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Related papers: Stabilising complex Langevin simulations

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This paper proposes a numerical method, termed PosDiv-CDG, that provably preserves both positivity and the globally divergence-free (DF) condition at arbitrarily high order in multiple dimensions. It resolves the fundamental structural…

Numerical Analysis · Mathematics 2025-08-13 Ruifang Yan , Huihui Cao , Kailiang Wu

We are interested in understanding stability (almost sure boundedness) of stochastic approximation algorithms (SAs) driven by a `controlled Markov' process. Analyzing this class of algorithms is important, since many reinforcement learning…

Systems and Control · Computer Science 2018-05-18 Arunselvan Ramaswamy , Shalabh Bhatnagar

We demonstrate that modulation of the local strength of the cubic self-focusing (SF) nonlinearity in the two-dimensional (2D) geometry, in the form of a circle with contrast $\Delta g$ of the SF coefficient relative to the ambient medium…

Pattern Formation and Solitons · Physics 2016-04-13 Hidetsugu Sakaguchi , Boris A. Malomed

An off-lattice Monte Carlo algorithm for solutions of equilibrium polymers (EP) is proposed. At low and moderate densities this is shown to reproduce faithfully the (static) properties found recently for flexible linear EP using a lattice…

Statistical Mechanics · Physics 2009-10-31 A. Milchev , J. P. Wittmer , D. P. Landau

This paper proposes a local dynamic model for large-eddy simulation (LES) without averaging in homogeneous directions. It is demonstrated that the widely-used dynamic Smagorinsky model (DSM) has a singular dynamic model constant if it is…

Fluid Dynamics · Physics 2022-07-08 Wybe Rozema , H. Jane Bae , Roel W. C. P. Verstappen

As an important Markov Chain Monte Carlo (MCMC) method, stochastic gradient Langevin dynamics (SGLD) algorithm has achieved great success in Bayesian learning and posterior sampling. However, SGLD typically suffers from slow convergence…

Machine Learning · Computer Science 2019-11-05 Bao Wang , Difan Zou , Quanquan Gu , Stanley Osher

Approximate Thompson sampling with Langevin Monte Carlo broadens its reach from Gaussian posterior sampling to encompass more general smooth posteriors. However, it still encounters scalability issues in high-dimensional problems when…

Machine Learning · Statistics 2024-06-24 Haoyang Zheng , Wei Deng , Christian Moya , Guang Lin

In this paper, we revisit the recently established theoretical guarantees for the convergence of the Langevin Monte Carlo algorithm of sampling from a smooth and (strongly) log-concave density. We improve the existing results when the…

Statistics Theory · Mathematics 2017-07-31 Arnak S. Dalalyan

Subsurface datasets inherently possess big data characteristics such as vast volume, diverse features, and high sampling speeds, further compounded by the curse of dimensionality from various physical, engineering, and geological inputs.…

Machine Learning · Computer Science 2024-03-13 Ademide O. Mabadeje , Michael J. Pyrcz

We revisit two basic Direct Simulation Monte Carlo Methods to model aggregation kinetics and extend them for aggregation processes with collisional fragmentation (shattering). We test the performance and accuracy of the extended methods and…

Numerical Analysis · Mathematics 2022-07-27 A. Kalinov , A. I. Osinsky , S. A. Matveev , W. Otieno , N. V. Brilliantov

I report recent results from full QCD simulations by CP-PACS and JLQCD collaborations.

High Energy Physics - Lattice · Physics 2008-11-26 Sinya Aoki

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:…

High Energy Physics - Lattice · Physics 2015-03-05 K. Splittorff

We propose a novel framework for learning stabilizable nonlinear dynamical systems for continuous control tasks in robotics. The key idea is to develop a new control-theoretic regularizer for dynamics fitting rooted in the notion of…

Systems and Control · Computer Science 2018-11-13 Sumeet Singh , Vikas Sindhwani , Jean-Jacques E. Slotine , Marco Pavone

We re-examine the dynamical stability of the nakedly singular, static, spherical ly symmetric solutions of the Einstein-Klein Gordon system. We correct an earlier proof of the instability of these solutions, and demonstrate that there are…

General Relativity and Quantum Cosmology · Physics 2010-11-19 M. A. Clayton , L. Demopoulos , J. Legare

We investigate the stabilization of a multidimensional system of coupled wave equations with only one Kelvin Voigt damping. Using a unique continuation result based on a Carleman estimate and a general criteria of Arendt Batty, we prove the…

Analysis of PDEs · Mathematics 2021-07-30 Mohammad Akil , Ibtissam Issa , Ali Wehbe

We investigate the stability of a Sequential Monte Carlo (SMC) method applied to the problem of sampling from a target distribution on $\mathbb{R}^d$ for large $d$. It is well known that using a single importance sampling step one produces…

Computation · Statistics 2012-04-19 Alexandros Beskos , Dan Crisan , Ajay Jasra

Generalized Langevin dynamics (GLD) arise in the modeling of a number of systems, ranging from structured fluids that exhibit a viscoelastic mechanical response, to biological systems, and other media that exhibit anomalous diffusive…

Computational Physics · Physics 2013-07-25 Andrew D. Baczewski , Stephen D. Bond

We theoretically analyze a scheme for fast stabilization of arbitrary qubit states with high fidelities, extending a protocol recently demonstrated experimentally [Lu et al., Phys. Rev. Lett. 119, 150502 (2017)]. That experiment utilized…

Quantum Physics · Physics 2018-08-21 Ziwen Huang , Yao Lu , Eliot Kapit , David I. Schuster , Jens Koch

We discuss the design of state-of-the-art numerical methods for molecular dynamics, focusing on the demands of soft matter simulation, where the purposes include sampling and dynamics calculations both in and out of equilibrium. We discuss…

Computational Physics · Physics 2020-02-14 Xiaocheng Shang , Martin Kröger , Benedict Leimkuhler

We discuss the interplay of low-x physics and QCD scaling violations by extending the unified approach describing inclusive structure functions and diffractive production in $\gamma* p$ interactions proposed in previous papers, to large…

High Energy Physics - Phenomenology · Physics 2013-05-29 Nestor Armesto , Alexei B. Kaidalov , Carlos A. Salgado , Konrad Tywoniuk
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