Related papers: Numerical evaluation of multi-loop integrals
A fully numerical method to calculate loop integrals, a numerical contour-integration method, is proposed. Loop integrals can be interpreted as a contour integral in a complex plane for an integrand with multi-poles in the plane. Stable and…
Quasi-Monte Carlo methods have become the industry standard in computer graphics. For that purpose, efficient algorithms for low discrepancy sequences are discussed. In addition, numerical pitfalls encountered in practice are revealed. We…
We study the numerical computation of an expectation of a bounded function with respect to a measure given by a non-normalized density on a convex body. We assume that the density is log-concave, satisfies a variability condition and is not…
We describe a parallel hybrid symplectic integrator for planetary system integration that runs on a graphics processing unit (GPU). The integrator identifies close approaches between particles and switches from symplectic to Hermite…
This is basically a review of the field of Quasi-Monte Carlo intended for computational physicists and other potential users of quasi-random numbers. As such, much of the material is not new, but is presented here in a style hopefully more…
We study quasi-Monte Carlo (QMC) integration over the multi-dimensional unit cube in several weighted function spaces with different smoothness classes. We consider approximating the integral of a function by the median of several integral…
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.…
We present the Quantum Monte Carlo Integration (QMCI) engine developed by Quantinuum. It is a quantum computational tool for evaluating multi-dimensional integrals that arise in various fields of science and engineering such as finance.…
We present a cross-language C++/Python program for simulations of quantum mechanical systems with the use of Quantum Monte Carlo (QMC) methods. We describe a system for which to apply QMC, the algorithms of variational Monte Carlo and…
We discuss the technique of expansion by regions from a geometric perspective, and its implementation within pySecDec, a toolbox for the evaluation of dimensionally regulated parameter integrals. The program offers an automated way to…
Quasi-Monte Carlo (QMC) method is a useful numerical tool for pricing and hedging of complex financial derivatives. These problems are usually of high dimensionality and discontinuities. The two factors may significantly deteriorate the…
The computation of Feynman integrals is often the bottleneck of multi-loop calculations. We propose and implement a new method to efficiently evaluate such integrals in the physical region through the numerical integration of a suitable set…
We propose numerical integration methods for Choquet integrals where the capacities are given by distortion functions of an underlying probability measure. It relies on the explicit representation of the integrals for step functions and can…
The Multilevel Monte Carlo (MLMC) method has proven to be an effective variance-reduction statistical method for Uncertainty Quantification (UQ) in Partial Differential Equation (PDE) models, combining model computations at different levels…
Practical Quantum Machine Learning (QML) is challenged by noise, limited scalability, and poor trainability in Variational Quantum Circuits (VQCs) on current hardware. We propose a multi-chip ensemble VQC framework that systematically…
Path integral Monte Carlo (PIMC) simulations have become an important tool for the investigation of the statistical mechanics of quantum systems. I discuss some of the history of applying the Monte Carlo method to non-relativistic quantum…
We give an introduction to the calculation of path integrals on a lattice, with the quantum harmonic oscillator as an example. In addition to providing an explicit computational setup and corresponding pseudocode, we pay particular…
A detailed investigation is presented of a set of algorithms which form the basis for a fast and reliable numerical integration of one-loop multi-leg (up to six) Feynman diagrams, with special attention to the behavior around (possibly)…
Two specialized algorithms for the numerical integration of the equations of motion of a Brownian walker obeying detailed balance are introduced. The algorithms become symplectic in the appropriate limits, and reproduce the equilibrium…
We present a new method for the numerical evaluation of arbitrary loop integrals in dimensional regularization. We first derive Mellin-Barnes integral representations and apply an algorithmic technique, based on the Cauchy theorem, to…