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We develop a gradient-flow theory for time-dependent functionals defined in abstract metric spaces. Global well-posedness and asymptotic behavior of solutions are provided. Conditions on functionals and metric spaces allow to consider the…

Analysis of PDEs · Mathematics 2015-09-15 Lucas C. F. Ferreira , Julio C. Valencia-Guevara

Multi-component lattice Boltzmann models operating in a wide range of fluid viscosity values are developed and examined. The algorithm is constructed with the goal to enable engineering applications without sacrificing simplicity and…

Algorithms based on normalizing flows are emerging as promising machine learning approaches to sampling complicated probability distributions in a way that can be made asymptotically exact. In the context of lattice field theory,…

Accurate and efficient prediction of multi-scale flows remains a formidable challenge. Constructing theoretical models and numerical methods often involves the design and optimization of parameters. While gradient descent methods have been…

Computational Physics · Physics 2026-02-10 Tianbai Xiao

In this work we propose a hierarchy of Monte Carlo methods for sampling equilibrium properties of stochastic lattice systems with competing short and long range interactions. Each Monte Carlo step is composed by two or more sub - steps…

Numerical Analysis · Mathematics 2015-05-30 Evangelia Kalligiannaki , Markos A. Katsoulakis , Petr Plechac , Dionisios G Vlachos

Normalizing flows have arisen as a tool to accelerate Monte Carlo sampling for lattice field theories. This work reviews recent progress in applying normalizing flows to 4-dimensional nonabelian gauge theories, focusing on two advancements:…

High Energy Physics - Lattice · Physics 2025-02-04 Ryan Abbott , Denis Boyda , Daniel C. Hackett , Gurtej Kanwar , Fernando Romero-López , Phiala E. Shanahan , Julian M. Urban

We study correlations between harmonic flow vectors squared measured at different transverse momenta. One of the flow harmonics squared is taken at a fixed transverse momentum and correlated to the momentum averaged harmonic flow squared of…

Nuclear Theory · Physics 2022-04-06 Piotr Bozek , Rupam Samanta

Multifidelity Monte Carlo methods often rely on a preprocessing phase consisting of standard Monte Carlo sampling to estimate correlation coefficients between models of different fidelity to determine the weights and number of samples for…

Data Analysis, Statistics and Probability · Physics 2021-06-29 Todd A. Oliver , Christopher S. Simmons , Robert D. Moser

We construct Monte Carlo methods for the $L^2$-approximation in Hilbert spaces of multivariate functions sampling no more than $n$ function values of the target function. Their errors catch up with the rate of convergence and the…

Numerical Analysis · Mathematics 2018-03-16 David Krieg

We propose a sequential Monte Carlo algorithm for parameter learning when the studied model exhibits random discontinuous jumps in behaviour. To facilitate the learning of high dimensional parameter sets, such as those associated to neural…

Machine Learning · Statistics 2024-12-19 John-Joseph Brady , Yuhui Luo , Wenwu Wang , Víctor Elvira , Yunpeng Li

We propose a mathematical model for fluids in multiphase flows in order to establish a solid theoretical foundation for the study of their complex topology, large geometric deformations, and topological changes such as merging. Our modeling…

Algebraic Topology · Mathematics 2019-02-19 Qinghai Zhang , Zhixuan Li

Calculating the correlation in a sliding window is a common method of statistical evaluation of the interconnect between two sets of data. And although the calculation of a single correlation coefficient is not resource-intensive and…

Data Structures and Algorithms · Computer Science 2018-07-18 Alexey Poyda , Mikhail Zhizhin

In this paper we discuss the possibility of using multilevel Monte Carlo (MLMC) methods for weak approximation schemes. It turns out that by means of a simple coupling between consecutive time discretisation levels, one can achieve the same…

Computational Finance · Quantitative Finance 2014-10-07 Denis Belomestny , Tigran Nagapetyan

We train a deep convolutional neural network to predict hydrodynamic results for flow coefficients, average transverse momenta and charged particle multiplicities in ultrarelativistic heavy-ion collisions from the initial energy density…

High Energy Physics - Phenomenology · Physics 2023-03-09 H. Hirvonen , K. J. Eskola , H. Niemi

Complex systems often show macroscopic coherent behavior due to the interactions of microscopic agents like molecules, cells, or individuals in a population with their environment. However, simulating such systems poses several…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-03-11 Asif Hamid , Danish Rafiq , Shahkar Ahmad Nahvi , Mohammad Abid Bazaz

The adaptive multi-channel method is applied to derive probability distributions from data samples. Moreover, an explicit algorithm is introduced, for which both the channel weights and the channels themselves are adaptive, and which can be…

High Energy Physics - Phenomenology · Physics 2007-05-23 A. van Hameren

Starting with a formally exact diagrammatic kinetic theory for the equilibrium correlation functions of particle density and current fluctuations for a monatomic liquid, we develop a theory for high density liquids whose interatomic…

Statistical Mechanics · Physics 2015-06-17 Kevin R. Pilkiewicz , Hans C. Andersen

We present a hybrid scheme based on classical density functional theory and machine learning for determining the equilibrium structure and thermodynamics of inhomogeneous fluids. The exact functional map from the density profile to the…

Soft Condensed Matter · Physics 2023-12-12 Florian Sammüller , Sophie Hermann , Daniel de las Heras , Matthias Schmidt

We present and motivate an efficient way to include orbital dependent many--body correlations in trial wave function of real--space Quantum Monte Carlo methods for use in electronic structure calculations. We apply our new…

Computational Physics · Physics 2019-10-17 Markus Holzmann , Saverio Moroni

In this article, we present a review of the recent developments on the topic of Multilevel Monte Carlo (MLMC) algorithm, in the paradigm of applications in financial engineering. We specifically focus on the recent studies conducted in two…

Computational Finance · Quantitative Finance 2022-09-30 Devang Sinha , Siddhartha P. Chakrabarty