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We study the Langevin dynamics of diffusive particles with regular pairwise interactions under mean-field scaling. By approximating empirical distributions with conditional distributions, we establish coercive and contractive properties for…

Probability · Mathematics 2026-05-28 Songbo Wang

Fundamental understanding of complex dynamics in many-particle systems on the atomistic level is of utmost importance. Often the systems of interest are of macroscopic size but can be partitioned into few important degrees of freedom which…

Chemical Physics · Physics 2015-07-09 Fabian Gottwald , Sven Karsten , Sergei D. Ivanov , Oliver Kühn

Recently the complex Langevin method (CLM) has been attracting attention as a solution to the sign problem, which occurs in Monte Carlo calculations when the effective Boltzmann weight is not real positive. An undesirable feature of the…

High Energy Physics - Lattice · Physics 2018-06-13 Keitaro Nagata , Jun Nishimura , Shinji Shimasaki

Molecular dynamics (MD) simulation based on Langevin equation has been widely used in the study of structural, thermal properties of matters in difference phases. Normally, the atomic dynamics are described by classical equations of motion…

Mesoscale and Nanoscale Physics · Physics 2018-02-06 Jing-Tao Lü , Bing-Zhong Hu , Per Hedegård , Mads Brandbyge

The blossoming of interest in colloids and nano-particles has given renewed impulse to the study of hard-body systems. In particular, hard spheres have become a real test system for theories and experiments. It is therefore necessary to…

Computational Physics · Physics 2012-08-28 Antonio Scala

The sign problem of QCD prevents standard lattice simulations to determine the phase diagram of strong interactions with a finite chemical potential directly. Complex Langevin simulations provide an alternative method to sample path…

High Energy Physics - Lattice · Physics 2015-06-09 Gert Aarts , Felipe Attanasio , Benjamin Jäger , Erhard Seiler , Dénes Sexty , Ion-Olimpiu Stamatescu

Simulations of QCD with a finite chemical potential typically lead to a severe sign problem, prohibiting any standard Monte Carlo approach. Complex Langevin simulations provide an alternative to sample path integrals with oscillating weight…

High Energy Physics - Lattice · Physics 2014-11-12 Gert Aarts , Felipe Attanasio , Benjamin Jäger , Erhard Seiler , Denes Sexty , Ion-Olimpiu Stamatescu

We introduce new Langevin-type equations describing the rotational and translational motion of rigid bodies interacting through conservative and non-conservative forces, and hydrodynamic coupling. In the absence of non-conservative forces…

Computational Physics · Physics 2017-12-14 Ruslan L. Davidchack , Thomas E. Ouldridge , Michael V. Tretyakov

Although the complex Langevin method can solve the sign problem in simulations of theories with complex actions, the method will yield the wrong results if known validity conditions are not satisfied. We present a novel method to compute…

High Energy Physics - Lattice · Physics 2017-04-05 Jacques Bloch

Complex systems' modeling and simulation are powerful ways to investigate a multitude of natural phenomena providing extended knowledge on their structure and behavior. However, enhanced modeling and simulation require integration of…

Ensemble methods have become ubiquitous for the solution of Bayesian inference problems. State-of-the-art Langevin samplers such as the Ensemble Kalman Sampler (EKS), Affine Invariant Langevin Dynamics (ALDI) or its extension using weighted…

Numerical Analysis · Mathematics 2022-12-23 Martin Eigel , Robert Gruhlke , David Sommer

The classical Langevin Monte Carlo method looks for samples from a target distribution by descending the samples along the gradient of the target distribution. The method enjoys a fast convergence rate. However, the numerical cost is…

Machine Learning · Statistics 2025-03-07 Zhiyan Ding , Qin Li

Lattice Boltzmann methods (LBM) are an important part of current computational fluid dynamics (CFD). They allow easy implementations and boundary handling. However, competitive time to solution not only depends on the choice of a reasonable…

Performance · Computer Science 2018-04-18 Markus Wittmann , Viktor Haag , Thomas Zeiser , Harald Köstler , Gerhard Wellein

In stochastic quantisation, quantum mechanical expectation values are computed as averages over the time history of a stochastic process described by a Langevin equation. Complex stochastic quantisation, though theoretically not rigorously…

High Energy Physics - Lattice · Physics 2014-08-18 Amel Durakovic , Emil Cortes Andre , Anders Tranberg

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…

High Energy Physics - Lattice · Physics 2021-11-10 Anosh Joseph , Arpith Kumar

We demonstrate that the multicanonical approach is not restricted to Monte Carlo simulations, but can also be applied to simulation techniques such as molecular dynamics, Langevin, and hybrid Monte Carlo algorithms. The effectiveness of the…

Chemical Physics · Physics 2007-05-23 Ulrich H. E. Hansmann , Yuko Okamoto , Frank Eisenmenger

We show that complex Langevin simulation converges to a wrong result, by relating it to the Lefschetz-thimble path integral, when the path-integral weight has different phases among dominant complex saddle points. Equilibrium solution of…

High Energy Physics - Lattice · Physics 2017-02-07 Tomoya Hayata , Yoshimasa Hidaka , Yuya Tanizaki

We study the Stephanov model, which is an RMT model for QCD at finite density, using the Complex Langevin algorithm. Naive implementation of the algorithm shows convergence towards the phase quenched or quenched theory rather than to…

High Energy Physics - Lattice · Physics 2018-04-18 Jacques Bloch , Jonas Glesaaen , Jacobus Verbaarschot , Savvas Zafeiropoulos

For a system at given temperature, with energy known as a function of a set of variables, we obtain the thermal fluctuation of the evolution of the variables by replacing the phase-space with a lattice and invoking the principle of detailed…

Statistical Mechanics · Physics 2010-07-26 Jorge Berger

Finding the dynamical law of observable quantities lies at the core of physics. Within the particular field of statistical mechanics, the generalized Langevin equation (GLE) comprises a general model for the evolution of observables…

Statistical Mechanics · Physics 2022-11-22 Antonio Russo , Miguel A. Duran-Olivencia , Ioannis G. Kevrekidis , Serafim Kalliadasis