Related papers: Optimizing the Mellin-Barnes Approach to Numerical…
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…
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…
In this talk I review the connections between Feynman integrals and multiple polylogarithms. After an introductory section on loop integrals I discuss the Mellin-Barnes transformation and shuffle algebras. In a subsequent section multiple…
We discuss several aspects of Mellin transform, including distributional Mellin transform and inversion of multiple Mellin-Barnes integrals in $\mathbb{C}^n$ and its connection to residue expansion or evaluation of Laplace integrals. These…
We compute angular phase-space integrals with three and four denominators analytically, working within dimensional regularisation via the Mellin-Barnes (MB) representation. The approach converts multifold MB integrals into real parametric…
Nested integration problems arise in various scientific and engineering applications, including Bayesian experimental design, financial risk assessment, and uncertainty quantification. These nested integrals take the form $\int f\left(\int…
Quasi-Monte Carlo (QMC) is a powerful method for evaluating high-dimensional integrals. However, its use is typically limited to distributions where direct sampling is straightforward, such as the uniform distribution on the unit hypercube…
A control in feedback form is derived for linear quadratic, time-invariant optimal control problems subject to parabolic partial differential equations with coefficients depending on a countably infinite number of uncertain parameters. It…
For the calculation of multi-loop Feynman integrals, a novel numerical method, the Direct Computation Method (DCM) is developed. It is a combination of a numerical integration and a series extrapolation. In principle, DCM can handle…
Quantum computing and quantum Monte Carlo (QMC) are respectively the state-of-the-art quantum and classical computing methods for understanding many-body quantum systems. Here, we propose a hybrid quantum-classical algorithm that integrates…
We apply the Mellin-Barnes integral representation to several situations of interest in mathematical-physics. At the purely mathematical level, we derive useful asymptotic expansions of different zeta-functions and partition functions.…
The discrete time path integral Monte Carlo (PIMC) with a one-particle density matrix approximation is applied to study the quantum phase transition in the coupled double-well chain. To improve the convergence properties, the exact action…
This study presents a comparative analysis of Monte Carlo (MC) and quasi-Monte Carlo (QMC) methods in the context of derivative pricing, emphasizing convergence rates and the curse of dimensionality. After a concise overview of traditional…
The purely numerical evaluation of multi-loop integrals and amplitudes can be a viable alternative to analytic approaches, in particular in the presence of several mass scales, provided sufficient accuracy can be achieved in an acceptable…
The Mathematica toolkit AMBRE derives Mellin-Barnes (MB) representations for Feynman integrals in d=4-2eps dimensions. It may be applied for tadpoles as well as for multi-leg multi-loop scalar and tensor integrals. AMBRE uses a loop-by-loop…
Mixed Integer Linear Programming (MILP) can be considered the backbone of the modern power system optimization process, with a large application spectrum, from Unit Commitment and Optimal Transmission Switching to verifying Neural Networks…
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…
This chapter is devoted to the computation of equilibrium (thermodynamic) properties of quantum systems. In particular, we will be interested in the situation where the interaction between particles is so strong that it cannot be treated as…
Quantum Monte Carlo (QMC) methods deliver highly accurate electronic structure calculations but are computationally intensive. The quantum Monte Carlo kernel library (QMCkl) provides a modular, portable collection of high-performance…
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…