相关论文: Unification of the complex Langevin method and the…

A new complexity measure named as Lattice Complexity is presented for finite symbolic sequences. This measure is based on the symbolic dynamics of one-dimensional iterative maps and Lempel-Ziv Complexity. To make Lattice Complexity…

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…

We define a class of dynamical systems by modifying a construction due to Tao, which includes certain Furstenburg limits arising from the Liouville function. Most recent progress on the Chowla conjectures and sign patterns of the Mobius and…

We present a general technique for addressing sign problems that arise in Monte Carlo simulations of field theories. This method deforms the domain of the path integral to a manifold in complex field space that maximizes the average sign…

The classical (overdamped) Langevin dynamics provide a natural algorithm for sampling from its invariant measure, which uniquely minimizes an energy functional over the space of probability measures, and which concentrates around the…

It is shown that the solution of generalized Langevin equation can be obtained on the basis of simple comparison of the time scale for the velocity autocorrelation function of a particle (atom, molecule) and of the time scale for the…

The measured time series from complex systems are renowned for their intricate stochastic behavior, characterized by random fluctuations stemming from external influences and nonlinear interactions. These fluctuations take diverse forms,…

This paper discusses the theory and numerical method of two-scale analysis for the multiscale Landau-Lifshitz-Gilbert equation in composite ferromagnetic materials. The novelty of this work can be summarized in three aspects: Firstly, the…

We show how to construct the optimum superstatistical dynamical model for a given experimentally measured time series. For this purpose we generalise the superstatistics concept and study a Langevin equation with a memory kernel whose…

For a system at given temperature, with energy known as a function of a set of variables, we obtain the thermal fluctuation of the evolution of the variables by replacing the phase-space with a lattice and invoking the principle of detailed…

We propose a novel method for sampling from unnormalized Boltzmann densities based on a probability flow ordinary differential equation (ODE) derived from linear stochastic interpolants. The key innovation of our approach is the use of a…

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…

Simulation-based inference (SBI) enables Bayesian analysis when the likelihood is intractable but model simulations are available. Recent advances in statistics and machine learning, including Approximate Bayesian Computation and deep…

The dynamics of a sphere fluidized in a nearly-levitating upflow of air were previously found to be identical to those of a Brownian particle in a two-dimensional harmonic trap, consistent with a Langevin equation [Ojha {\it et al.}, Nature…

A key task in Bayesian machine learning is sampling from distributions that are only specified up to a partition function (i.e., constant of proportionality). One prevalent example of this is sampling posteriors in parametric distributions,…

Sign-based stochastic methods have gained attention due to their ability to achieve robust performance despite using only the sign information for parameter updates. However, the current convergence analysis of sign-based methods relies on…

We discuss two problems in complexified auxiliary fields in fermionic effective models, the auxiliary sign problem associated with the repulsive vector-field and the choice of the cut for the scalar field appearing from the logarithmic…

Basing on our results [1] on a representation of solutions to the Cauchy problem for multidimensional non-viscous Burgers equation obtained by a method of stochastic perturbation of the associated Langevin system, we deduce an explicit…

We propose a novel stochastic method to generate paths conditioned to start in an initial state and end in a given final state during a certain time $t_{f}$. These paths are weighted with a probability given by the overdamped Langevin…

In order to understand the dynamical mechanism of the friction phenomena, we heavily rely on the numerical analysis using various methods: molecular dynamics, Langevin equation, lattice Boltzmann method, Monte Carlo, e.t.c.. We propose a…