Related papers: Stable solvers for real-time Complex Langevin
We describe a stochastic, dynamical system capable of inference and learning in a probabilistic latent variable model. The most challenging problem in such models - sampling the posterior distribution over latent variables - is proposed to…
The kinetic Langevin dynamics finds diverse applications in various disciplines such as molecular dynamics and Hamiltonian Monte Carlo sampling. In this paper, a novel splitting scalar auxiliary variable (SSAV) scheme is proposed for the…
We present a stability theory for kink propagation in chains of coupled oscillators and a new algorithm for the numerical study of kink dynamics. The numerical solutions are computed using an equivalent integral equation instead of a system…
The complex Langevin method (CLM) offers a potential solution to the sign problem in quantum field theories with complex actions, but can converge to incorrect results even when simulations appear stable. Existing diagnostics monitor drift…
This article describes an absolutely stable, first-order constraint solverfor multi-rigid body systems that calculates (predicts) constraint forces for typical bilateral and unilateral constraints, contact constraints with friction, and…
We consider a family of variable time-stepping Dahlquist-Liniger-Nevanlinna (DLN) schemes, which is unconditional non-linear stable and second order accurate, for the Allen-Cahn equation. The finite element methods are used for the spatial…
This paper studies the problem of online stabilization of an unknown discrete-time linear time-varying (LTV) system under bounded non-stochastic (potentially adversarial) disturbances. We propose a novel control algorithm based on convex…
Self-interacting scalar quantum field theories possessing $PT$-symmetry are physically admissible since their energy spectrum is real and bounded below. However, models with $PT$-invariant potentials can have complex actions in general and…
The goal of the present work is to solve a linear dispersive equation with variable coefficient advection on an unbounded domain. In this setting, transparent boundary conditions are vital to allow waves to leave (or even re-enter) the,…
Numerical stochastic perturbation theory is a powerful tool for estimating high-order perturbative expansions in lattice field theory. The standard algorithms based on the Langevin equation, however, suffer from several limitations which in…
Recent progress in the development of quantum technologies has enabled the direct investigation of dynamics of increasingly complex quantum many-body systems. This motivates the study of the complexity of classical algorithms for this…
We present a path integral formalism to compute potentials for nonequilibrium steady states, reached by a multiplicative stochastic dynamics. We develop a weak-noise expansion, which allows the explicit evaluation of the potential in…
Recent rapid advances in single particle tracking and supercomputing techniques resulted in an unprecedented abundance of diffusion data exhibiting complex behaviours, such the presence of power law tails of the msd and memory functions,…
We provide a general framework for the stability of solutions to stochastic partial differential equations with respect to perturbations of the drift. More precisely, we consider stochastic partial differential equations with drift given as…
In this paper, pseudo-transient continuation method has been modified and implemented in power system long-term stability analysis. This method is a middle ground between integration and steady state calculation, thus is a good compromise…
We introduce a novel and efficient algorithm called the stochastic approximate gradient descent (SAGD), as an alternative to the stochastic gradient descent for cases where unbiased stochastic gradients cannot be trivially obtained.…
A method is developed which speeds up averaging in quantum simulations where minus signs cause difficulties. A Langevin equation method in conjunction with a replication algorithm is used enabling one to average over a continuously varying…
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…
The phase field method is an effective tool for modeling microstructure evolution in materials. Many efficient implicit numerical solvers have been proposed for phase field simulations under uniform and time-invariant model parameters. We…
We study stability of higher-derivative dynamics from the viewpoint of more general correspondence between symmetries and conservation laws established by the Lagrange anchor. We show that classical and quantum stability may be provided if…