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The convex envelopes of the direct discrete measures, for the sparsity of vectors or for the low-rankness of matrices, have been utilized extensively as practical penalties in order to compute a globally optimal solution of the…
The quantum nature of nuclei plays an important role in the accurate modelling of light atoms such as hydrogen, but it is often neglected in simulations due to the high computational overhead involved. It has recently been shown that…
The method of complex Langevin simulations is a tool that can be used to tackle the complex-action problem encountered, for instance, in finite-density lattice quantum chromodynamics or real-time lattice field theories. The method is based…
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…
In this paper is described a general 2-nd order accurate (weak sense) procedure for stablizing Monte-Carlo simulations of Ito stochastic differential equations. The splitting procedure includes explicit Runge-Kutta methods, semi-implicit…
Efficient and accurate integration of stochastic (partial) differential equations with multiplicative noise can be obtained through a split-step scheme, which separates the integration of the deterministic part from that of the stochastic…
We study the utility of a complex Langevin (CL) equation as an alternative for the Monte Carlo (MC) procedure in the evaluation of expectation values occurring in fermionic many-body problems. We find that a CL approach is natural in cases…
We study the strong convergence of some operator-splitting methods for the Langevin dynamics model with additive noise. It will be shown that a direct splitting of deterministic and random terms, including the symmetric splitting methods,…
We present recent results on two attempts at understanding and utilizing large-scale simulations of magnetic materials. In the first study we consider massively parallel implementations on a Cray T3E of the n-fold way algorithm for…
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…
Langevin integrators based on operator splitting are widely used in molecular dynamics. This work examines Langevin splitting schemes from the perspective of their internal trajectories and observation points, complementing existing…
We present a data-driven approach to determine the memory kernel and random noise in generalized Langevin equations. To facilitate practical implementations, we parameterize the kernel function in the Laplace domain by a rational function,…
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 class of splitting methods to solve the stochastic Langevin equation, which can simultaneously preserve the ergodicity and exponential integrability of the original equation. The central idea is to extract a…
Memory effects emerge as a fundamental consequence of dimensionality reduction when low-dimensional observables are used to describe the dynamics of complex many-body systems. In the context of molecular dynamics (MD) data analysis,…
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…
The Generalized Langevin Equation, in history, arises as a natural fix for the rather traditional Langevin equation when the random force is no longer memoryless. It has been proved that with fractional Gaussian noise (fGn) mostly…
The Langevin dynamics is a diffusion process extensively used, in particular in molecular dynamics simulations, to sample Gibbs measures. Some alternatives based on (piecewise deterministic) kinetic velocity jump processes have gained…
We discuss the relation of three methods to determine energy levels in lattice QCD simulations: the generalised eigenvalue, the Prony and the generalised pencil of function methods. All three can be understood as special cases of a…
We propose a novel kinetic Langevin sampler based on a specific splitting scheme using the exact harmonic Langevin integrator. For strongly log-concave target measures, the sampler exploits a decomposition of the strongly convex potential…