Related papers: High-dimensional Asymptotics of Langevin Dynamics …
Score-based Generative Models (SGMs) have achieved impressive performance in data generation across a wide range of applications and benefit from strong theoretical guarantees. Recently, methods inspired by statistical mechanics, in…
Many complex systems, ranging from migrating cells to animal groups, exhibit stochastic dynamics described by the underdamped Langevin equation. Inferring such an equation of motion from experimental data can provide profound insight into…
We propose discrete Langevin proposal (DLP), a simple and scalable gradient-based proposal for sampling complex high-dimensional discrete distributions. In contrast to Gibbs sampling-based methods, DLP is able to update all coordinates in…
We study the Langevin dynamics of the standard random heteropolymer model by mapping the problem to a supersymmetric field theory using the Martin-Siggia-Rose formalism. The resulting model is solved non-perturbatively employing a Gaussian…
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…
We present a full-wave Maxwell-density matrix simulation tool including c-number stochastic noise terms for the modeling of the spatiotemporal dynamics in active photonic devices, such as quantum cascade lasers (QCLs) and quantum dot (QD)…
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…
A linear open quantum system consisting of a harmonic oscillator linearly coupled to an infinite set of independent harmonic oscillators is considered; these oscillators have a general spectral density function and are initially in a…
Multiplicative noise makes stochastic dynamics depend on how the white-noise limit is interpreted. In multidimensional systems with matrix-valued noise amplitudes $\sigma(x)$, this dependence includes a local Jacobian contribution that is…
Langevin algorithms are popular Markov chain Monte Carlo methods that are often used to solve high-dimensional large-scale sampling problems in machine learning. The most classical Langevin Monte Carlo algorithm is based on the overdamped…
We introduce a novel simple algorithm for thermostatting path integral molecular dynamics (PIMD) with the Langevin equation. The staging transformation of path integral beads is employed for demonstration. The optimum friction coefficients…
Stochastic evolutions of classical field theories have recently become popular in the study of problems such as determination of the rates of topological transitions and the statistical mechanics of nonlinear coherent structures. To obtain…
We consider the problem of finding nearly optimal solutions of optimization problems with random objective functions. Two concrete problems we consider are (a) optimizing the Hamiltonian of a spherical or Ising $p$-spin glass model, and (b)…
The quench dynamics of glassy systems are challenging. Due to aging, the system never reaches a stationary state but instead evolves on emergent scales that grow with its age. This slow evolution complicates field-theoretic descriptions, as…
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…
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 investigate the interaction between light and molecular systems modeled as quantum emitters coupled to a multitude of vibrational modes via a Holstein-type interaction. We follow a quantum Langevin equations approach that allows for…
Stochastic Langevin dynamics has been traditionally used as a tool to describe non-equilibrium processes. When utilized in systems with collective modes, traditional Langevin dynamics relaxes all modes indiscriminately, regardless of their…
In this research paper, we present an exact matrix form analytical solution of the multi-dimensional generalized Langevin equation with quadratic potentials. Our investigation provides detailed expressions for the two-dimensional…
The dynamical properties of nuclei, carried by the concept of phonon quasiparticles (QP), are central to the field of condensed matter. While the harmonic approximation can reproduce a number of properties observed in real crystals, the…