Related papers: Stable solvers for real-time Complex Langevin
Langevin simulation provides an effective way to study collisional effects in beams by reducing the six-dimensional Fokker-Planck equation to a group of stochastic ordinary differential equations. These resulting equations usually have…
We prove that a popular classical implicit-explicit scheme for the 2D incompressible Navier--Stokes equations that treats the viscous term implicitly while the nonlinear advection term explicitly is long time stable provided that the time…
Explicit stabilized integrators are an efficient alternative to implicit or semi-implicit methods to avoid the severe timestep restriction faced by standard explicit integrators applied to stiff diffusion problems. In this paper, we provide…
We present lattice simulations of nonequilibrium quantum fields in Minkowskian space-time. Starting from a non-thermal initial state, the real-time quantum ensemble in 3+1 dimensions is constructed by a stochastic process in an additional…
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…
One long-standing difficult problem in quantum dissipative dynamics is to solve the spin-boson model in a non-Markovian regime where a tractable systematic master equation does not exist. The spin-boson model is particularly important due…
This work presents the design of nonlinear stabilization techniques for the finite element discretization of Euler equations in both steady and transient form. Implicit time integration is used in the case of the transient form. A…
In many applications, the governing PDE to be solved numerically contains a stiff component. When this component is linear, an implicit time stepping method that is unencumbered by stability restrictions is often preferred. On the other…
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…
For sampling from a log-concave density, we study implicit integrators resulting from $\theta$-method discretization of the overdamped Langevin diffusion stochastic differential equation. Theoretical and algorithmic properties of the…
In many applications, SMT solvers are utilized to solve similar or identical tasks over time. Significant variations in performance due to small changes in the input are not uncommon and lead to frustration for users. This sort of stability…
Explicit stabilized methods are an efficient alternative to implicit schemes for the time integration of stiff systems of differential equations in large dimension. In this paper, we derive explicit stabilized integrators of orders one and…
A new type of low-regularity integrator is proposed for Navier-Stokes equations, coupled with a stabilized finite element method in space. Unlike the other low-regularity integrators for nonlinear dispersive equations, which are all fully…
Early warning indicators often suffer from the shortness and coarse-graining of real-world time series. Furthermore, the typically strong and correlated noise contributions in real applications are severe drawbacks for statistical measures.…
This review explores the Complex Langevin Method (CLM), a stochastic quantization technique designed to address the sign problem in quantum field theories with complex actions. Beginning with foundational principles, the review examines the…
We present a parametric family of semi-implicit second order accurate numerical methods for non-conservative and conservative advection equation for which the numerical solutions can be obtained in a fixed number of forward and backward…
Stochastic quantization offers the opportunity to simulate field theories with a complex action. In some theories unstable trajectories are prevalent when a constant stepsize is employed. We construct algorithms for generating an adaptive…
In the following, we discuss nonlinear simulations of nonlinear dynamical systems, which are applied in technical and biological models. We deal with different ideas to overcome the treatment of the nonlinearities and discuss a novel…
We use the stochastic quantization method to study systems with complex valued path integral weights. We assume a Langevin equation with a memory kernel and Einstein's relations with colored noise. The equilibrium solution of this…
In this paper we propose a new method to stabilise non-symmetric indefinite problems. The idea is to solve a forward and an adjoint problem simultaneously using a suitable stabilised finite element method. Both stabilisation of the element…