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Title: Localised distributions and criteria for correctness in complex Langevin dynamics

Complex Langevin dynamics can solve the sign problem appearing in numerical simulations of theories with a complex action. In order to justify the procedure, it is important to understand the properties of the real and positive distribution, which is effectively sampled during the stochastic process. In the context of a simple model, we study this distribution by solving the Fokker–Planck equation as well as by brute force and relate the results to the recently derived criteria for correctness. We demonstrate analytically that it is possible that the distribution has support in a strip in the complexified configuration space only, in which case correct results are expected. -- Highlights: •Characterisation of the equilibrium distribution sampled in complex Langevin dynamics. •Connection between criteria for correctness and breakdown. •Solution of the Fokker–Planck equation in the case of real noise. •Analytical determination of support in complexified space.
Authors:
 [1] ;  [1] ;  [2]
  1. Department of Physics, College of Science, Swansea University, Swansea (United Kingdom)
  2. Max-Planck-Institut für Physik (Werner-Heisenberg-Institut), München (Germany)
Publication Date:
OSTI Identifier:
22224222
Resource Type:
Journal Article
Resource Relation:
Journal Name: Annals of Physics (New York); Journal Volume: 337; Other Information: Copyright (c) 2013 Elsevier Science B.V., Amsterdam, The Netherlands, All rights reserved.; Country of input: International Atomic Energy Agency (IAEA)
Country of Publication:
United States
Language:
English
Subject:
97 MATHEMATICAL METHODS AND COMPUTING; COMPUTERIZED SIMULATION; EQUILIBRIUM; FOKKER-PLANCK EQUATION; NOISE; SPACE; STOCHASTIC PROCESSES