Related papers: Stable solvers for real-time Complex Langevin
The companion paper "Higher-order in time quasi-unconditionally stable ADI solvers for the compressible Navier-Stokes equations in 2D and 3D curvilinear domains", which is referred to as Part I in what follows, introduces ADI (Alternating…
We introduce a new class of integrators for stiff ODEs as well as SDEs. These integrators are (i) {\it Multiscale}: they are based on flow averaging and so do not fully resolve the fast variables and have a computational cost determined by…
We consider a novel model of stochastic replicator dynamics for potential games that converts to a Langevin equation on a sphere after a change of variables. This is distinct from the models studied earlier. In particular, it is ill-posed…
The purpose of this paper is to examine the Lagrangian stochastic modeling of the fluid velocity seen by inertial particles in a nonhomogeneous turbulent flow. A new Langevin-type model, compatible with the transport equation of the drift…
A subdiffusion problem in which the diffusion term is related to a stable stochastic process is introduced. Linear models of these systems have been studied in a general way, but non-linear models require a more specific analysis. The model…
Semiclassical path integral expression for a quantum system coupled to a harmonic bath is derived based on the stationary phase condition. It is discovered that the system path is non-Markovian. Most strikingly, the system path not only…
Stochastic Gradient Langevin Dynamics (SGLD) ensures strong guarantees with regards to convergence in measure for sampling log-concave posterior distributions by adding noise to stochastic gradient iterates. Given the size of many practical…
In this paper we consider various splitting schemes for unsteady problems containing the grad-div operator. The fully implicit discretization of such problems would yield at each time step a linear problem that couples all components of the…
It is well known that the linear stability of solutions of partial differential equations which are integrable can be very efficiently investigated by means of spectral methods. We present here a direct construction of the eigenmodes of the…
We consider the logarithmic Schr{\"o}dinger equations with damping, also called Schr{\"o}dinger-Langevin equation. On a periodic domain, this equation possesses plane wave solutions that are explicit. We prove that these solutions are…
We present a revision to the well known Stormer-Verlet algorithm for simulating second order differential equations. The revision addresses the inclusion of linear friction with associated stochastic noise, and we analytically demonstrate…
We derive and analyze numerical methods for underdamped (kinetic) Langevin dynamics in a domain with elastic reflection at the boundary. First-order approximations are based on an Euler-type scheme incorporating collision-handling at the…
We show how to find the physical Langevin equation describing the trajectories of particles undergoing collisionless stochastic acceleration. These stochastic differential equations retain not only one-, but two-particle statistics, and…
Using complex Langevin method we probe the possibility of dynamical supersymmetry breaking in supersymmetric quantum mechanics models with complex actions. The models we consider are invariant under the combined operation of parity and time…
Neural PDE solvers offer a powerful tool for modeling complex dynamical systems, but often struggle with error accumulation over long time horizons and maintaining stability and physical consistency. We introduce a multiscale implicit…
We present a general numerical scheme for the practical implementation of statistical moment closures suitable for modeling complex, large-scale, nonlinear systems. Building on recently developed equation-free methods, this approach…
We consider a one-dimensional harmonic crystal with conservative noise, in contact with two stochastic Langevin heat baths at different temperatures. The noise term consists of collisions between neighbouring oscillators that exchange their…
We investigate the asymptotic distributions of periodically driven anharmonic Langevin systems. Utilizing the underlying $SL_2$ symmetry of the Langevin dynamics, we develop a perturbative scheme in which the effect of periodic driving can…
In present paper, we establish sufficient conditions for existence and stability of solutions for system of nonlinear implicit fractional differential equations. The main techniques are based on method of successive approximations. Finally,…
We consider the nonlinear Schr{\"o}dinger-Langevin equation for both signs of the logarithmic nonlinearity. We explicitly compute the dynamics of Gaussian solutions for large times, which is obtained through the study of a particular…