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In this work we present a direct comparison of three different numerical analytic continuation methods: the Maximum Entropy Method, the Backus-Gilbert method and the Schlessinger point or Resonances Via Pad\'{e} method. First, we perform a…

High Energy Physics - Phenomenology · Physics 2019-03-05 Ralf-Arno Tripolt , Philipp Gubler , Maksim Ulybyshev , Lorenz von Smekal

Analytic continuation of numerical data obtained in imaginary time or frequency has become an essential part of many branches of quantum computational physics. It is, however, an ill-conditioned procedure and thus a hard numerical problem.…

Strongly Correlated Electrons · Physics 2016-08-18 Dominic Bergeron , A. -M. S. Tremblay

We report multipronged progress on the stochastic averaging approach to numerical analytic continuation of quantum Monte Carlo data. With the sampled spectrum parametrized with delta-functions in continuous frequency space, a calculation of…

Strongly Correlated Electrons · Physics 2023-01-11 Hui Shao , Anders W. Sandvik

The analytic continuation of imaginary-time quantum Monte Carlo data to extract real-frequency spectra remains a key problem in connecting theory with experiment. Here we present a fast and efficient stochastic optimization method (FESOM)…

Strongly Correlated Electrons · Physics 2016-11-03 F. Bao , Y. Tang , M. Summers , G. Zhang , C. Webster , V. Scarola , T. A. Maier

A simple method for numerical analytic continuation is developed. It is designed to analytically continue the imaginary time (Matsubara frequency) quantum Monte Carlo simulation results to the real time (real frequency) domain. Such a…

Computational Physics · Physics 2018-12-07 Jian Wang , Sudip Chakravarty

This paper presents a reproducible comparison of cubic and radial basis function (RBF) interpolants for multivariate surface analysis. To eliminate evaluation bias, both methods are assessed under a unified slice-wise train/test protocol on…

Graphics · Computer Science 2026-03-12 Mirkan Emir Sancak

Analytic continuation (AC) from the imaginary-time Green's function to the spectral function is a crucial process for numerical studies of the dynamical properties of quantum many-body systems. This process, however, is an ill-posed…

Strongly Correlated Electrons · Physics 2022-01-26 Yuichi Motoyama , Kazuyoshi Yoshimi , Junya Otsuki

We investigate one of the most common analytic continuation techniques in condensed matter physics, namely the Pad\'{e} approximant. Aspects concerning its implementation in the exact muffin-tin orbitals (EMTO) method are scrutinized with…

Materials Science · Physics 2012-12-11 A. Östlin , L. Chioncel , L. Vitos

In this work it is shown how the immersed boundary method of (Peskin2002) for modeling flexible structures immersed in a fluid can be extended to include thermal fluctuations. A stochastic numerical method is proposed which deals with…

Soft Condensed Matter · Physics 2023-02-28 P. J. Atzberger , P. R. Kramer , C. S. Peskin

The reconstruction of spectral functions from Euclidean correlation functions is a well-known, yet ill-posed inverse problem in the fields of many-body and high-energy physics. In this paper, we present a comprehensive investigation of two…

High Energy Physics - Lattice · Physics 2024-04-02 Li Huang , Shuang Liang

A nonintrusive model order reduction method for bilinear stochastic differential equations with additive noise is proposed. A reduced order model (ROM) is designed in order to approximate the statistical properties of high-dimensional…

Numerical Analysis · Mathematics 2025-06-11 M. A. Freitag , J. M. Nicolaus , M. Redmann

This paper presents a structure-preserving Bayesian approach for learning nonseparable Hamiltonian systems using stochastic dynamic models allowing for statistically-dependent, vector-valued additive and multiplicative measurement noise.…

Machine Learning · Statistics 2024-07-23 Nicholas Galioto , Harsh Sharma , Boris Kramer , Alex Arkady Gorodetsky

Analytic continuation is an essential step in extracting information about the dynamical properties of physical systems from quantum Monte Carlo (QMC) simulations. Different methods for analytic continuation have been proposed and are still…

Computational Physics · Physics 2023-02-21 Khaldoon Ghanem , Erik Koch

A novel stochastic technique combining a dilute source grid of $\mathbb{Z}_3$ noise with iterative momentum-smearing is used to study the proton correlation function at rest and in boosted frames on two lattice volumes. The technique makes…

High Energy Physics - Lattice · Physics 2018-12-05 J. -J. Wu , W. Kamleh , D. ~B. Leinweber , R. D. Young , J. M. Zanotti

We formulate the problem of numerical analytic continuation in a way that lets us draw meaningful conclusions about properties of the spectral function based solely on the input data. Apart from ensuring consistency with the input data…

Other Condensed Matter · Physics 2017-01-11 Olga Goulko , Andrey S. Mishchenko , Lode Pollet , Nikolay Prokof'ev , Boris Svistunov

Stochastic approximation is a powerful class of algorithms with celebrated success. However, a large body of previous analysis focuses on stochastic approximations driven by contractive operators, which is not applicable in some important…

Machine Learning · Computer Science 2025-11-21 Ethan Blaser , Shangtong Zhang

We present embedding procedures for the non-Markovian stochastic Schr\"{o}dinger equations, arising from studies of quantum systems coupled with bath environments. By introducing auxiliary wave functions, it is demonstrated that the…

Computational Physics · Physics 2020-05-04 Xiantao Li

Quantum Monte Carlo (QMC) methods are uniquely capable of providing exact simulations of quantum many-body systems. Unfortunately, the applications of a QMC simulation are limited because extracting dynamic properties requires solving the…

We study equations like the Mackey-Glass equations and Nicholson's blowflies equation, each perturbed by a (small) multiplicative noise term. Solutions to these stochastic negative feedback systems persist globally and are bounded above in…

Dynamical Systems · Mathematics 2026-05-15 Mark van den Bosch , Onno van Gaans , Sjoerd Verduyn Lunel

Motivated by the need for efficient estimation of conditional expectations, we consider a least-squares function approximation problem with heavily polluted data. Existing methods that are effective in the small-noise regime are suboptimal…

Machine Learning · Statistics 2026-05-26 Ben Adcock , Bernhard Hientzsch , Akil Narayan , Yiming Xu
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