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There has been a surge of works bridging MCMC sampling and optimization, with a specific focus on translating non-asymptotic convergence guarantees for optimization problems into the analysis of Langevin algorithms in MCMC sampling. A…

Machine Learning · Computer Science 2021-10-06 Yoav Freund , Yi-An Ma , Tong Zhang

We show that kernel-based quadrature rules for computing integrals can be seen as a special case of random feature expansions for positive definite kernels, for a particular decomposition that always exists for such kernels. We provide a…

Machine Learning · Computer Science 2015-11-10 Francis Bach

Molecular simulations and biophysical experiments can be used to provide independent and complementary insights into the molecular origin of biological processes. A particularly useful strategy is to use molecular simulations as a modelling…

Chemical Physics · Physics 2019-12-10 Simone Orioli , Andreas Haahr Larsen , Sandro Bottaro , Kresten Lindorff-Larsen

We analyze to what extent the complex Langevin method, which is in principle capable of solving the so-called sign problems, can be considered as reliable. We give a formal derivation of the correctness and then point out various…

High Energy Physics - Lattice · Physics 2010-04-14 Gert Aarts , Erhard Seiler , Ion-Olimpiu Stamatescu

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…

Numerical Analysis · Mathematics 2025-12-10 B. Leimkuhler , A. Sharma , M. V. Tretyakov

The Langevin Equation for cooperative dynamics represents the dynamics of polymer melts with chains of increasing degree of polymerization, covering the full range of behavior from the unentangled to the entangled regime. This equation…

Soft Condensed Matter · Physics 2015-09-30 M. G. Guenza

We present a theory for the dynamical evolution of a quantum system coupled to a complex many-body intrinsic system/environment. By modelling the intrinsic many-body system with parametric random matrices, we study the types of effective…

Nuclear Theory · Physics 2009-10-30 Aurel Bulgac , Gui DoDang , Dimitri Kusnezov

In this proceeding, the deep Convolutional Neural Networks (CNNs) are deployed to recognize the order of QCD phase transition and predict the dynamical parameters in Langevin processes. To overcome the intrinsic randomness existed in a…

Nuclear Theory · Physics 2022-02-07 Lingxiao Wang , Lijia Jiang , Kai Zhou

This chapter provides a pedagogical introduction to theoretical studies of hadrons based on the fundamental theory of strong interactions - Quantum ChromoDynamics. A perturbative expansion in the strong coupling is not applicable at…

High Energy Physics - Lattice · Physics 2025-05-16 Sasa Prelovsek

We develop a formulation for molecular dynamics, Langevin, and hybrid Monte Carlo algorithms in the recently proposed generalized ensemble that is based on a physically motivated realisation of Tsallis weights. The effectiveness of the…

Biological Physics · Physics 2016-09-08 Ulrich H. E. Hansmann , Frank Eisenmenger , Yuko Okamoto

We introduce a continuous policy-value iteration algorithm where the approximations of the value function of a stochastic control problem and the optimal control are simultaneously updated through Langevin-type dynamics. This framework…

Optimization and Control · Mathematics 2025-06-11 Qi Feng , Gu Wang

The inverse Langevin function is a fundamental part of the statistical chain models used to describe the behavior of polymeric-like materials, appearing also in other fields such as magnetism, molecular dynamics and even biomechanics. In…

Computational Physics · Physics 2020-07-15 José María Benitez , Francisco Javier Montáns

The effective kinetic theory (EKT) of QCD provides a possible picture of various non-equilibrium processes in heavy- and light-ion collisions. While there have been substantial advances in simulating the EKT in simple systems with enhanced…

High Energy Physics - Phenomenology · Physics 2025-10-01 Sergio Barrera Cabodevila , Aleksi Kurkela , Florian Lindenbauer

This paper examines the problem of learning with a finite and possibly large set of p base kernels. It presents a theoretical and empirical analysis of an approach addressing this problem based on ensembles of kernel predictors. This…

Machine Learning · Computer Science 2012-02-20 Corinna Cortes , Mehryar Mohri , Afshin Rostamizadeh

A wide body of work has applied the concept of critical slowing down to estimate the stability of different Earth system components. Most of them -- such as global vegetation -- are inherently non-stationary, for example due to strong…

Chaotic Dynamics · Physics 2026-04-28 Taylor Smith , Andreas Morr , Christof Schötz , Niklas Boers

We use the stochastic quantization method to study systems with complex valued path integral weights. We assume a Langevin equation with a memory kernel and Einstein's relations with colored noise. The equilibrium solution of this…

High Energy Physics - Theory · Physics 2008-11-26 G. Menezes , N. F. Svaiter

The sign problem at nonzero chemical potential prohibits the use of importance sampling in lattice simulations. Since complex Langevin dynamics does not rely on importance sampling, it provides a potential solution. Recently it was shown…

High Energy Physics - Lattice · Physics 2015-06-12 Gert Aarts , Frank A. James , Jan M. Pawlowski , Erhard Seiler , Denes Sexty , Ion-Olimpiu Stamatescu

Contemporary tasks of complex system simulation are often related to the issue of uncertainty management. It comes from the lack of information or knowledge about the simulated system as well as from restrictions of the model set being…

Recently, we have shown how a colored-noise Langevin equation can be used in the context of molecular dynamics as a tool to obtain dynamical trajectories whose properties are tailored to display desired sampling features. In the present…

Computational Physics · Physics 2012-04-05 Michele Ceriotti , Giovanni Bussi , Michele Parrinello

The coherent state path integral formulation of certain many particle systems allows for their non perturbative study by the techniques of lattice field theory. In this paper we exploit this strategy by simulating the explicit example of…

Condensed Matter · Physics 2009-10-28 M. Beccaria , B. Alles , F. Farchioni
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