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

We follow up the work, where in light of the Picard-Lefschetz thimble approach, we split up the real-time path integral into two parts: the initial density matrix part which can be represented via an ensemble of initial conditions, and the…

The problem of effective equations is reviewed and discussed. Starting from the classical Langevin equation, we show how it can be generalized to Hamiltonian systems with non-standard kinetic terms. A numerical method for inferring…

We propose new semi-implicit numerical methods for the integration of the stochastic Landau-Lifshitz equation with built-in angular momentum conservation. The performance of the proposed integrators is tested on the 1D Heisenberg chain. For…

We revisit the problem of sampling from a target distribution that has a smooth strongly log-concave density everywhere in $\mathbb R^p$. In this context, if no additional density information is available, the randomized midpoint…

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…

Complex weights appear in Physics which are beyond a straightforward importance sampling treatment, as required in Monte Carlo calculations. This is the well-known sign problem. The complex Langevin approach amounts to effectively construct…

The exact estimation of latent variable models with big data is known to be challenging. The latents have to be integrated out numerically, and the dimension of the latent variables increases with the sample size. This paper develops a…

The quantum nature of nuclei plays an important role in the accurate modelling of light atoms such as hydrogen, but it is often neglected in simulations due to the high computational overhead involved. It has recently been shown that…

The paper deals with the description of particle deposition on walls from a turbulent flow over a large range of particle diameter, using a Langevin PDF model. The first aim of the work is to test how the present Langevin model is able to…

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…

We derive and analyze numerical methods for underdamped (kinetic) Langevin dynamics in a domain with elastic reflection at the boundary. First-order approximations are based on an Euler-type scheme incorporating collision-handling at the…

Concentration inequalities, a major tool in probability theory, quantify how much a random variable deviates from a certain quantity. This paper proposes a systematic convex optimization approach to studying and generating concentration…

We consider the massive Thirring model at finite density in 0+1 dimension. The fermion bag approach, Langevin dynamics and complex Langevin dynamics are adopted to attack the sign problem for this model. Compared with the complex Langevin…

Inverse problems are ubiquitous because they formalize the integration of data with mathematical models. In many scientific applications the forward model is expensive to evaluate, and adjoint computations are difficult to employ; in this…

We generalize the generalized likelihood ratio (GLR) method through a novel push-out Leibniz integration approach. Extending the conventional push-out likelihood ratio (LR) method, our approach allows the sample space to be…

The Generalised Langevin Equation (GLE) method, as developed in Ref. [Phys. Rev. B 89, 134303 (2014)], is used to calculate the dissipative dynamics of systems described at the atomic level. The GLE scheme goes beyond the commonly used…

We propose a new model of turbulence for use in large-eddy simulations (LES). The turbulent force, represented here by the turbulent Lamb vector, is divided in two contributions. The contribution including only subfilter fields is…

We propose a novel kinetic Langevin sampler based on a specific splitting scheme using the exact harmonic Langevin integrator. For strongly log-concave target measures, the sampler exploits a decomposition of the strongly convex potential…

The complex Langevin method is a promising approach to the complex-action problem based on a fictitious time evolution of complexified dynamical variables under the influence of a Gaussian noise. Although it is known to have a restricted…

We introduce a numerical method to integrate the stochastic Landau-Lifshitz-Gilbert equation in spherical coordinates for generic discretization schemes. This method conserves the magnetization modulus and ensures the approach to…