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Related papers: Stable solvers for real-time Complex Langevin

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We consider general parameter to solution maps $\theta \mapsto \mathcal G(\theta)$ of non-linear partial differential equations and describe an approach based on a Banach space version of the implicit function theorem to verify the gradient…

Statistics Theory · Mathematics 2026-01-16 Aurélien Castre , Richard Nickl

We systematically develop beneficial and practical velocity measures for accurate and efficient statistical simulations of the Langevin equation with direct applications to computational statistical mechanics and molecular dynamics…

Statistical Mechanics · Physics 2024-10-25 Niels Grønbech-Jensen

Inspired by path-integral solutions to the quantum relaxation problem, we develop a numerical method to solve classical stochastic differential equations with multiplicative noise that avoids averaging over trajectories. To test the method,…

Statistical Mechanics · Physics 2023-12-12 Ryan T. Grimm , Joel D. Eaves

We perform the real-time lattice simulation of an open quantum system, which is based on the Schwinger-Keldysh path integral representation of the Lindblad formalism. Although the real-time simulation generally suffers from the sign…

High Energy Physics - Lattice · Physics 2022-07-26 Tomoya Hayata , Yoshimasa Hidaka , Arata Yamamoto

How well can quantum computers simulate classical dynamical systems? There is increasing effort in developing quantum algorithms to efficiently simulate dynamics beyond Hamiltonian simulation, but so far exact resource estimates are not…

Following on our previous work [S. Delong and B. E. Griffith and E. Vanden-Eijnden and A. Donev, Phys. Rev. E, 87(3):033302, 2013], we develop temporal integrators for solving Langevin stochastic differential equations that arise in…

Statistical Mechanics · Physics 2015-06-23 S. Delong , Y. Sun , B. E. Griffith , E. Vanden-Eijnden , A. Donev

The stability properties of a class of dissipative quantum mechanical systems are investigated. The nonlinear stability and asymptotic stability of stationary states (with zero and nonzero dissipation respectively) is investigated by…

Quantum Physics · Physics 2009-11-10 P. Van , T. Fulop

Real time evolution of a scalar field theory is investigated. The severe sign problem is circumvented using the Complex Langevin equation. The naive application of the method breaks down for extended real times due to the appearance of…

High Energy Physics - Lattice · Physics 2025-03-03 Daniel Alvestad , Alexander Rothkopf , Dénes Sexty

Recent applications (e.g. active gels and self-assembly of elastic sheets) motivate the need to efficiently simulate the dynamics of thin elastic sheets. We present semi-implicit time stepping algorithms to improve the time step constraints…

Computational Physics · Physics 2019-10-23 Silas Alben , Alex A. Gorodetsky , Donghak Kim , Robert D. Deegan

We present updated results of dynamic stabilisation (DS) applied to complex Langevin simulations of QCD in the heavy-dense limit and with staggered quarks. We show that DS is able to keep the unitarity norm sufficiently small, which leads…

High Energy Physics - Lattice · Physics 2018-11-01 Felipe Attanasio , Benjamin Jäger

We consider the linear and non linear cubic Schr\"odinger equations with periodic boundary conditions, and their approximations by splitting methods. We prove that for a dense set of arbitrary small time steps, there exists numerical…

Numerical Analysis · Mathematics 2013-11-20 Erwan Faou , Tiphaine Jézéquel

We revisit the numerical stability of four well-established explicit stochastic integration schemes through a new generic benchmark stochastic differential equation designed to assess asymptotic statistical accuracy and stability…

Numerical Analysis · Mathematics 2026-05-20 Thomas Hudson , Sarah Helfert , Xingjie Helen Li

We investigate different types of complex soliton solutions with regard to their stability against linear pertubations. In the Bullough-Dodd scalar field theory we find linearly stable complex ${\cal{PT}}$-symmetric solutions and linearly…

Exactly Solvable and Integrable Systems · Physics 2022-05-04 Francisco Correa , Andreas Fring , Takanobu Taira

In this paper, we develop an efficient numerical solver for unsteady diffusion-type partial differential equations with random coefficients. A major computational challenge in such problems lies in repeatedly handling large-scale linear…

Numerical Analysis · Mathematics 2026-01-19 Yujun Zhu , Min Li , Yulan Ning , Ju Ming

Recent advances in deep learning have allowed neural networks (NNs) to successfully replace traditional numerical solvers in many applications, thus enabling impressive computing gains. One such application is time domain simulation, which…

Machine Learning · Computer Science 2021-12-09 Samuel Chevalier , Jochen Stiasny , Spyros Chatzivasileiadis

A continuous approximation framework for non-linear stochastic as well as deterministic discrete maps is developed. For the stochastic map with uncorelated Gaussian noise, by successively applying the It\^o lemma, we obtain a Langevin type…

Statistical Mechanics · Physics 2017-10-25 David A. Kessler , Stanislav Burov

We give accurate and ergodic numerical methods for semilinear, second-order Langevin stochastic partial differential equations (SPDE). As a byproduct, we also give good geometric numerical methods for their infinite-dimensional Hamiltonian…

Probability · Mathematics 2017-07-19 Nawaf Bou-Rabee

Forecasting physical signals in long time range is among the most challenging tasks in Partial Differential Equations (PDEs) research. To circumvent limitations of traditional solvers, many different Deep Learning methods have been…

Machine Learning · Computer Science 2023-06-09 Leon Migus , Julien Salomon , Patrick Gallinari

Impulse methods are generalized to a family of integrators for Langevin systems with quadratic stiff potentials and arbitrary soft potentials. Uniform error bounds (independent from stiff parameters) are obtained on integrated positions…

Numerical Analysis · Mathematics 2010-06-25 Molei Tao , Houman Owhadi , Jerrold E. Marsden

We introduce a constructive framework to learn effective Langevin equations from stationary time series. Unlike conventional approaches that require iterative calibration to match target statistics, our construction guarantees the observed…

Chaotic Dynamics · Physics 2026-02-16 Ludovico Theo Giorgini