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Recently Prosen and Mej\'ia-Monasterio (J. Phys. A: Math. Theor. 49 (2016) 185003) obtained exact nonequilibrium steady states of an integrable and reversible cellular automaton driven by some stochastic boundary conditions. In this paper,…
A set of four scalar conditions involving normal components of the fields D and B and their normal derivatives at a planar surface is introduced, among which different pairs can be chosen to represent possible boundary conditions for the…
Quantum Monte Carlo methods are used to calculate various ground state properties of charged bosons in two dimensions, throughout the whole density range where the fluid phase is stable. Wigner crystallization is predicted at $r_s\simeq…
The multilevel Monte Carlo method is applied to an academic example in the field of electromagnetism. The method exhibits a reduced variance by assigning the samples to multiple models with a varying spatial resolution. For the given…
Continuous state spaces and stochastic, switching dynamics characterize a number of rich, realworld domains, such as robot navigation across varying terrain. We describe a reinforcementlearning algorithm for learning in these domains and…
I propose a new algorithm, a free energy Monte Carlo algorithm, for calculations where conventional Monte Carlo simulations struggle with ergodicity problems. The simplest version of the proposed algorithm allows for the determination of…
We consider test strings and test branes ending on D$p$-branes ($p\le 6$) and NS5-branes in the background, for a heuristic understanding of the dynamics. Whenever some supersymmetry is preserved, a simple BPS bound appears, but the central…
Given a real matrix A with n columns, the problem is to approximate the Gram product AA^T by c << n weighted outer products of columns of A. Necessary and sufficient conditions for the exact computation of AA^T (in exact arithmetic) from c…
We introduce a general Monte Carlo scheme for achieving atomistic simulations with monoelectronic Hamiltonians including the thermalization of both nuclear and electronic degrees of freedom. The kinetic Monte Carlo algorithm is used to…
We consider Monte Carlo methods for simulating solutions to the analogue of the Dirichlet boundary-value problem in which the Laplacian is replaced by the fractional Laplacian and boundary conditions are replaced by conditions on the…
Techniques for simulating molecules whose conformations satisfy constraints are presented. A method for selecting appropriate moves in Monte Carlo simulations is given. The resulting moves not only obey the constraints but also maintain…
Equipping the probability space with a local Dirichlet form with square field operator \Gamma and generator A allows to improve Monte Carlo simulations of expectations and densities as soon as we are able to simulate a random variable X…
We study linear nonautonomous parabolic systems with dynamic boundary conditions. Next, we apply these results to show a theorem of local existence and uniqueness of a classical solution to a second order quasilinear system with nonlinear…
We propose a new Monte Carlo method for efficiently sampling trajectories with fixed initial and final conditions in a system with discrete degrees of freedom. The method can be applied to any stochastic process with local interactions,…
We will show how it is possible to generate entangled states out of unentangled ones on a bipartite system by means of dynamical boundary conditions. The auxiliary system is defined by a symmetric but not self-adjoint Hamiltonian and the…
We study a two-dimensional fluid of dipolar hard disks by Monte Carlo simulations in a square with periodic boundary conditions and on the surface of a sphere. The theory of the dielectric constant and the asymptotic behaviour of the…
We are interested in the online prediction of the electricity load, within the Bayesian framework of dynamic models. We offer a review of sequential Monte Carlo methods, and provide the calculations needed for the derivation of so-called…
We study carefully the problem of the bootstrap on the half line. We show why one needs the full set of constraints derived from the Stieltjes theorem on the moment problem by reexamining previous results on the hydrogen atom. We also study…
Frustrated spin systems generically suffer from the negative sign problem inherent to Monte Carlo methods. Since the severity of this problem is formulation dependent, optimization strategies can be put forward. We introduce a phase pinning…
We present a general method of analyzing the influence of finite size and boundary effects on the dynamics of localized solutions of non-linear spatially extended systems. The dynamics of localized structures in infinite systems involve…