Resolving phase transitions with Discontinuous Galerkin methods

We demonstrate the applicability and advantages of Discontinuous Galerkin (DG) schemes in the context of the Functional Renormalization Group (FRG). We investigate the $O(N)$-model in the large $N$ limit. It is shown that the flow equation for the effective potential can be cast into a conservative form. We discuss results for the Riemann problem, as well as initial conditions leading to a first and second order phase transition. In particular, we unravel the mechanism underlying first order phase transitions, based on the formation of a shock in the derivative of the effective potential.Comment: 19 pages, 9 figures, corrected typos, updated references, extended explanation

Comparative study of semiclassical approaches to quantum dynamics

Quantum states can be described equivalently by density matrices, Wigner functions or quantum tomograms. We analyze the accuracy and performance of three related semiclassical approaches to quantum dynamics, in particular with respect to their numerical implementation. As test cases, we consider the time evolution of Gaussian wave packets in different one-dimensional geometries, whereby tunneling, resonance and anharmonicity effects are taken into account. The results and methods are benchmarked against an exact quantum mechanical treatment of the system, which is based on a highly efficient Chebyshev expansion technique of the time evolution operator.Comment: 32 pages, 8 figures, corrected typos and added references; version as publishe

Convergence and qualitative properties of modified explicit schemes for BSDEs with polynomial growth

The theory of Forward-Backward Stochastic Differential Equations (FBSDEs) paves a way to probabilistic numerical methods for nonlinear parabolic PDEs. The majority of the results on the numerical methods for FBSDEs relies on the global Lipschitz assumption, which is not satisfied for a number of important cases such as the Fisher--KPP or the FitzHugh--Nagumo equations. Furthermore, it has been shown in \cite{LionnetReisSzpruch2015} that for BSDEs with monotone drivers having polynomial growth in the primary variable $y$, only the (sufficiently) implicit schemes converge. But these require an additional computational effort compared to explicit schemes. This article develops a general framework that allows the analysis, in a systematic fashion, of the integrability properties, convergence and qualitative properties (e.g.~comparison theorem) for whole families of modified explicit schemes. The framework yields the convergence of some modified explicit scheme with the same rate as implicit schemes and with the computational cost of the standard explicit scheme. To illustrate our theory, we present several classes of easily implementable modified explicit schemes that can computationally outperform the implicit one and preserve the qualitative properties of the solution to the BSDE. These classes fit into our developed framework and are tested in computational experiments.Comment: 49 pages, 3 figure

Loop corrections in spin models through density consistency

Computing marginal distributions of discrete or semidiscrete Markov random fields (MRFs) is a fundamental, generally intractable problem with a vast number of applications in virtually all fields of science. We present a new family of computational schemes to approximately calculate the marginals of discrete MRFs. This method shares some desirable properties with belief propagation, in particular, providing exact marginals on acyclic graphs, but it differs with the latter in that it includes some loop corrections; i.e., it takes into account correlations coming from all cycles in the factor graph. It is also similar to the adaptive Thouless-Anderson-Palmer method, but it differs with the latter in that the consistency is not on the first two moments of the distribution but rather on the value of its density on a subset of values. The results on finite-dimensional Isinglike models show a significant improvement with respect to the Bethe-Peierls (tree) approximation in all cases and with respect to the plaquette cluster variational method approximation in many cases. In particular, for the critical inverse temperature $\beta_{c}$ of the homogeneous hypercubic lattice, the expansion of $\left(d\beta_{c}\right)^{-1}$ around $d=\infty$ of the proposed scheme is exact up to the $d^{-4}$ order, whereas the two latter are exact only up to the $d^{-2}$ order.Comment: 12 pages, 3 figures, 1 tabl