Related papers: Path Integral Monte-Carlo Calculations for Relativ…
We apply the Quasi Monte Carlo (QMC) and recursive numerical integration methods to evaluate the Euclidean, discretized time path-integral for the quantum mechanical anharmonic oscillator and a topological quantum mechanical rotor model.…
As the size of engineered systems grows, problems in reliability theory can become computationally challenging, often due to the combinatorial growth in the cut sets. In this paper we demonstrate how Multilevel Monte Carlo (MLMC) - a…
The strongly coupled electron liquid provides a unique opportunity to study the complex interplay of strong coupling with quantum degeneracy effects and thermal excitations. To this end, we carry out extensive \textit{ab initio} path…
We present a method to compute real-time path integrals numerically, by Monte-Carlo sampling on near-Lefschetz thimbles. We present a collection of tools based on the Lefschetz thimble methods, which together provide an alternative to…
A path integral formalism has been proposed recently for non-equilibrium statistical physics applications by the author. In this contribution we outline an efficient method for its numerical evaluation. The method used is based on the…
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…
We present a new approach to path integral Monte Carlo (PIMC) simulations based on the worm algorithm, originally developed for lattice models and extended here to continuous-space many-body systems. The scheme allows for efficient…
Hamiltonian Monte Carlo (HMC) is a popular Markov chain Monte Carlo (MCMC) algorithm that generates proposals for a Metropolis-Hastings algorithm by simulating the dynamics of a Hamiltonian system. However, HMC is sensitive to large time…
We evaluate numerically-precise Monte Carlo (MC), Quasi-Monte Carlo (QMC) and Randomised Quasi-Monte Carlo (RQMC) methods for computing probabilistic reachability in hybrid systems with random parameters. Computing reachability probability…
We have studied the path integral solution of a system of particle moving in certain class of non-central potential without using Kustannheimo-Stiefel transformation. The Hamiltonian of the system has been converted to a separable…
We present a significant advancement in the field of Langevin Monte Carlo (LMC) methods by introducing the Inexact Proximal Langevin Algorithm (IPLA). This novel algorithm broadens the scope of problems that LMC can effectively address…
We study approximations of evolving probability measures by an interacting particle system. The particle system dynamics is a combination of independent Markov chain moves and importance sampling/resampling steps. Under global regularity…
We present a multilevel Monte Carlo (MLMC) method for the uncertainty quantification of variably saturated porous media flow that are modeled using the Richards' equation. We propose a stochastic extension for the empirical models that are…
We use the Riccati equation method with other ones to establish new oscillation and interval oscillation criteria for linear matrix Hamiltonian systems. We investigate the oscillation problem for linear matrix Hamiltonian systems in a new…
In the first part of this paper we study approximations of trajectories of Piecewise Deter-ministic Processes (PDP) when the flow is not explicit by the thinning method. We also establish a strong error estimate for PDPs as well as a weak…
In my textbook on Quantum Field Theory \cite{tpqft} and in a recent paper \cite{tpejc2018}, I advocated a lattice regularization procedure for defining the path integral for the relativistic particle, using the non-quadratic action…
A Path Integral Monte Carlo method is used to investigate the thermodynamics of nuclear like systems. Systems composed of bosons or fermions interracting via a Lennard-Jones potential with periodic boundary conditions were simulated and the…
Monte Carlo simulations are widely used in many areas including particle accelerators. In this lecture, after a short introduction and reviewing of some statistical backgrounds, we will discuss methods such as direct inversion, rejection…
In many hierarchical inverse problems, not only do we want to estimate high- or infinite-dimensional model parameters in the parameter-to-observable maps, but we also have to estimate hyperparameters that represent critical assumptions in…
The use of random sampling in decision-making and control has become popular with the ease of access to graphic processing units that can generate and calculate multiple random trajectories for real-time robotic applications. In contrast to…