify rigorously some formal statements associated with the multiple component phase transitions with higher dimensional wells. The main goal here is to…
Stochastic processes are proposed whose master equations coincide with classical wave, telegraph, and Klein-Gordon equations. Similar to predecessors based on the Goldstein-Kac telegraph process, the model describes the motion of particles…
We compare a relativistic and a nonrelativistic version of Ostrogradsky's method for higher-time derivative theories extended to scalar field theories and consider as an alternative a multi-field variant. We apply the schemes to space-time…
Gaussian processes (GPs) defined through intrinsic random fields provide a flexible framework for modeling spatial phenomena, and have been advocated in a variety of applications over the past several decades. Nevertheless, their adoption…
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…
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.…
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…