Related papers: Stability of lattice rules and polynomial lattice …
This work concerns the local convergence theory of Newton and quasi-Newton methods for convex-composite optimization: minimize f(x):=h(c(x)), where h is an infinite-valued proper convex function and c is C^2-smooth. We focus on the case…
We consider adaptive increasingly rare Markov chain Monte Carlo (MCMC) algorithms, which are adaptive MCMC methods, where the adaptation concerning the "past'' happens less and less frequently over time. Under a contraction assumption with…
In this paper, we study tractability of $L_2$-approximation of one-periodic functions from weighted Korobov spaces in the worst-case setting. The considered weights are of product form. For the algorithms we allow information from the class…
Frolov's cubature formula on the unit hypercube has been considered important since it attains an optimal rate of convergence for various function spaces. Its integration nodes are given by shrinking a suitable full rank…
We investigate quasi-Monte Carlo rules for the numerical integration of multivariate periodic functions from Besov spaces $S^r_{p,q}B(\mathbb{T}^d)$ with dominating mixed smoothness $1/p<r<2$. We show that order 2 digital nets achieve the…
A non-perturbative algebraic theory of lattice Boltzmann method is developed based on a symmetry of a product. It involves three steps: (i) Derivation of admissible lattices in one spatial dimension through a matching condition which…
We study an optimal control problem under uncertainty, where the target function is the solution of an elliptic partial differential equation with random coefficients, steered by a control function. The robust formulation of the…
We perform a global fit to the CKM unitarity triangle using the latest experimental and theoretical constraints. Our emphasis is on the hadronic weak matrix elements that enter the analysis, which must be computed using lattice QCD or other…
High dimensional integrals are abundant in many fields of research including quantum physics. The aim of this paper is to develop efficient recursive strategies to tackle a class of high dimensional integrals having a special product…
Predicting observables in equilibrium states is a central yet notoriously hard question in quantum many-body systems. In the physically relevant thermodynamic limit, certain mathematical formulations of this task have even been shown to…
In this paper we investigate the approximation properties of the coarse-graining procedure applied to kinetic Monte Carlo simulations of lattice stochastic dynamics. We provide both analytical and numerical evidence that the hierarchy of…
In this project we initiate an investigation of the applicability of Quasi-Monte Carlo methods to lattice field theories in order to improve the asymptotic error behavior of observables for such theories. In most cases the error of an…
We propose a novel combinatorial algorithm for efficient generation of Hamiltonian walks and cycles on a cubic lattice, modeling the conformations of lattice toy proteins. Through extensive tests on small lattices (allowing complete…
Ab initio quantum Monte Carlo (QMC) is a stochastic approach for solving the many-body Schr\"odinger equation without resorting to one-body approximations. QMC algorithms are readily parallelizable via ensembles of $N_w$ walkers, making…
An original spectral study of the compressible hybrid lattice Boltzmann method (HLBM) on standard lattice is proposed. In this framework, the mass and momentum equations are addressed using the lattice Boltzmann method (LBM), while finite…
Let C be the set of all possible quantum states. We study the convex subsets of C with attention focused on the lattice theoretical structure of these convex subsets and, as a result, find a framework capable of unifying several aspects of…
Thermodynamics in the strong coupling limit of lattice QCD has features which may be similar to those of continuum QCD, such as a chiral critical end point and a nuclear liquid gas transition. Here I compare the combinatorics of staggered…
Higher order scrambled digital nets are randomized quasi-Monte Carlo rules which have recently been introduced in [J. Dick, Ann. Statist., 39 (2011), 1372--1398] and shown to achieve the optimal rate of convergence of the root mean square…
Antithetic sampling, which goes back to the classical work by Hammersley and Morton (1956), is one of the well-known variance reduction techniques for Monte Carlo integration. In this paper we investigate its application to digital nets…
The combination of a non-overlapping Schwarz preconditioner and the Hybrid Monte Carlo (HMC) algorithm is shown to yield an efficient simulation algorithm for two-flavour lattice QCD with Wilson quarks. Extensive tests are performed, on…