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We study Langevin-type algorithms for sampling from Gibbs distributions such that the potentials are dissipative and their weak gradients have finite moduli of continuity not necessarily convergent to zero. Our main result is a…

Statistics Theory · Mathematics 2024-03-01 Shogo Nakakita

A formulation of Langevin dynamics for discrete systems is derived as a class of generic stochastic processes. The dynamics simplify for a two-state system and suggest a network architecture which is implemented by the Langevin machine. The…

Neural and Evolutionary Computing · Computer Science 2021-04-08 Lukas Kades , Jan M. Pawlowski

When simulating molecular systems using deterministic equations of motion (e.g., Newtonian dynamics), such equations are generally numerically integrated according to a well-developed set of algorithms that share commonly agreed-upon…

Computational Physics · Physics 2014-08-08 David A. Sivak , John D. Chodera , Gavin E. Crooks

A fully Bayesian treatment of complicated predictive models (such as deep neural networks) would enable rigorous uncertainty quantification and the automation of higher-level tasks including model selection. However, the intractability of…

This article is concerned with sampling from Gibbs distributions $\pi(x)\propto e^{-U(x)}$ using Markov chain Monte Carlo methods. In particular, we investigate Langevin dynamics in the continuous- and the discrete-time setting for such…

Numerical Analysis · Mathematics 2026-05-25 Lorenz Fruehwirth , Andreas Habring

We propose a scheme for extending the model Hamiltonian method developed originally for studying the equilibrium properties of complex perovskite systems to include Langevin dynamics. The extension is based on Zwanzig's treatment of…

Materials Science · Physics 2015-06-24 Morrel H. Cohen

We consider the problem of scalable sampling algorithms to fit Bayesian generalized linear mixed models on large datasets. Stochastic gradient Langevin dynamics, coupled with smooth re-parameterizations of variance parameters, produces…

Methodology · Statistics 2026-04-30 Youngsoo Baek , Samuel I. Berchuck

Recent work has addressed the problem of inferring Langevin dynamics from data. In this work, we address the problem of relating terms in the Langevin equation to statistical properties, such as moments of the probability density function…

Statistical Mechanics · Physics 2026-04-09 Yeeren I. Low

A positive representation for a set of complex densities is constructed. In particular, complex measures on a direct product of U(1) groups are studied. After identifying general conditions which such representations should satisfy, several…

High Energy Physics - Lattice · Physics 2018-04-18 Erhard Seiler , Jacek Wosiek

We introduce a quantum Monte Carlo method to simulate the reversible dynamics of correlated many-body systems. Our method is based on the Laplace transform of the time-evolution operator which, as opposed to most quantum Monte Carlo…

Quantum Physics · Physics 2022-09-14 Romain Chessex , Massimo Borrelli , Hans Christian Öttinger

Building on recent solutions of the fermion sign problem for specific models we present two continuous-time quantum Monte Carlo methods for efficient simulation of mass-imbalanced Hubbard models on bipartite lattices at half-filling. For…

Strongly Correlated Electrons · Physics 2015-12-18 Ye-Hua Liu , Lei Wang

The quantum Monte Carlo method on asymptotic Lefschetz thimbles is a numerical algorithm devised specifically for alleviation of the sign problem appearing in the simulations of quantum many-body systems. In this method, the sign problem is…

Strongly Correlated Electrons · Physics 2021-10-26 Petr A. Mishchenko , Yasuyuki Kato , Yukitoshi Motome

Classical models of spin systems traditionally retain only the dipole moments, but a quantum spin state will frequently have additional structure. Spins of magnitude $S$ have $N=2S+1$ levels. Alternatively, the spin state is fully…

Strongly Correlated Electrons · Physics 2023-01-02 David Dahlbom , Cole Miles , Hao Zhang , Cristian D. Batista , Kipton Barros

We demonstrate the use of Langevin spin dynamics for studying dynamical properties of an archetypical spin glass system. Simulations are performed on CuMn (20% Mn) where we study the relaxation that follows a sudden quench of the system to…

Materials Science · Physics 2009-11-13 B. Skubic , O. E. Peil , J. Hellsvik , P. Nordblad , L. Nordström , O. Eriksson

We show that the quantum stochastic unitary dynamics Langevin model for continuous in time measurements provides an exact formulation of the Heisenberg uncertainty error-disturbance principle. Moreover, as it was shown in the 80's, this…

Mathematical Physics · Physics 2015-06-26 V. P. Belavkin

Particles and fields are standard components in numerical simulations like transport simulations in nuclear physics and have very well understood dynamics. Still, a common problem is the interaction between particles and fields due to their…

High Energy Physics - Phenomenology · Physics 2015-04-16 Christian Wesp , Hendrik van Hees , Alex Meistrenko , Carsten Greiner

In this paper we propose a new approach for sampling from probability measures in, possibly, high dimensional spaces. By perturbing the standard overdamped Langevin dynamics by a suitable Stratonovich perturbation that preserves the…

Numerical Analysis · Mathematics 2019-04-23 Assyr Abdulle , Grigorios A. Pavliotis , Gilles Vilmart

A powerful way to guarantee the absence of a sign problem in determinantal quantum Monte Carlo simulations is imposing a particular type of anti-unitary symmetries. It is shown that these same symmetries give rise to constraints on…

Strongly Correlated Electrons · Physics 2025-09-08 Xu Zhang , Nick Bultinck

We study the dynamics of the Gaudin magnet ("central-spin model") using machine-learning methods. This model is of practical importance, e.g., for studying non-Markovian decoherence dynamics of a central spin interacting with a large bath…

Quantum Physics · Physics 2024-05-17 Victor Wei , Alev Orfi , Felix Fehse , W. A. Coish

Generalized Langevin Equation (GLE) thermostats have been used very effectively as a tool to manipulate and optimize the sampling of thermodynamic ensembles and the associated static properties. Here we show that a similar, exquisite level…

Chemical Physics · Physics 2017-09-06 Mariana Rossi , Venkat Kapil , Michele Ceriotti
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