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We describe a method to evaluate integrals that arise in the asymptotic analysis when two saddle points may be close together. These integrals, which appear in problems from optics, acoustics or quantum mechanics as well as in a wide class…

Numerical Analysis · Mathematics 2020-01-08 Amparo Gil , Javier Segura , Nico M. Temme

We address the traffic light control problem for multiple intersections in tandem by viewing it as a stochastic hybrid system and developing a Stochastic Flow Model (SFM) for it. Using Infinitesimal Perturbation Analysis (IPA), we derive…

Systems and Control · Computer Science 2012-04-19 Yanfeng Geng , Christos G. Cassandras

We propose an efficient method to compute the so-called residual phase that appears when performing Monte Carlo calculations on a Lefschetz thimble. The method is stochastic and its cost scales linearly with the physical volume, linearly…

High Energy Physics - Lattice · Physics 2014-07-09 M. Cristoforetti , F. Di Renzo , G. Eruzzi , A. Mukherjee , C. Schmidt , L. Scorzato , C. Torrero

In linear stability analysis of field quantities described by partial differential equations, the well-established classical theory is all but impossible to apply to concrete problems in its entirety even for uniform backgrounds when the…

Mathematical Physics · Physics 2021-03-31 Taiki Morinaga , Shoichi Yamada

Integral asymptotics play an important role in the analysis of differential equations and in a variety of other settings. In this work, we apply an integral asymptotics approach to study spatially localized solutions of a heterogeneous…

Pattern Formation and Solitons · Physics 2025-04-01 Václav Klika , Mohit P. Dalwadi , Andrew L. Krause , Eamonn A. Gaffney

Nowadays the term 'sign problem' is used to identify two different problems. The ideas to overcome the first type of the 'sign problem' of strongly oscillating complex valued imtegrand in the Feynman path integrals comes from…

Statistical Mechanics · Physics 2020-03-04 Vladimir Filinov , Alexander Larkin

The numerical sign problem has long been a major obstacle to first-principles calculations in various important fields of physics. We report that the recently proposed algorithm, tempered Lefschetz thimble method (TLTM), and its worldvolume…

High Energy Physics - Lattice · Physics 2021-11-30 Masafumi Fukuma , Nobuyuki Matsumoto

We present a novel reweighting technique to calculate the relative weights in the Lefschetz thimble decomposition of a path integral. Our method is put to work using a $U(1)$ one-link model providing for a suitable testing ground and…

A path integral formalism has been proposed recently for non-equilibrium statistical physics applications by the author. In this contribution we outline an efficient method for its numerical evaluation. The method used is based on the…

Numerical Analysis · Computer Science 2016-06-29 Richard Kleeman

We discuss two problems in complexified auxiliary fields in fermionic effective models, the auxiliary sign problem associated with the repulsive vector-field and the choice of the cut for the scalar field appearing from the logarithmic…

High Energy Physics - Lattice · Physics 2018-04-18 Yuto Mori , Kouji Kashiwa , Akira Ohnishi

The main focus of this paper is the study of efficient multigrid methods for large linear systems with a particular saddle-point structure. Indeed, when the system matrix is symmetric, but indefinite, the variational convergence theory that…

Numerical Analysis · Mathematics 2023-08-30 Marco Donatelli , Matthias Bolten , Paola Ferrari , Isabella Furci

We propose a new algorithm based on the Metropolis sampling method to perform Monte Carlo integration for path integrals in the recently proposed formulation of quantum field theories on the Lefschetz thimble. The algorithm is based on a…

Computational Physics · Physics 2013-10-02 Abhishek Mukherjee , Marco Cristoforetti , Luigi Scorzato

The use of random sampling in decision-making and control has become popular with the ease of access to graphic processing units that can generate and calculate multiple random trajectories for real-time robotic applications. In contrast to…

Robotics · Computer Science 2022-03-21 Hyung-Jin Yoon , Chuyuan Tao , Hunmin Kim , Naira Hovakimyan , Petros Voulgaris

The worldvolume tempered Lefschetz thimble method (WV-TLTM) is an algorithm towards solving the sign problem, where hybrid Monte Carlo updates are performed on a continuous accumulation of flowed surfaces foliated by the anti-holomorphic…

High Energy Physics - Lattice · Physics 2021-11-30 Masafumi Fukuma , Nobuyuki Matsumoto , Yusuke Namekawa

We perform a detailed analysis of the fermionic sign problem in a series of one dimensional integrals, that are achieved as extreme (one-site) limits of genuine physics models. Altogether we studied a Hubbard-like, a Gross-Neveu-like, a…

High Energy Physics - Lattice · Physics 2025-09-10 Attila Pasztor , David Pesznyak

The turning movement count data is crucial for traffic signal design, intersection geometry planning, traffic flow, and congestion analysis. This work proposes three methods called dynamic, static, and hybrid configuration for TMC-based…

Computer Vision and Pattern Recognition · Computer Science 2025-07-15 Mohammad Shokrolah Shirazi , Hung-Fu Chang

The Feynman path integral has revolutionized modern approaches to quantum physics. Although the path integral formalism has proven very successful and spawned several approximation schemes, the direct evaluation of real-time path integrals…

Quantum Physics · Physics 2025-01-28 Job Feldbrugge , Joshua Y. L. Jones

A variational method is presented for directly finding the bifurcation point of nonlinear equations as the saddle-node point of the extended nonlinear Rayleigh quotient. The method is applied for solving an open problem on the existence of…

Analysis of PDEs · Mathematics 2023-03-21 Yavdat Il'yasov

Monte Carlo simulations of lattice quantum field theories on Lefschetz thimbles are non trivial. We discuss a new Monte Carlo algorithm based on the idea of computing contributions to the functional integral which come from complete flow…

High Energy Physics - Lattice · Physics 2016-11-28 Francesco Di Renzo , Giovanni Eruzzi

We develop a way of improving complex Langevin dynamics motivated by the Lefschetz-thimble decomposition of integrals. In our method, arbitrary observables of an original model with multiple Lefschetz thimbles are computed by a modified…

High Energy Physics - Lattice · Physics 2016-10-12 Shoichiro Tsutsui , Takahiro M. Doi