Related papers: A Stochastic Method for Computing Hadronic Matrix …
In this paper, we investigate diagonal estimation for large or implicit matrices, aiming to develop a novel and efficient stochastic algorithm that incorporates adaptive parameter selection. We explore the influence of different eigenvalue…
In this talk, I discuss methods that allow for a systematic and model-independent calculation of the hadron spectrum. These are lattice QCD and/or its corresponding Effective Field Theories. Assorted results are shown and I take the…
Progress in computing the spectrum of excited baryons and mesons in lattice QCD is described. Large sets of spatially-extended hadron operators are used. A new method of stochastically estimating the low-lying effects of quark propagation…
In this paper, it is shown that three-dimensional stochastic Maxwell equations with multiplicative noise are stochastic Hamiltonian partial differential equations possessing a geometric structure (i.e. stochastic mutli-symplectic…
As the use of automotive radar increases, performance limitations associated with radar-to-radar interference will become more significant. In this paper we employ tools from stochastic geometry to characterize the statistics of radar…
In this paper we study stochastic quasi-Newton methods for nonconvex stochastic optimization, where we assume that only stochastic information of the gradients of the objective function is available via a stochastic first-order oracle…
Hadronic matrix elements of proton decay are essential ingredients to bridge the grand unification theory to low energy observables like proton lifetime. In this paper we non-perturbatively calculate the matrix elements, relevant for the…
We consider linearizations of stochastic differential equations with additive noise using the Karhunen-Lo\`eve expansion. We obtain our linearizations by truncating the expansion and writing the solution as a series of matrix-vector…
We report on our on-going project to compute mesonic and baryonic two- and three-point correlation functions in simulations using Nf=2 flavours of O(a) improved Wilson quarks and the Wilson plaquette action. We present performance figures…
We propose and test a new approach to computation of canonical partition functions in lattice QCD at finite density. We suggest a few steps procedure. We first compute numerically the quark number density for imaginary chemical potential…
The key difficulty to develop efficient high-order methods for integrating stochastic differential equations lies in the calculations of the multiple stochastic integrals. This letter suggests a scheme to compute the stochastic integrals…
We propose a method to compute the hadronic vacuum polarization function on the lattice at continuous values of photon momenta bridging between the spacelike and timelike regions. We provide two independent demonstrations to show that this…
We provide a simple method to estimate the parameters of multivariate stochastic volatility models with latent factor structures. These models are very useful as they alleviate the standard curse of dimensionality, allowing the number of…
We introduce a method for calculating individual elements of matrix functions. Our technique makes use of a novel series expansion for the action of matrix functions on basis vectors that is memory efficient even for very large matrices. We…
We consider stochastic volatility models using piecewise constant parameters. We suggest a hybrid optimization algorithm for fitting the models to a volatility surface and provide some numerical results. Finally, we provide an outlook on…
Distillation is a quark-smearing method for the construction of a broad class of hadron operators useful in lattice QCD computations and defined via a projection operator into a vector space of smooth gauge-covariant fields. A new…
We propose some new mixed finite element methods for the time dependent stochastic Stokes equations with multiplicative noise, which use the Helmholtz decomposition of the driving multiplicative noise. It is known [16] that the pressure…
The purpose of this paper is to propose a time-step-robust cell-to-cell integration of particle trajectories in 3-D unstructured meshes in particle/mesh Lagrangian stochastic methods. The main idea is to dynamically update the mean fields…
We propose a two stage procedure for the estimation of the parameters of a fairly general, continuous-time stochastic volatility. An important ingredient of the proposed method is the Cuchiero-Teichmann volatility estimator, which is based…
Probabilistic approach to Boolean matrix factorization can provide solutions robustagainst noise and missing values with linear computational complexity. However,the assumption about latent factors can be problematic in real world…