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Continuous time random walks and Langevin equations are two classes of stochastic models for describing the dynamics of particles in the natural world. While some of the processes can be conveniently characterized by both of them, more…

统计力学 · 物理学 2019-01-28 Xudong Wang , Yao Chen , Weihua Deng

We develop an extension of the fast method of angles for hyperbolicity verification in chaotic systems with an arbitrary number of time-delay feedback loops. The adopted method is based on the theory of covariant Lyapunov vectors and…

混沌动力学 · 物理学 2017-09-13 Pavel V. Kuptsov , Sergey P. Kuznetsov

This article fills a gap in the mathematical analysis of Adaptive Biasing algorithms, which are extensively used in molecular dynamics computations. Given a reaction coordinate, ideally, the bias in the overdamped Langevin dynamics would be…

概率论 · 数学 2019-10-11 Michel Benaïm , Charles-Edouard Bréhier , Pierre Monmarché

We study the simulated annealing algorithm based on the kinetic Langevin dynamics, in order to find the global minimum of a non-convex potential function. For both the continuous time formulation and a discrete time analogue, we obtain the…

概率论 · 数学 2022-06-14 Xuedong He , Xiaolu Tan , Ruocheng Wu

In this paper we formulate a risk-sensitive optimal control problem for continuously monitored open quantum systems modelled by quantum Langevin equations. The optimal controller is expressed in terms of a modified conditional state, which…

量子物理 · 物理学 2016-09-08 M. R. James

Chemical signaling is one of the ubiquitous mechanisms by which inter-cellular communication takes place at the microscopic level, particularly via chemotaxis. Such multi-cellular systems are popularly studied using continuum, mean-field…

细胞行为 · 定量生物学 2009-11-11 Ramon Grima

We introduce a general framework to describe the stationary state of two driven systems exchanging particles or mass through a contact, in a slow exchange limit. The definition of chemical potentials for the systems in contact requires that…

统计力学 · 物理学 2019-12-04 Jules Guioth , Eric Bertin

The internal dynamics of macro-molecular systems is characterized by widely separated time scales, ranging from fraction of ps to ns. In ordinary molecular dynamics simulations, the elementary time step dt used to integrate the equation of…

软凝聚态物质 · 物理学 2015-05-19 Pietro Faccioli

We study a recent generalization proposed for the XY model in two and three dimensions. Using both, the continuum limit and discrete lattice, we obtained the vortex configuration and shown that out-of-plane vortex solutions are deeply…

强关联电子 · 物理学 2015-06-24 L. A. S. Mól , A. R. Pereira , Winder A. Moura-Melo

Recent exact predictions for the massive scaling limit of the two dimensional XY-model are based on the equivalence with the sine-Gordon theory and include detailed results on the finite size behavior. The so-called step-scaling function of…

高能物理 - 格点 · 物理学 2010-04-05 Janos Balog , Francesco Knechtli , Tomasz Korzec , Ulli Wolff

We consider the Langevin dynamics of a many-body system of interacting particles in $d$ dimensions, in a very general setting suitable to model several out-of-equilibrium situations, such as liquid and glass rheology, active self-propelled…

无序系统与神经网络 · 物理学 2019-03-22 Elisabeth Agoritsas , Thibaud Maimbourg , Francesco Zamponi

Monte Carlo simulations are used to show that the steady state of the d=2, two-temperature, diffusive XY model displays a continuous phase transition from a homogeneous disordered phase to a phase with long-range order. The long-range order…

凝聚态物理 · 物理学 2009-10-28 Kevin E. Bassler , Zoltan Racz

We employ the Complex Langevin method for simulation of complex-valued actions. First, we show how to test for convergence of the method by explicitely computing boundary terms and demonstrate this in a model. Then we investigate the…

高能物理 - 格点 · 物理学 2018-10-30 Manuel Scherzer , Erhard Seiler , Dénes Sexty , Ion-Olimpiu Stamatescu

Systems governed by a multivariate Langevin equation featuring an exact potential exhibit straightforward dynamics but are often difficult to recognize because, after a general coordinate change, the gradient flow becomes obscured by the…

统计力学 · 物理学 2023-01-11 Tiemo Pedergnana , Nicolas Noiray

We present new results of full QCD at nonzero chemical potential. In PRD 92, 094516 (2015) the complex Langevin method was shown to break down when the inverse coupling decreases and enters the transition region from the deconfined to the…

高能物理 - 格点 · 物理学 2018-04-18 Jacques Bloch , Olaf Schenk

A model has two main aims: predicting the behavior of a physical system and understanding its nature, that is how it works, at some desired level of abstraction. A promising recent approach to model building consists in deriving a…

统计力学 · 物理学 2019-02-26 Marco Baldovin , Andrea Puglisi , Angelo Vulpiani

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…

高能物理 - 格点 · 物理学 2014-08-18 Amel Durakovic , Emil Cortes Andre , Anders Tranberg

Motivated by an application to empirical Bayes learning in high-dimensional regression, we study a class of Langevin diffusions in a system with random disorder, where the drift coefficient is driven by a parameter that continuously adapts…

统计理论 · 数学 2025-11-04 Zhou Fan , Justin Ko , Bruno Loureiro , Yue M. Lu , Yandi Shen

The complex Langevin method (CLM) offers a potential solution to the sign problem in quantum field theories with complex actions, but can converge to incorrect results even when simulations appear stable. Existing diagnostics monitor drift…

高能物理 - 格点 · 物理学 2025-10-30 Anosh Joseph , Arpith Kumar

We study whether the stationary state of two bulk-driven systems slowly exchanging particles can be described by the equality of suitably defined nonequilibrium chemical potentials. Our main result is that in a weak contact limit, chemical…

统计力学 · 物理学 2018-08-29 Jules Guioth , Éric Bertin