相关论文: Combining the complex Langevin method and the gene…

In this review we present the current state-of-the-art on complex Langevin simulations and their implications for the QCD phase diagram. After a short summary of the complex Langevin method, we present and discuss recent developments. Here…

Metastable transitions in Langevin dynamics can exhibit rich behaviors that are markedly different from its overdamped limit. In addition to local alterations of the transition path geometry, more fundamental global changes may exist. For…

Using a path integral approach, we derive an analytical solution of a nonlinear and singular Langevin equation, which has been introduced previously by P.-G. de Gennes as a simple phenomenological model for the stick-slip motion of a solid…

We present a canonically invariant form for the generalized Langevin and Fokker-Planck equations. We discuss the role of constants of motion, and the construction of conservative stochastic processes.

Previously developed ``stochastic representation of deterministic interactions`` enables exact treatment of an open system without leaving its native phase space (Hilbert space) due to peculiar stochastic extension of the Liouville (von…

We present efficient finite difference estimators for goal-oriented sensitivity indices with applications to the generalized Langevin equation (GLE). In particular, we apply these estimators to analyze an extended variable formulation of…

The recently proposed Langevin equation, aimed to capture the relevant critical features of stochastic sandpiles, and other self-organizing systems is studied numerically. This equation is similar to the Reggeon field theory, describing…

Rerandomization is an experimental design technique that repeatedly randomizes treatment assignments until covariates are balanced between treatment groups. Rerandomization in the design stage of an experiment can lead to many asymptotic…

We study the complexity of sampling, rounding, and integrating arbitrary logconcave functions. Our new approach provides the first complexity improvements in nearly two decades for general logconcave functions for all three problems, and…

We extend the L\'evy Langevin Monte Carlo method studied by Oechsler in 2024 to the setting of a target distribution with heavy tails: Choosing a target distribution from the class of subexponential distributions we prove convergence of a…

In this research paper, we present an exact matrix form analytical solution of the multi-dimensional generalized Langevin equation with quadratic potentials. Our investigation provides detailed expressions for the two-dimensional…

On the basis of general considerations, we propose a Langevin equation accounting for critical phenomena occurring in the presence of two symmetric absorbing states. We study its phase diagram by mean-field arguments and direct numerical…

The blossoming of interest in colloids and nano-particles has given renewed impulse to the study of hard-body systems. In particular, hard spheres have become a real test system for theories and experiments. It is therefore necessary to…

A formulation of Langevin dynamics for discrete systems is derived as a class of generic stochastic processes. The dynamics simplify for a two-state system and suggest a network architecture which is implemented by the Langevin machine. The…

A new theoretical method, referred to as Generalized Langevin Mode Analysis (GLMA), is proposed to analyze the mode of structural fluctuations of a biomolecule in solution. The method combines the two theories in the statistical mechanics,…

In many stochastic models, the observables of interest are naturally encoded in double transforms (e.g., Laplace transforms) that couple spatial and temporal variables. Notably, the double transform often provides the only analytically…

In the literature, there exist several studies on symbol-based multigrid methods for the solution of linear systems having structured coefficient matrices. In particular, the convergence analysis for such methods has been obtained in an…

Two different versions of relativistic Langevin equation in curved spacetime background are constructed, both are manifestly general covariant. It is argued that, from the observer's point of view, the version which takes the proper time of…

We propose a general purpose Bayesian inference algorithm for expensive likelihoods, replacing the stochastic term in the Langevin equation with a deterministic density gradient term. The particle density is evaluated from the current…

We discuss the design of an invariant measure-preserving transformed dynamics for the numerical treatment of Langevin dynamics based on rescaling of time, with the goal of sampling from an invariant measure. Given an appropriate monitor…