Related papers: High order Chin actions in path integral Monte Car…
The unitary equal-mass Fermi gas with zero-range interactions constitutes a paradigmatic model system that is relevant to atomic, condensed matter, nuclear, particle, and astro physics. This work determines the fourth-order virial…
I describe the first continuous space nuclear path integral quantum Monte Carlo method, and calculate the ground state properties of light nuclei including Deuteron, Triton, Helium-3 and Helium-4, using both local chiral interaction up to…
An improved real-time quantum Monte Carlo procedure is presented and applied to describe the electronic transfer dynamics along molecular chains. The model consists of discrete electronic sites coupled to a thermal environment which is…
The use of sequential Monte Carlo within simulation for path-dependent option pricing is proposed and evaluated. Recently, it was shown that explicit solutions and importance sampling are valuable for efficient simulation of spot price and…
This study introduces a computationally efficient algorithm, delayed acceptance Markov chain Monte Carlo (DA-MCMC), designed to improve posterior simulation in quasi-Bayesian inference. Quasi-Bayesian methods, which do not require fully…
We present a Monte-Carlo simulation algorithm for real-time policy improvement of an adaptive controller. In the Monte-Carlo simulation, the long-term expected reward of each possible action is statistically measured, using the initial…
We present new high order approximations schemes for the Cox-Ingersoll-Ross (CIR) process that are obtained by using a recent technique developed by Alfonsi and Bally (2021) for the approximation of semigroups. The idea consists in using a…
Conformal higher spin (CHS) fields, despite being non unitary, provide a remarkable example of a consistent interacting higher spin theory in flat space background, that is local to all orders. The non-linear action is defined as the…
We propose a new algorithm which works effectively in global updates in Monte Carlo study. We apply it to the quantum spin chain with next-nearest-neighbor interactions. We observe that Monte Carlo results are in excellent agreement with…
Hamiltonian Monte Carlo (HMC) is a popular method in sampling. While there are quite a few works of studying this method on various aspects, an interesting question is how to choose its integration time to achieve acceleration. In this…
We introduce a family of fourth order two-step methods that preserve the energy function of canonical polynomial Hamiltonian systems. Each method in the family may be viewed as a correction of a linear two-step method, where the correction…
We present a novel strategy to strongly reduce the severity of the sign problem, using line integrals along paths of changing imaginary action. Highly oscillating regions along these paths cancel out, decreasing their contributions. As a…
Quantum Monte Carlo method with operator-loop update is a powerful technique that has been extensively used with great success in condensed matter physics. It enables one to sample from thermal and ground states of local Hamiltonians of…
Tau-leaping is a popular discretization method for generating approximate paths of continuous time, discrete space, Markov chains, notably for biochemical reaction systems. To compute expected values in this context, an appropriate…
Computer simulation with Monte Carlo is an important tool to investigate the function and equilibrium properties of many systems with biological and soft matter materials solvable in solvents. The appropriate treatment of long-range…
To minimise systematic errors in Monte Carlo simulations of charged particles, long range electrostatic interactions have to be calculated accurately and efficiently. Standard approaches, such as Ewald summation or the naive application of…
We established a new eighth-order iterative method, consisting of three steps, for solving nonlinear equations. Per iteration the method requires four evaluations (three function evaluations and one evaluation of the first derivative).…
We present a concise way to calculate force for Hybrid Monte Carlo with improved actions using the fact that changes in thin and smeared link matrices lie in their respective tangent vector spaces. Since hypercubic smearing schemes are very…
We propose an efficient Monte Carlo algorithm for the off-lattice simulation of dense hard sphere polymer melts using cluster moves, called event chains, which allow for a rejection-free treatment of the excluded volume. Event chains also…
We construct a higher-order adaptive method for strong approximations of exit times of It\^o stochastic differential equations (SDE). The method employs a strong It\^o--Taylor scheme for simulating SDE paths, and adaptively decreases the…