Physical review. D. Particles, fields, gravitation, and cosmology/Physical review. D, Particles, fields, gravitation, and cosmology · 2015 · 117 citations · 11 references
Natural SciencesPhysicsComputational PhysicsParticle PhysicsStochastic ProcessesPath Integral FormulationStochastic Differential EquationsFinite Density Quantum ChromodynamicsFokker - Planck EquationFokker-planck EquationsFokker-planck TheorySingularitiesStochastic Integrals
The complex Langevin method aims at performing path integral with a complex action numerically based on complexification of the original real dynamical variables. One of the poorly understood issues concerns occasional failure in the presence of logarithmic singularities in the action, which appear, for instance, from the fermion determinant in finite density QCD. We point out that the failure should be attributed to the breakdown of the relation between the complex weight that satisfies the Fokker-Planck equation and the probability distribution associated with the stochastic process. In fact, this problem can occur, in general, when the stochastic process involves a singular drift term. We show, however, in a simple example that there exists a parameter region in which the method works, although the standard reweighting method is hardly applicable.
11
Giorgio Parisi · Physics Letters B · 1983 · 425 citations
P.H. Damgaard, Helmuth Hüffel · Physics Reports · 1987 · 361 citations
Complex Langevin: etiology and diagnostics of its main problem
Gert Aarts, Frank A. J. L. James, Erhard Seiler et al. · The European Physical Journal C · 2011 · 224 citations · Full text