A Complex Path Around the

Sign Problem
(a multimessenge talk)

Paulo Bedaque,
A.Alexandru, G.Basar, H.Lamm,
S.Lawrence, G.Ridgway, N.Warrington
 The “sign problem”

−S[ϕ] 𝒩
∫ Dϕ 𝒪e 1
𝒩∑
⟨𝒪⟩ = ≈ 𝒪[ϕ]
∫ Dϕ e −S[ϕ] n=1

ϕ distributed ~ e −S

What if S is complex? (finite density, real time, …)

 The “sign problem”

−iSI[ϕ] −SR[ϕ]
∫ Dϕ 𝒪e e
⟨𝒪⟩ =
∫ Dϕ e −iSI[ϕ]e −SR[ϕ]
 The “sign problem”

−iSI[ϕ] −SR[ϕ] −SR[ϕ]

∫ Dϕ 𝒪e e ∫ Dϕ e
⟨𝒪⟩ =
∫ Dϕ e −SR[ϕ] ∫ Dϕ e −iSI[ϕ]e −SR[ϕ]
 The “sign problem”

−iSI[ϕ] −SR[ϕ] −SR[ϕ]

∫ Dϕ 𝒪e e ∫ Dϕ e
⟨𝒪⟩ =
∫ Dϕ e −SR[ϕ] ∫ Dϕ e −iSI[ϕ]e −SR[ϕ]
1 𝒩 −iSI[ϕn]
𝒩
∑n=1 e 𝒪[ϕn] ⟨𝒪e −iSI
⟩SR
≈ =
1
∑
𝒩
e −iSI [ϕn] ⟨e −iSI⟩SR
𝒩 n=1
 The “sign problem”

−iSI[ϕ] −SR[ϕ] −SR[ϕ]

∫ Dϕ 𝒪e e ∫ Dϕ e
⟨𝒪⟩ =
∫ Dϕ e −SR[ϕ] ∫ Dϕ e −iSI[ϕ]e −SR[ϕ]
1 𝒩 −iSI[ϕn]
𝒩
∑n=1 e 𝒪[ϕn] ⟨𝒪e −iSI
⟩SR
≈ =
1
∑
𝒩
e −iSI[ϕn] ⟨e −iSI⟩SR
𝒩 n=1

exponentially small on
spacetime volume
Central idea: deform the contour into the complex
plane:
Z
(z i20)2
p
dxe = ⇡

€
1.0

0.8

0.6
4 × 10173

0.4
2 × 10173

0.2

-3 -2 -1 1 2 3
-3 -2 -1 1 2 3
-2 × 10173

-4 × 10173

Cristoforetti, DiRenzo, Scorzato, ‘12

 How to find good contour deformations ?

• integrands have no pole except at infinity

• outside the “good” asymptotic directions the integral diverges

Z
(hz+z 2 +z 4 )
dz e

integral depends
idle
,
'
: only
good on initial and final
asymptotic
: '
\

directions:
directions homological classes
How to find good deformations ?
method 0: thimbles

Thimbles are the generalization of

steepest descent = constant phase
paths
Problems:

• finding the thimbles that contribute

• sampling isolated thimbles
 How to find good deformations ?
method I: approach the thimbles

d R
i @S R
@S I
= =
tff
d i @S
dt @ Ri @ I
i
A

= ) d Ii @S R @S I
dt @ i = =
dt @ Ii @ R
i

(real) field space gradient flow hamiltonian

of SR , flow of SI,
keeps integral keeps phase fixed
well defined
How to find good deformations ?
method I: approach the thimbles
SR

relevant region
before flow
SR under the flow
How to find good deformations ?
method I: approach the thimbles
SR

relevant region
after flow
SR under the flow
How to find good deformations ?
method I: approach the thimbles
SR

