相关论文: Selected inversion as key to a stable Langevin evo…

A general method is proposed which allows one to estimate drift and diffusion coefficients of a stochastic process governed by a Langevin equation. It extends a previously devised approach [R. Friedrich et al., Physics Letters A 271, 217…

For a given target density, there exist an infinite number of diffusion processes which are ergodic with respect to this density. As observed in a number of papers, samplers based on nonreversible diffusion processes can significantly…

The task of sampling from a high-dimensional distribution $\pi$ on $\R^d$ is a fundamental algorithmic problem with applications throughout statistics, engineering, and the sciences. Consider the Langevin diffusion on $\R^d$ \begin{align*}…

Transition of a system between two states is an important but difficult problem in natural science. In this article we study the transition problem in the framework of transition path ensemble. Using the overdamped Langevin method, we…

We summarise recent progress in simulating QCD at nonzero baryon density using complex Langevin dynamics. After a brief outline of the main idea, we discuss gauge cooling as a means to control the evolution. Subsequently we present a status…

Periodic operation often emerges as the economically optimal mode in industrial processes, particularly under varying economic or environmental conditions. This paper proposes a robust model predictive control (MPC) framework for uncertain…

Cross-Correlation random matrices have emerged as a promising indicator of phase transitions in spin systems. The core concept is that the evolution of magnetization encapsulates thermodynamic information [R. da Silva, Int. J. Mod. Phys. C,…

Stochastic quantization offers the opportunity to simulate field theories with a complex action. In some theories unstable trajectories are prevalent when a constant stepsize is employed. We construct algorithms for generating an adaptive…

We present a latent diffusion-based differentiable inversion method (LD-DIM) for PDE-constrained inverse problems involving high-dimensional spatially distributed coefficients. LD-DIM couples a pretrained latent diffusion prior with an…

QCD at non-zero chemical potential ($\mu$) for quark number has a complex fermion determinant and thus standard simulation methods for lattice QCD cannot be applied. We therefore simulate this theory using the Complex-Langevin algorithm…

We introduce numerical methods for simulating the diffusive motion of rigid bodies of arbitrary shape immersed in a viscous fluid. We parameterize the orientation of the bodies using normalized quaternions, which are numerically robust,…

We present results on the ballistic and diffusive behavior of the Langevin dynamics in a periodic potential that is driven away from equilibrium by a space-time periodic driving force, extending some of the results obtained by Collet and…

We study an overdamped Langevin equation on the $d$-dimensional torus with stationary distribution proportional to~$p = e^{-U / \kappa}$. When~$U$ has multiple wells the mixing time of the associated process is exponentially large (of…

In this paper, we derive differential conditions guaranteeing the orbital stability of nonlinear hybrid limit cycles. These conditions are represented as a series of pointwise linear matrix inequalities (LMI), enabling the search for…

QCD at finite quark-/baryon-number density, which describes nuclear matter, has a sign problem which prevents direct application of standard simulation methods based on importance sampling. When such finite density is implemented by the…

We propose a solution for linear inverse problems based on higher-order Langevin diffusion. More precisely, we propose pre-conditioned second-order and third-order Langevin dynamics that provably sample from the posterior distribution of…

We demonstrate that at finite density and sufficiently high temperatures, phase-quenched (PQ) lattice simulations combined with perturbation theory provide a new precision approach to determining the thermodynamics of QCD across a wide arc…

Gradient Langevin dynamics and a variety of its variants have attracted increasing attention owing to their convergence towards the global optimal solution, initially in the unconstrained convex framework while recently even in convex…

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

We provide a refined explicit estimate of exponential decay rate of underdamped Langevin dynamics in $L^2$ distance, based on a framework developed in [1]. To achieve this, we first prove a Poincar\'{e}-type inequality with Gibbs measure in…