Related papers: Tuning the Hybrid Monte Carlo algorithm using mole…
Observables which discriminate boosted topologies from massive QCD jets are of great importance for the success of the jet substructure program at the Large Hadron Collider. Such observables, while both widely and successfully used, have…
Harmonic model predictive control (HMPC) is a model predictive control (MPC) formulation which displays several benefits over other MPC formulations, especially when using a small prediction horizon. These benefits, however, come at the…
Strongly correlated fermionic systems are of great interest in condensed matter physics and numerical methods are indispensable tools for their study. However, existing approaches such as exact diagonalization (ED) and stochastic quantum…
Hamiltonian Monte Carlo (HMC) is a popular method in sampling. While there are quite a few works of studying this method on various aspects, an interesting question is how to choose its integration time to achieve acceleration. In this…
This paper concerns a first-order algorithmic technique for a class of optimal control problems defined on switched-mode hybrid systems. The salient feature of the algorithm is that it avoids the computation of Fr\'echet or G\^ateaux…
We consider a special class of linear and quadratic Poisson brackets related to ODE systems with matrix variables. We investigate general properties of such brackets, present an example of a compatible pair of quadratic and linear brackets…
Bayesian model-based clustering is a widely applied procedure for discovering groups of related observations in a dataset. These approaches use Bayesian mixture models, estimated with MCMC, which provide posterior samples of the model…
I describe a generalization of the hybrid Monte Carlo (HMC) algorithm in which the molecular dynamics (MD) steps utilize Nambu generalized Hamiltonian dynamics. Characterized by multiple Hamiltonian functions, this formalism allows me to…
Polynomial approximations to the inverse of the fermion matrix are used to filter the dynamics of the upper energy scales in HMC simulations. The use of a multiple time-scale integration scheme allows the filtered pseudofermions to be…
Hamiltonian integration methods for the Vlasov-Maxwell equations are developed by a Hamiltonian splitting technique. The Hamiltonian functional is split into five parts, i.e., the electrical energy, the magnetic energy, and the kinetic…
We present a new procedure to determine Parton Distribution Functions (PDFs), based on Markov Chain Monte Carlo (MCMC) methods. The aim of this paper is to show that we can replace the standard $\chi^2$ minimization by procedures grounded…
The use of sequential Monte Carlo within simulation for path-dependent option pricing is proposed and evaluated. Recently, it was shown that explicit solutions and importance sampling are valuable for efficient simulation of spot price and…
Some positive answers to the problem of endowing a dynamical system with a Hamiltonian formulation are presented within the class of Poisson structures in a geometric framework. We address this problem on orientable manifolds and by using…
The equations of motion of a single particle subject to an arbitrary electric and a static magnetic field form a Poisson system. We present a second-order time integration method which preserves well the Poisson structure and compare it to…
In sampling tasks, it is common for target distributions to be known up to a normalizing constant. However, in many situations, even evaluating the unnormalized distribution can be costly or infeasible. This issue arises in scenarios such…
In the presence of an inhomogeneous oscillatory electric field, charged particles experience a net force, averaged over the oscillatory timescale, known as the ponderomotive force. We derive a one-dimensional Hamiltonian model which…
We propose a hybrid Monte Carlo (HMC) technique applicable to high-dimensional multivariate normal distributions that effectively samples along chaotic trajectories. The method is predicated on the freedom of choice of the HMC momentum…
Hybrid particle-field molecular dynamics combines standard molecular potentials with density-field models into a computationally efficient methodology that is well-adapted for the study of mesoscale soft matter systems. Here, we introduce a…
We present some aspects of high precision calculations in the context of Lattice Quantum Field Theory. This work is a collection of three studies done during my Ph.D. period. First we present how to use the reweighting technique to…
Observables which distinguish boosted topologies from QCD jets are playing an increasingly important role at the Large Hadron Collider (LHC). These observables are often used in conjunction with jet grooming algorithms, which reduce…