if this integral exists, so does that

1) homology class preserved by the flow

How to find good deformations ?
method I: approach the thimbles
SR
SR

ϕ
<latexit sha1_base64="/CWAeh720fOm1hlGjfM1Hk2o3XQ=">AAAB63icdVDLSsNAFJ3UV62vqks3g0VwFSZpqHZXdOOygn1AG8pkOmmGziRhZiKU0F9w40IRt/6QO//GSVtBRQ9cOJxzL/feE6ScKY3Qh1VaW9/Y3CpvV3Z29/YPqodHXZVkktAOSXgi+wFWlLOYdjTTnPZTSbEIOO0F0+vC791TqVgS3+lZSn2BJzELGcG6kIZpxEbVGrJR3WsgDyLbaTpuo2GIh+pN14WOjRaogRXao+r7cJyQTNBYE46VGjgo1X6OpWaE03llmCmaYjLFEzowNMaCKj9f3DqHZ0YZwzCRpmINF+r3iRwLpWYiMJ0C60j99grxL2+Q6fDSz1mcZprGZLkozDjUCSweh2MmKdF8ZggmkplbIYmwxESbeComhK9P4f+k69qOiejWq7WuVnGUwQk4BefAARegBW5AG3QAARF4AE/g2RLWo/VivS5bS9Zq5hj8gPX2CW0Yjn0=</latexit>

relevant region
after flow
2) sign fluctuations are reduced
 How to find good deformations ?
method I: approach the thimbles

.is#.Ii&
÷€÷€f
;
i

critical point:

§
@ S̄
=0
@ i thimble: SI=const.
N (real) dimensions
⇐

Small regions are mapped (close) to thimbles and

contribute significantly to the integral, SI varies little.
 The algorithm J
⏞
∂ϕ̃
∫ℝN dϕ𝒪 ∂ϕ e −SR−iSI
∫ dϕ𝒪e −SR−iSI ∫ℳ dϕ̃𝒪e −SR−iSI
⟨𝒪⟩ = = =
∫ dϕe −SR−iSI ∫ℳ dϕ̃e −SR−iSI ∂ϕ̃
∫ℝN dϕ ∂ϕ
e −SR−iSI
Seff

∫ℝN dϕ𝒪e −iSI+iIm ln J e −(SR − Re ln J)

=

'€t*()
∫ℝN dϕe −iSI+iIm ln J e −(SR−Re ln J)

'm
⟨𝒪e −iSI+iIm ln J⟩Seff

=
A
=
⟨e −iSI+iIm ln J⟩Seff

"

%
dJij @2S
= Jjk
J = detJ(T ) dt @zi @zk
Jij (0) = I

this is the expensive part

 The algorithm J
⏞
∂ϕ̃
∫ℝN dϕ𝒪 ∂ϕ e −SR−iSI
∫ dϕ𝒪e −SR−iSI ∫ℳ dϕ̃𝒪e −SR−iSI
⟨𝒪⟩ = = =
∫ dϕe −SR−iSI ∫ℳ dϕ̃e −SR−iSI ∂ϕ̃
∫ℝN dϕ ∂ϕ
e −SR−iSI
Seff

∫ℝN dϕ𝒪e −iSI+iIm ln J e −(SR − Re ln J)

=

'€t*()
∫ℝN dϕe −iSI+iIm ln J e −(SR−Re ln J)

'm
𝒪⟨e −iSI+iIm ln J⟩Seff

=
A
=
⟨e −iSI+iIm ln J⟩Seff
our algorithm

"

%
=
Metropolis in the real space,
action Seff and
reweighted phase ei Im(ln J)-i Im(S)
 Case study: massive Thirring model

Z 2
2 ¯a a g ¯a a ¯a a
S = d x ( µ @µ + µ 0 + m) + µ µ
2NF
Z
NF
! 2 d2 xAµ Aµ NF log det ( µ (@µ + Aµ ) + µ 0 + m)
2g
 1 X
A projection of the thimbles: = 2
L x
A0 (x)

Imϕ

0.75
⊗ ⊗

0.70
⊗ ⊗

0.65

-1.5 -1.0 -0.5 0.5 1.0 1.5

Reϕ

critical
points
 1 X
A projection of the thimbles: = 2
L x
A0 (x)

Imϕ

0.75
⊗ ⊗

■ ■ ■ ■
⊗
0.70
⊗ detD=0,
Seff = ∞
thimbles 0.65

-1.5 -1.0 -0.5 0.0 0.5 1.0 1.5

Reϕ

critical
points
 1 X
A projection of the thimbles: = 2
L x
A0 (x)

Imϕ

0.75
⊗ ⊗

■ ■ ■ ■
0.70
⊗ ⊗

same
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-1.5 -1.0 -0.5 0.0 0.5 1.0 1.5

Reϕ
 1 X
A projection of the thimbles: = 2
L x
A0 (x)

