Related papers: Complex Langevin Dynamics and Supersymmetric Quant…
We study quantum mechanics in the stochastic formulation, using the functional integral approach. The noise term enters the classical action as a local contribution of anticommuting fields. The partition function is not invariant under…
Langevin algorithms are popular Markov chain Monte Carlo (MCMC) methods for large-scale sampling problems that often arise in data science. We propose Monte Carlo algorithms based on the discretizations of $P$-th order Langevin dynamics for…
The complex Langevin method is a leading candidate for solving the so-called sign problem occurring in various physical situations. Its most vexing problem is that in some cases it produces `convergence to the wrong limit'. In the first…
Rotating systems in thermal equilibrium are ubiquitous in our world. In the context of high energy physics, rotations would affect the phase structure of QCD. However, the standard Monte-Carlo methods in rotating systems are problematic…
The inverse Langevin function is a fundamental part of the statistical chain models used to describe the behavior of polymeric-like materials, appearing also in other fields such as magnetism, molecular dynamics and even biomechanics. In…
The classical spin-vector Monte Carlo (SVMC) model is a reference benchmark for the performance of a quantum annealer. Yet, as a Monte Carlo method, SVMC is unsuited for an accurate description of the annealing dynamics in real-time.We…
This paper presents a tractable model of non-linear dynamics of market returns using a Langevin approach. Due to non-linearity of an interaction potential, the model admits regimes of both small and large return fluctuations. Langevin…
It is hypothesized that the Langevin time of stochastic quantum quantization is a physical time over which quantum fields at all values of space and coordinate time fluctuate. The average over paths becomes a time average as opposed to an…
If supersymmetry is dynamically broken in a hidden sector, the gauginos typically have unacceptably small masses. This situation can be corrected if a non-Abelian gauge interaction becomes strong at a scale of order 1 TeV and induces…
The type IIB matrix model is conjectured to be a nonperturbative definition of type IIB superstring theory. In this model, spacetime is a dynamical quantity and compactification of extra dimensions can be realized via spontaneous symmetry…
After a short review of one of proposals to avoid complex stochastic processes in Complex Langevin studies, the recent progress in the former is reported. In particular, the new developments allow now to construct positive and normalizable…
We show how to construct the optimum superstatistical dynamical model for a given experimentally measured time series. For this purpose we generalise the superstatistics concept and study a Langevin equation with a memory kernel whose…
This article considers the application of Langevin dynamics to sampling and investigates how to choose the damping parameter in Langevin dynamics for the purpose of maximizing thoroughness of sampling. Also, it considers the computation of…
This work is aimed at demonstrating the possibility to construct new exactly-solvable stochastic systems by use of the extended supersymmetric quantum mechanics ($N=4 SUSY QM$) formalism. A feature of the proposed approach consists in $N=4…
The properties of molecules and materials containing light nuclei are affected by their quantum mechanical nature. Modelling these quantum nuclear effects accurately requires computationally demanding path integral techniques. Considerable…
We study the Langevin dynamics of the standard random heteropolymer model by mapping the problem to a supersymmetric field theory using the Martin-Siggia-Rose formalism. The resulting model is solved non-perturbatively employing a Gaussian…
The chemical Langevin equation (CLE) is a popular simulation method to probe the stochastic dynamics of chemical systems. The CLE's main disadvantage is its break down in finite time due to the problem of evaluating square roots of negative…
Non-perturbative formulations are essential to understand the dynamical compactification of extra dimensions in superstring theories. The type IIB (IKKT) matrix model in the large-$N$ limit is one such conjectured formulation for a…
The class of relativistic spin particle models reveals the `quantization' of parameters already at the classical level. The special parameter values emerge if one requires the maximality of classical global continuous symmetries. The same…
Lattice models with complex actions are important for the understanding of matter at finite densities, but not accessible by the standard Monte Carlo techniques due to the sign problem. Here we derive a new approach for avoiding the complex…