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A method is presented to tackle the sign problem in the simulations of systems having indefinite or complex-valued measures. In general, this new approach is shown to yield statistical errors smaller than the crude Monte Carlo using…

High Energy Physics - Lattice · Physics 2008-11-26 T D Kieu , C J Griffin

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

Monte Carlo simulation of gauge theories with a $\theta$ term is known to be extremely difficult due to the sign problem. Recently there has been major progress in solving this problem based on the idea of complexifying dynamical variables.…

High Energy Physics - Lattice · Physics 2020-05-08 Mitsuaki Hirasawa , Akira Matsumoto , Jun Nishimura , Atis Yosprakob

The complex Langevin method is a leading candidate for solving the sign problem occurring in various physical situations, notably QCD at finite chemical potential. Its most vexing problem is `convergence to the wrong limit', where the…

High Energy Physics - Lattice · Physics 2011-10-27 Gert Aarts , Frank A. James , Erhard Seiler , Ion-Olimpiu Stamatescu

Reliable simulations of correlated quantum systems, including high-temperature superconductors and frustrated magnets, are increasingly desired nowadays to further understanding of essential features in such systems. Quantum Monte Carlo…

Strongly Correlated Electrons · Physics 2019-03-28 Zi-Xiang Li , Hong Yao

We introduce a projected complex Langevin (CL) numerical sampling method -- a fictitious Langevin dynamics scheme that uses numerical projection to sample a constrained stationary distribution with highly oscillatory character. Despite the…

Quantum Gases · Physics 2025-03-04 Ethan C. McGarrigle , Hector D. Ceniceros , Glenn H. Fredrickson

We calculate the finite-temperature density and polarization equations of state of one-dimensional fermions with a zero-range interaction, considering both attractive and repulsive regimes. In the path-integral formulation of the…

Quantum Gases · Physics 2018-09-19 Andrew C. Loheac , Jens Braun , Joaquín E. Drut

Langevin Monte Carlo (LMC) is an iterative algorithm used to generate samples from a distribution that is known only up to a normalizing constant. The nonasymptotic dependence of its mixing time on the dimension and target accuracy is…

Machine Learning · Statistics 2020-02-26 Niladri S. Chatterji , Jelena Diakonikolas , Michael I. Jordan , Peter L. Bartlett

Quantum Monte Carlo is one of the most powerful numerical tools for studying nonpeturbative properties of quantum many-body systems. However, its application to real-time problems is limited since the complex and highly-oscillating…

Quantum Physics · Physics 2021-07-16 Tomoya Hayata

A method is developed which speeds up averaging in quantum simulations where minus signs cause difficulties. A Langevin equation method in conjunction with a replication algorithm is used enabling one to average over a continuously varying…

comp-gas · Physics 2009-10-22 J. M. Deutsch

The complex Langevin method is one hopeful candidate to tackle the sign problem. This method is applicable not only to QCD but also to nonrelativistic field theory, such as condensed matter physics. We present the simulation results of a…

High Energy Physics - Lattice · Physics 2015-08-04 Arata Yamamoto , Tomoya Hayata

The complex Langevin method is a leading candidate for solving the so-called sign problem occurring in various physical situations. Its most vexing problem is that in some cases it produces `convergence to the wrong limit'. In the first…

High Energy Physics - Lattice · Physics 2015-05-27 Gert Aarts , Frank A. James , Erhard Seiler , Ion-Olimpiu Stamatescu

Quantum Monte Carlo simulations, while being efficient for bosons, suffer from the "negative sign problem'' when applied to fermions - causing an exponential increase of the computing time with the number of particles. A polynomial time…

Statistical Mechanics · Physics 2007-05-23 Matthias Troyer , Uwe-Jens Wiese

I review the status of the Complex Langevin method, which was invented to make simulations of models with complex action feasible. I discuss the mathematical justification of the procedure, as well as its limitations and open questions.…

High Energy Physics - Lattice · Physics 2018-04-18 Erhard Seiler

One of the yet unsolved questions of QCD in the context of the Standard Model is to explain the strong CP problem. A way to look for a better understanding of it is to investigate the theory in the presence of a non-zero topological theta…

High Energy Physics - Lattice · Physics 2014-11-05 Lorenzo Bongiovanni , Gert Aarts , Erhard Seiler , Denes Sexty

Complex Langevin simulations have been able to successfully reproduce results from Monte Carlo methods in the region where the sign problem is mild and make predictions when it is exponentially hard. We present here our study of the QCD…

High Energy Physics - Lattice · Physics 2016-10-25 Gert Aarts , Felipe Attanasio , Benjamin Jäger , Dénes Sexty

Langevin algorithms are popular Markov chain Monte Carlo (MCMC) methods for large-scale sampling problems that often arise in data science. We propose Monte Carlo algorithms based on the discretizations of $P$-th order Langevin dynamics for…

Machine Learning · Statistics 2025-08-26 Thanh Dang , Mert Gurbuzbalaban , Mohammad Rafiqul Islam , Nian Yao , Lingjiong Zhu

This article provides an introduction to the ideas behind the multilevel blocking (MLB) approach to the fermion sign problem in path-integral Monte Carlo simulations, and also gives a detailed discussion of MLB results for quantum dots. MLB…

Strongly Correlated Electrons · Physics 2016-11-23 R. Egger , C. H. Mak

Diagrammatic Monte Carlo approach is applied to a problem of a single spin-down fermion resonantly interacting with the sea of ideal spin-up fermions. On one hand, we develop a generic, sign-problem tolerant, method of exact numerical…

Statistical Mechanics · Physics 2009-11-13 Nikolay Prokof'ev , Boris Svistunov

We study the use of the complex-Langevin equation (CLE) to simulate lattice QCD at a finite chemical potential ($\mu$) for quark-number, which has a complex fermion determinant that prevents the use of standard simulation methods based on…

High Energy Physics - Lattice · Physics 2019-10-02 J. B. Kogut , D. K. Sinclair