Imϕ

0.75
⊗ ⊗

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-1.5 -1.0 -0.5 0.0 0.5 1.0 1.5

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0.65 T=0.01
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-1.5 -1.0 -0.5 0.0 0.5 1.0 1.5

Reϕ
 Case study: massive Thirring model
Wilson, 10 x10 lattice, NF=2, amf=0.3

〈n〉/mf
4 Re〈e-iSI 〉

1.0
3
RN 0.8

0.6
2
RN
0.4
1
0.2

μ/mf
μ/mf 1 2 3 4
0 1 2 3 4

sign problem
Real field calculation
 Case study: massive Thirring model
Wilson, 10 x10 lattice, NF=2, amf=0.3

〈n〉/mf
4 Re〈e-iSI 〉

1.0
N
3 R
0.8
flow=0.0
2
0.6 RN
0.4 flow=0.0
1
0.2

μ/mf
μ/mf 1 2 3 4
0 1 2 3 4

sign problem improved

tangent plane calculation
 Case study: massive Thirring model
Wilson, 10 x10 lattice, NF=2, amf=0.3

〈n〉/mf
4 Re〈e-iSI 〉

RN 1.0
3
flow=0.0 0.8
flow=0.4 RN
0.6
2
flow=0.0
0.4
flow=0.4
1
0.2

μ/mf
μ/mf 1 2 3 4
0 1 2 3 4

flow done with estimators for the jacobian

(difference reweighted)
flowed manifold calculation
 Case study: massive Thirring model
Staggered, NF=2, T/mf=0.302

〈n〉/mf
1.5
Nt ×Nx =10×10
Nt ×Nx =10×20
1.0

0.5

μ/mf
1 2 3 4

thermodynamic limit
 Case study: massive Thirring model
Staggered, NF=2, amf=0.265

a〈n〉
0.25
aT=1/10
0.20 aT=1/20

0.15 aT=1/30 step is missed

0.10
aT=1/40
in a one thimble
0.05 calculation
aμ
0.1 0.2 0.3 0.4 0.5 0.6

cold limit
 Case study: massive Thirring model
Staggered, NF=2, T/mf=0.302, mfL=3.31
〈n〉/mf
2.0
Nt ×Nx =12×12
1.5
Nt ×Nx =16×16

Nt ×Nx =20×20
1.0

0.5 integer
μ/mf
particle number
0.5 1.0 1.5 2.0 2.5 3.0 3.5

continuum limit
 How to find good deformations ?
method I: approach the thimbles

Same method applied to 1+1D QED

where a thimble decomposition does not even exist
 Case study: Real Time Dynamics

Viscosities, conductivities, … require:

Z
0 1 H 0 1 iSc [ ] 0
h (t) (t )i = Tr(e (t) (t )) = D e (t) (t )
Z Z

Tmax
-iβ
Schwinger-Keldish
contour
Test case: The Sign Problem from Hell

Tmax
-iβ

field at a point in the real

axis does not contribute to
the damping factor in eiSc
iIm(iSc )
he i=0
 Problems
•large flow needed (from RN)
•jacobian expensive
•anisotropic proposals
•tangent space in wrong homology class
“Pseudo-fermions” for the jacobian
)*÷ii±÷÷€€

J0 ⌘ = ⌘˜ ⌘˜k = J0 Re(⌘)
¥

•isotropic proposal
•no need to compute det(J0)
⇒
1+1D φ4: nt=10, nx=10, nβ=2, λ=0.1
weak coupling
Cp=0 (t)
real Cp=1 (t)

4
0.5
2

t t
0.5 1.0 1.5 2.0 0.5 1.0 1.5 2.0

-2
-0.5
-4
imaginary

p=0 p=2π/L
1+1D φ4: nt=10, nx=10, nβ=2, λ=0.1
weak coupling
Cp=0 (t) Cp=1 (t)

4
0.5
2

t t
0.5 1.0 1.5 2.0 0.5 1.0 1.5 2.0

-2
-0.5
-4

p=0 p=2π/L
1+1D φ4: nt=10, nx=10, nβ=2, λ=0.1
weak coupling
Cp=0 (t) Cp=1 (t)

4
0.5
2

t t
0.5 1.0 1.5 2.0 0.5 1.0 1.5 2.0

-2
-0.5
-4

p=0 p=2π/L
1+1D φ4: nt=10, nx=10, nβ=2, λ=1.0
strong coupling
Cp=0 (t) Cp=0 (t)

