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Quantitative numerical analyses of interacting dilute Bose-Einstein condensates are most often based on semi-classical approximations. Since the complex-valued field-theoretic action of the Bose gas does not offer itself to the direct…

Quantum Gases · Physics 2023-05-25 Philipp Heinen , Thomas Gasenzer

This PhD thesis gives a comprehensive treatment of ab initio lattice Monte Carlo simulations of ultracold Bose gases by means of the complex Langevin algorithm. Since the field-theoretic action of non-relativistic bosons is a complex…

Quantum Gases · Physics 2024-07-25 Philipp Heinen

The Complex Langevin (CL) method to simulate `complex probabilities', ideally produces expectation values for the observables that converge to a limit equal to the expectation values obtained with the original complex `probability' measure.…

High Energy Physics - Lattice · Physics 2023-12-01 Erhard Seiler , Dénes Sexty , Ion-Olimpiu Stamatescu

The complex Langevin (CL) method is a classical numerical strategy to alleviate the numerical sign problem in the computation of lattice field theories. Mathematically, it is a simple numerical tool to compute a wide class of…

Numerical Analysis · Mathematics 2020-11-06 Zhenning Cai , Xiaoyu Dong , Yang Kuang

Complex Langevin (CL) is a computational method to circumvent the numerical sign problem with applications in finite-density quantum chromodynamics and the real-time dynamics of quantum field theories. It has long been known that, depending…

High Energy Physics - Lattice · Physics 2025-03-24 Kirill Boguslavski , Paul Hotzy , David I. Müller

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…

Quantitative Methods · Quantitative Biology 2014-07-22 David Schnoerr , Guido Sanguinetti , Ramon Grima

Sampling the parameter space of artificial neural networks according to a Boltzmann distribution provides insight into the geometry of low-loss solutions and offers an alternative to conventional loss minimization for training. However,…

Disordered Systems and Neural Networks · Physics 2026-03-17 Alessandro Zambon , Francesca Caruso , Riccardo Zecchina , Guido Tiana

We present a new method of conducting molecular dynamics simulation in isothermal-isobaric ensemble based on Langevin equations of motion. The stochastic coupling to all particle and cell degrees of freedoms is introduced in a correct way,…

Statistical Mechanics · Physics 2016-04-28 Xingyu Gao , Jun Fang , Han Wang

In the landscape of approaches toward the simulation of Lattice Models with complex action the Complex Langevin (CL) appears as a straightforward method with a simple, well defined setup. Its applicability, however, is controlled by certain…

High Energy Physics - Lattice · Physics 2018-04-18 Gert Aarts , Kirill Boguslavski , Manuel Scherzer , Erhard Seiler , Dénes Sexty , Ion-Olimpiu Stamatescu

The complex Langevin method (CLM) is a promising tool to address the sign problem in quantum field theories with complex actions. However, it can converge to incorrect results even when simulations appear stable, highlighting the need for…

High Energy Physics - Lattice · Physics 2026-03-27 Anosh Joseph , Arpith Kumar

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

Deep generative models hold great promise for representing complex physical systems, but their deployment is currently limited by the lack of guarantees on the physical plausibility of the generated outputs. Ensuring that known physical…

Machine Learning · Computer Science 2026-03-13 Matthieu Blanke , Yongquan Qu , Sara Shamekh , Pierre Gentine

Langevin Monte Carlo (LMC) and its stochastic gradient versions are powerful algorithms for sampling from complex high-dimensional distributions. To sample from a distribution with density $\pi(\theta)\propto \exp(-U(\theta)) $, LMC…

Computation · Statistics 2023-09-25 Sifan Liu

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…

Numerical Analysis · Mathematics 2025-05-27 Nicolaï Gouraud , Lucas Journel , Pierre Monmarché

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…

Nuclear Theory · Physics 2009-11-06 Chris Adami , Steven E. Koonin

Constrained sampling is an important and challenging task in computational statistics, concerned with generating samples from a distribution under certain constraints. There are numerous types of algorithm aimed at this task, ranging from…

Methodology · Statistics 2026-04-01 Neil K. Chada , Lu Yu

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…

High Energy Physics - Lattice · Physics 2025-04-04 Anosh Joseph , Arpith Kumar

Diffusion models have shown remarkable potential in planning and control tasks due to their ability to represent multimodal distributions over actions and trajectories. However, ensuring safety under constraints remains a critical challenge…

Systems and Control · Electrical Eng. & Systems 2025-06-17 Jichen Zhang , Liqun Zhao , Antonis Papachristodoulou , Jack Umenberger

We study numerical methods for sampling probability measures in high dimension where the underlying model is only approximately identified with a gradient system. Extended stochastic dynamical methods are discussed which have application to…

Numerical Analysis · Mathematics 2016-03-08 Benedict Leimkuhler , Xiaocheng Shang

Monte Carlo simulations are widely used to simulate complex molecular systems, but standard approaches suffer from metastability. Lately, the use of non-local proposal updates in a collective-variable (CV) space has been proposed in several…

Statistical Mechanics · Physics 2026-04-20 Christoph Schönle , Davide Carbone , Marylou Gabrié , Tony Lelièvre , Gabriel Stoltz
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