Related papers: Exact kinetic propagators for coherent state compl…
We will derive a rigorous real time propagator for the Non-relativistic Quantum Mechanic $L^2$ transition probability amplitude and for the Non-relativistic wave function. The propagator will be explicitly given in terms of the time…
We derive and analyze new diffusion approximations of stationary distributions of Markov chains that are based on second- and higher-order terms in the expansion of the Markov chain generator. Our approximations achieve a higher degree of…
After a short review of one of proposals to avoid complex stochastic processes in Complex Langevin studies, the recent progress in the former is reported. In particular, the new developments allow now to construct positive and normalizable…
Path reweighting is a principally exact method to estimate dynamic properties from biased simulations - provided that the path probability ratio matches the stochastic integrator used in the simulation. Previously reported path probability…
In this paper, we propose a highly accurate continuous-time trajectory estimation framework dedicated to SLAM (Simultaneous Localization and Mapping) applications, which enables fuse high-frequency and asynchronous sensor data effectively.…
We present a novel method for drawing samples from Gibbs distributions with densities of the form $\pi(x) \propto \exp(-U(x))$. The method accelerates the unadjusted Langevin algorithm by introducing an inertia term similar to Polyak's…
In this paper we present a formulation of the nonlinear stochastic differential equation which allows for systematic approximations. The method is not restricted to the asymptotic, i.e., stationary, regime but can be applied to derive…
We present an acceleration method for sequences of large-scale linear systems, such as the ones arising from the numerical solution of time-dependent partial differential equations coupled with algebraic constraints. We discuss different…
A number of algorithms for computing the simulation preorder are available. Let Sigma denote the state space, -> the transition relation and Psim the partition of Sigma induced by simulation equivalence. The algorithms by Henzinger,…
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…
A lossy compression algorithm for binary redundant memoryless sources is presented. The proposed scheme is based on sparse graph codes. By introducing a nonlinear function, redundant memoryless sequences can be compressed. We propose a…
We consider the convergence of kinetic Langevin dynamics to its ergodic invariant measure, which is Gibbs distribution. Instead of the standard setup where the friction coefficient is a constant scalar, we investigate position-dependent…
In the numerical simulation of certain field theoretical models, the complex Langevin simulation has been believed to fail due to the violation of ergodicity. We give a detailed analysis of this problem based on a toy model with one degree…
Diffusion models are state-of-the-art methods in generative modeling when samples from a target probability distribution are available, and can be efficiently sampled, using score matching to estimate score vectors guiding a Langevin…
We introduce a scheme for deriving an optimally-parametrised Langevin dynamics of few collective variables from data generated in molecular dynamics simulations. The drift and the position-dependent diffusion profiles governing the Langevin…
The automatic selection of an appropriate time step size has been considered extensively in the literature. However, most of the strategies developed operate under the assumption that the computational cost (per time step) is independent of…
We present a new method to compute short-time expectation values in large collective spin systems with generic Markovian decoherence. Our method is based on a Taylor expansion of a formal solution to the equations of motion for Heisenberg…
We develop a formalism to carry out coarse-grainings in quantum field theoretical systems by using a time-dependent projection operator in the Heisenberg picture. A systematic perturbative expansion with respect to the interaction part of…
We present an Initial Value Representation for the semiclassical coherent state propagator based on complex trajectories. We map the complex phase space into a real phase space with twice as many dimensions and use a simple procedure to…
We consider the time-optimal problem for a classical system of "double integrator" under the presence of a linear state constraint. By using the Maximum Principle of Dubovitskii and Milyutin, we determine a complete synthesis of optimal…