4
real 0.3

0.2
2
0.1

t t
0.5 1.0 1.5 0.5 1.0 1.5
-0.1
-2
-0.2
-4
-0.3

imaginary
p=0 p=2π/L
1+1D φ4: nt=10, nx=10, nβ=2, λ=1.0
strong coupling
Cp=0 (t) Cp=0 (t)

0.3
4
0.2
2
0.1

t t
0.5 1.0 1.5 0.5 1.0 1.5
-0.1
-2
-0.2
-4
-0.3

p=0 p=2π/L
1+1D φ4: nt=10, nx=10, nβ=2, λ=1.0
strong coupling
Cp=0 (t) Cp=0 (t)

0.3
4
0.2
2
0.1

t t
0.5 1.0 1.5 0.5 1.0 1.5
-0.1
-2
-0.2
-4
-0.3

p=0 p=2π/L
 How to find good deformations ?
method II: learnifolds

.is#.Ii&
÷€÷€f
;
i

§
⇐

LT = (rough?) interpolation of points of MT

 Interpolation = learning

€H
x€f)
%

.
⇒
no trapping
continuous map
between manifolds:
ϕ = ϕ̃R + it ϕI
 Interpolation = learning
(xi wi + b) = y

sin(Re(A0 ))

cos(Re(A0 )) Im(A0 )

sin(Re(A1 )) Im(A1 )

cos(Re(A1 ))
outputs:
inputs: Im Aµ(0)
Re Aµ(x)
 How to find good deformations ?
method III: sign optimized manifolds

−S−RelnJ
maximize i(SI+ImJ)
∫ Dϕ̃e
the average ⟨e ⟩=
phase
∫ Dϕ̃e −SR −RelnJ
σ

gradient of eiα computed by a short,

sign-problem free MC run
Mori, Kashiwa&Ohnishi, `17
Alexandru,Bedaque,Lamm&Lawrence, `17
Bursa&Kroyter, `18
 How to find good deformations ?
method III: sign optimized manifolds

−SR −1
∫ℳ Dϕ̃ e (∂λSR − ReTrJ ∂λJ)
∂λ log | ⟨σ⟩ | =
∫ℳ Dϕ̃ e −SR

no sign problem
 How to find good deformations ?
method II: sign optimized manifolds

€H
x€f)
%

.
⇒
no trapping

mapping of manifold: ϕ̃ = ϕ + if(ϕ)

 How to find good deformations ?
method III: sign optimized manifolds
<ψψ>
0.20

2+1D 0.15

Thirring
6x6x6
0.10

model
0.05

μ
0.0 0.2 0.4 0.6 0.8 1.0

factorized ansatz: ϕ̃i = ϕi + if(ϕi)

 How to find good deformations ?
method II: sign optimized manifolds
<ψψ>
0.20

2+1D 0.15

Thirring 0.10

model 8x6x6
0.05

0.00 μ
0.0 0.2 0.4 0.6 0.8 1.0

factorized ansatz: ϕ̃i = ϕi + if(ϕi)

 How to find good deformations ?
method II: sign optimized manifolds
<ψψ>
0.20

2+1D 0.15

Thirring 0.10

model 12x6x6
0.05

0.00 μ
0.0 0.2 0.4 0.6 0.8 1.0

factorized ansatz: ϕ̃i = ϕi + if(ϕi)

How to find good deformations ?
method II: sign optimized manifolds
 To take home:

• Deforming the integration on complex space is a good

thing

• Thimbles are just one possibility

• The beauty is on the (algorithmic) details

• Jacobians are expensive: estimators, “pseudo-fermions”,

(machine learned) ansatze, alternative flows, …

• Better proposals: solved at weak coupling, “pseudo-

fermions”
Previous attempts concentrated on using thimbles. Issues:
•Monte Carlo chain to stay on the thimble (Langevin
Cristoforetti et al. `12, HMC Fuji et al. `13)

•solution of classical e.o.m.=critical point: many thimbles

•which thimbles contribute? maybe only one thimble
matters in the i) thermodynamic limit and/or ii)
continuum limit
We’ll take a different route:

•forget thimbles
•too little flow=sign problem not ameliorated enough
•too much flow=Monte Carlo gets stuck into one region
in field space