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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…

Mathematical Finance · Quantitative Finance 2023-11-20 Jorge Ignacio González Cázares , Aleksandar Mijatović

In numerical magnetohydrodynamics (MHD), a major challenge is maintaining zero magnetic field-divergence (div-B). Constrained transport (CT) schemes can achieve this at high accuracy, but have generally been restricted to very specific…

Instrumentation and Methods for Astrophysics · Physics 2017-07-11 Philip F. Hopkins

Hamiltonian Monte Carlo (HMC) algorithms which combine numerical approximation of Hamiltonian dynamics on finite intervals with stochastic refreshment and Metropolis correction are popular sampling schemes, but it is known that they may…

Computation · Statistics 2022-08-16 Peter A. Whalley , Daniel Paulin , Benedict Leimkuhler

A new computational method for finite-temperature properties of strongly correlated electrons is proposed by extending the variational Monte Carlo method originally developed for the ground state. The method is based on the path integral in…

Strongly Correlated Electrons · Physics 2016-06-10 Kensaku Takai , Kota Ido , Takahiro Misawa , Youhei Yamaji , Masatoshi Imada

We present a quantum impurity solver based on a pseudo-particle framework, which combines diagrammatic resummations for a three-point vertex with diagrammatic Monte Carlo sampling of a four-point vertex. This recently proposed approach [A.…

Strongly Correlated Electrons · Physics 2022-09-07 Aaram J. Kim , Jiajun Li , Martin Eckstein , Philipp Werner

The hybrid Monte Carlo (HMC) algorithm is arguably the most efficient sampling method for general probability distributions of continuous variables. Together with exact Fourier acceleration (EFA) the HMC becomes equivalent to direct…

High Energy Physics - Lattice · Physics 2025-07-23 Johann Ostmeyer

This paper introduces a novel formulation of the clustering problem, namely the Minimum Sum-of-Squares Clustering of Infinitely Tall Data (MSSC-ITD), and presents HPClust, an innovative set of hybrid parallel approaches for its effective…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-06-26 Ravil Mussabayev , Rustam Mussabayev

Using a dual representation of lattice fermion models that is based on spin-charge transformation and fermionisation of the original description, I derive an algorithm for diagrammatic Monte Carlo simulation of strongly correlated systems.…

Strongly Correlated Electrons · Physics 2018-02-21 Johan Carlström

In this paper, a non-linear p-robust hub location problem is extended to a risky environment where augmented chance constraint with a min-max regret form is employed to consider network risk as one of the objectives. The model considers…

Optimization and Control · Mathematics 2017-02-02 Saeid Abbasi Parizi , Mahdi Bashiri , Andrew Eberhard

We investigate the performance of the hybrid Monte Carlo algorithm in updating non-trivial global topological structures. We find that the hybrid Monte Carlo algorithm has serious problems decorrelating the global topological charge. This…

High Energy Physics - Lattice · Physics 2016-08-15 G. Boyd , B. Allés , M. D'Elia , A. Di Giacomo , E. Vicari

We develop Hybrid Monte Carlo (HMC) algorithms for constrained Hamiltonian systems of gauge- Higgs models and introduce a new observable for the constraint effective Higgs potential. We use an extension of the so-called Rattle algorithm to…

High Energy Physics - Lattice · Physics 2020-05-15 Michael Günther , Roman Höllwieser , Francesco Knechtli

The numerical sign problem remains one of the central challenges in computational physics. The Worldvolume Hybrid Monte Carlo (WV-HMC) method has recently been proposed as a reliable and computationally efficient algorithm that crucially…

High Energy Physics - Lattice · Physics 2026-03-31 Masafumi Fukuma

We review Sweeny's algorithm for Monte Carlo simulations of the random cluster model. Straightforward implementations suffer from the problem of computational critical slowing down, where the computational effort per edge operation scales…

Computational Physics · Physics 2015-03-19 Eren Metin Elçi , Martin Weigel

The Hybrid Monte Carlo (HMC) algorithm currently is the favorite scheme to simulate quantum chromodynamics including dynamical fermions. In this talk-which is intended for a non-expert audience--I want to bring together methodical and…

High Energy Physics - Lattice · Physics 2009-10-30 Thomas Lippert

We introduce a Monte-Carlo algorithm for the simulation of charged particles moving in the continuum. Electrostatic interactions are not instantaneous as in conventional approaches, but are mediated by a constrained, diffusing electric…

Soft Condensed Matter · Physics 2009-11-10 Joerg Rottler , A. C. Maggs

Quantum computing and quantum Monte Carlo (QMC) are respectively the state-of-the-art quantum and classical computing methods for understanding many-body quantum systems. Here, we propose a hybrid quantum-classical algorithm that integrates…

Quantum Physics · Physics 2025-11-17 Yukun Zhang , Yifei Huang , Jinzhao Sun , Dingshun Lv , Xiao Yuan

We introduce an algorithm for treating growth on surfaces which combines important features of continuum methods (such as the level-set method) and Kinetic Monte Carlo (KMC) simulations. We treat the motion of adatoms in continuum theory,…

Materials Science · Physics 2009-11-10 G. Russo , L. M. Sander , P. Smereka

Real-world problems often require reasoning about hybrid beliefs, over both discrete and continuous random variables. Yet, such a setting has hardly been investigated in the context of planning. Moreover, existing online Partially…

Artificial Intelligence · Computer Science 2023-05-04 Moran Barenboim , Moshe Shienman , Vadim Indelman

Recent years have seen significant advances in quantum/quantum-inspired technologies capable of approximately searching for the ground state of Ising spin Hamiltonians. The promise of leveraging such technologies to accelerate the solution…

Optimization and Control · Mathematics 2024-01-24 Robin Brown , David E. Bernal Neira , Davide Venturelli , Marco Pavone

Currently, many machine learning algorithms contain lots of iterations. When it comes to existing large-scale distributed systems, some slave nodes may break down or have lower efficiency. Therefore traditional machine learning algorithm…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-12-22 Junxiong Wang , Hongzhi Wang , Chenxu Zhao