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We discuss the problem of possible boundary terms at poles of the drift in the complex Langevin method, which spoil correctness of the method. For the simplest, however paradigmatic cases we can find complete answers. Lessons for more…

高能物理 - 格点 · 物理学 2020-11-18 Erhard Seiler

We propose a system of coupled, real-valued, effective Langevin equations for the nonequilibrium phase transition exhibited by the pair contact process with diffusion (and similar triplet and quadruplet, n-uplet, processes). A combination…

统计力学 · 物理学 2007-05-23 I. Dornic , H. Chaté , M. A. Muñoz

In this article, we provide detailed analysis of the long-time behavior of the underdamped Langevin dynamics. We first provide a necessary condition guaranteeing that the zero-noise dynamical system converges to its unique attractor. We…

概率论 · 数学 2026-03-17 Seungwoo Lee , Mouad Ramil , Insuk Seo

The problem of sampling a target probability distribution on a constrained domain arises in many applications including machine learning. For constrained sampling, various Langevin algorithms such as projected Langevin Monte Carlo (PLMC),…

机器学习 · 统计学 2026-04-07 Yingli Wang , Changwei Tu , Xiaoyu Wang , Lingjiong Zhu

Training-free diffusion priors enable inverse-problem solvers without retraining, but for nonlinear forward operators data consistency often relies on repeated derivatives or inner optimization/MCMC loops with conservative step sizes,…

机器学习 · 计算机科学 2026-04-15 Minwoo Kim , Seunghyeok Shin , Hongki Lim

We develop an efficient sampling method by simulating Langevin dynamics with an artificial force rather than a natural force by using the gradient of the potential energy. The standard technique for sampling following the predetermined…

统计力学 · 物理学 2015-09-30 M. Ohzeki , A. Ichiki

The calculation of disconnected diagram contributions to physical signals is a computationally expensive task in Lattice QCD. To extract the physical signal, the trace of the inverse Lattice Dirac operator, a large sparse matrix, must be…

高能物理 - 格点 · 物理学 2022-12-09 Travis Whyte , Andreas Stathopoulos , Eloy Romero , Kostas Orginos

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…

计算物理 · 物理学 2018-05-28 Andre Souza , Molei Tao

Anticipating bifurcation-induced transitions in dynamical systems has gained relevance in various fields of the natural, social, and economic sciences. Before the annihilation of a system's equilibrium point by means of a bifurcation, the…

动力系统 · 数学 2024-09-06 Andreas Morr , Keno Riechers , Leonardo Rydin Gorjão , Niklas Boers

We continue our simulations of lattice QCD at finite quark-number chemical potential, $\mu$, using the complex-Langevin equation (CLE) with gauge-cooling and adaptive updating. The CLE is used because QCD at finite finite $\mu$ has a…

高能物理 - 格点 · 物理学 2019-10-28 D. K. Sinclair , J. B. Kogut

In this paper we propose a new approach for sampling from probability measures in, possibly, high dimensional spaces. By perturbing the standard overdamped Langevin dynamics by a suitable Stratonovich perturbation that preserves the…

数值分析 · 数学 2019-04-23 Assyr Abdulle , Grigorios A. Pavliotis , Gilles Vilmart

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…

高能物理 - 格点 · 物理学 2011-10-27 Gert Aarts , Frank A. James , Erhard Seiler , Ion-Olimpiu Stamatescu

We propose a new procedure to monitor and forecast the onset of transitions in high dimensional complex systems. We describe our procedure by an application to the Tangled Nature model of evolutionary ecology. The quasi-stable…

适应与自组织系统 · 物理学 2014-12-31 Andrea Cairoli , Duccio Piovani , Henrik Jeldtoft Jensen

In this study, we present continuum limit results for the unpolarized parton distribution function of the nucleon computed in lattice QCD. This study is the first continuum limit using the pseudo-PDF approach with Short Distance…

高能物理 - 格点 · 物理学 2021-11-24 Joseph Karpie , Kostas Orginos , Anatoly Radyushkin , Savvas Zafeiropoulos

We investigate the applicability of complex Langevin dynamics to the three-dimensional XY model at finite chemical potential. To assess correctness, we introduce a new diagnostic based on the configurational temperature (or configurational…

高能物理 - 格点 · 物理学 2025-09-17 Anosh Joseph , Arpith Kumar

Langevin Dynamics is a Stochastic Differential Equation (SDE) central to sampling and generative modeling and is implemented via time discretization. Langevin Monte Carlo (LMC), based on the Euler-Maruyama discretization, is the simplest…

机器学习 · 计算机科学 2025-10-10 Saravanan Kandasamy , Dheeraj Nagaraj

We propose a reflection-free Langevin framework for sampling and optimization on compact polyhedra. The method is based on the inverse Hessian of the logarithmic barrier, which defines a Dikin--Langevin diffusion whose drift and noise adapt…

统计计算 · 统计学 2026-03-17 James Chok , Domenic Petzinna

The kinetic Langevin dynamics finds diverse applications in various disciplines such as molecular dynamics and Hamiltonian Monte Carlo sampling. In this paper, a novel splitting scalar auxiliary variable (SSAV) scheme is proposed for the…

数值分析 · 数学 2025-09-05 Lei Dai , Yingsong Jiang , Xiaojie Wang

We introduce a novel simple algorithm for thermostatting path integral molecular dynamics (PIMD) with the Langevin equation. The staging transformation of path integral beads is employed for demonstration. The optimum friction coefficients…

统计力学 · 物理学 2017-10-17 Jian Liu , Dezhang Li , Xinzijian Liu

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