Related papers: 'carlomat', A program for automatic computation of…
A program package for MATLAB is introduced that helps calculations in quantum information science and quantum optics. It has commands for the following operations: (i) Reordering the qudits of a quantum register, computing the reduced state…
Monte Carlo (MC) simulations of lattice models are a widely used way to compute thermodynamic properties of substitutional alloys. A limitation to their more widespread use is the difficulty of driving a MC simulation in order to obtain the…
We design and implement a novel algorithm for computing a multilevel Monte Carlo (MLMC) estimator of the cumulative distribution function of a quantity of interest in problems with random input parameters or initial conditions. Our approach…
In the day-to-day operation of a power system, the system operator repeatedly solves short-term generation planning problems. When formulating these problems the operators have to weigh the risk of costly failures against increased…
We propose a novel Continuation Multi Level Monte Carlo (CMLMC) algorithm for weak approximation of stochastic models. The CMLMC algorithm solves the given approximation problem for a sequence of decreasing tolerances, ending when the…
The Multilevel Monte Carlo (MLMC) approach usually works well when estimating the expected value of a quantity which is a Lipschitz function of intermediate quantities, but if it is a discontinuous function it can lead to a much slower…
We consider a multi-step algorithm for the computation of the historical expected shortfall such as defined by the Basel Minimum Capital Requirements for Market Risk. At each step of the algorithm, we use Monte Carlo simulations to reduce…
A Monte Carlo program is presented for the computation of the most general cross section for two-photon production in e+e- collisions at fixed two-photon invariant mass W. Functions implemented for the five gamma* gamma* structure functions…
Monte Carlo simulation is an unbiased numerical tool for studying classical and quantum many-body systems. One of its bottlenecks is the lack of general and efficient update algorithm for large size systems close to phase transition or with…
We present a next generation of multi-particle Monte Carlo (MC) Event generators for LHC and ILC for the MSSM, namely the three program packages Madgraph/MadEvent, WHiZard/O'Mega and Sherpa/Amegic++. The interesting but difficult…
We develop a novel Monte Carlo algorithm for the vector consisting of the supremum, the time at which the supremum is attained and the position at a given (constant) time of an exponentially tempered L\'evy process. The algorithm, based on…
We present results of an extensive test program of a group of pseudorandom number generators which are commonly used in the applications of physics, in particular in Monte Carlo simulations. The generators include public domain programs,…
Efficient and accurate algorithm for partition function, free energy and thermal entropy calculations is of great significance in statistical physics and quantum many-body physics. Here we present an unbiased but low-technical-barrier…
Gaussian process is a very promising novel technology that has been applied to both the regression problem and the classification problem. While for the regression problem it yields simple exact solutions, this is not the case for the…
By putting together an abstract view on quantum mechanics and a quantum-optics picture of the interactions of an atom with light, we develop a corresponding set of C++ classes that set up the numerical analysis of an atom with an arbitrary…
Pluto is a Monte-Carlo event generator designed for hadronic interactions from Pion production threshold to intermediate energies of a few GeV per nucleon, as well as for studies of heavy ion reactions. This report gives an overview of the…
We describe an efficient algorithm to compute forces in quantum Monte Carlo using adjoint algorithmic differentiation. This allows us to apply the space warp coordinate transformation in differential form, and compute all the 3M force…
Computational mechanics, an approach to structural complexity, defines a process's causal states and gives a procedure for finding them. We show that the causal-state representation--an $\epsilon$-machine--is the minimal one consistent with…
Negatively weighted events, which appear in the Monte Carlo (MC) simulation of particle collisions, significantly increases the computational resource requirements of current and future collider experiments. This paper introduces and…
Multilevel Monte Carlo can efficiently compute statistical estimates of discretized random variables, for a given error tolerance. Traditionally, only a certain statistic is computed from a particular implementation of multilevel Monte…