Related papers: Optimizing the Mellin-Barnes Approach to Numerical…
We investigate the feasibility of integrating quantum algorithms as subroutines of simulation-based optimisation problems with relevance to and potential applications in mathematical finance. To this end, we conduct a thorough analysis of…
In modern quantum field theory, one of the most important tasks is the calculation of loop integrals. Loop integrals appear when evaluating the Feynman diagrams with one or more loops by integrating over the internal momenta. Even though…
Electronic structure of the manganese oxide solid is studied by the quantum Monte Carlo (QMC) methods. The trial wavefunctions are built using orbitals from unrestricted Hartree-Fock and Density Functional Theory, and the electron-electron…
Conditional Monte Carlo or pre-integration is a powerful tool for reducing variance and improving the regularity of integrands when using Monte Carlo and quasi-Monte Carlo (QMC) methods. To select the variable to pre-integrate, one must…
Mellin-Barnes (MB) integrals appear in various branches of physics and mathematics and are, in particular, used as a standard tool for evaluating multi-loop, multi-scale Feynman integrals both analytically and numerically. Recent geometric…
Monte Carlo integration is a commonly used technique to compute intractable integrals and is typically thought to perform poorly for very high-dimensional integrals. To show that this is not always the case, we examine Monte Carlo…
Calculations of observables in Quantum Chromodynamics are typically performed using a method that combines numerical integrations over the momenta of final state particles with analytical integrations over the momenta of virtual particles.…
We consider the problem of estimating expectations with respect to a target distribution with an unknown normalizing constant, and where even the unnormalized target needs to be approximated at finite resolution. This setting is ubiquitous…
We study signal processing tasks in which the signal is mapped via some generalized time-frequency transform to a higher dimensional time-frequency space, processed there, and synthesized to an output signal. We show how to approximate such…
The quantum Monte Carlo (QMC) is one of the most promising many-body electronic structure approaches. It employs stochastic techniques for solving the stationary Schr\" odinger equation and for evaluation of expectation values. The key…
Polaron tunneling is a prominent example of a problem characterized by different energy scales, for which the standard quantum Monte Carlo methods face a slowdown problem. We propose a new quantum-tunneling Monte Carlo (QTMC) method which…
In this article, we propose a space-time Multi-Index Monte Carlo (MIMC) estimator for a one-dimensional parabolic stochastic partial differential equation (SPDE) of Zakai type. We compare the complexity with the Multilevel Monte Carlo…
In this work, we consider the problem of estimating the probability distribution, the quantile or the conditional expectation above the quantile, the so called conditional-value-at-risk, of output quantities of complex random differential…
Quasi-Monte Carlo algorithms are studied for designing discrete approximations of two-stage linear stochastic programs. Their integrands are piecewise linear, but neither smooth nor lie in the function spaces considered for QMC error…
We present in detail a formulation of the shell model as a path integral and Monte Carlo techniques for its evaluation. The formulation, which linearizes the two-body interaction by an auxiliary field, is quite general, both in the form of…
The numerically exact path integral Monte Carlo approach for the real-time evolution of dissipative quantum systems (PIMC), particularly suited for systems with discrete configuration space (tight-binding systems), is extended to treat…
The ongoing progress in quantum technologies has fueled a sustained exploration of their potential applications across various domains. One particularly promising field is quantitative finance, where a central challenge is the pricing of…
In the absence of a fermion sign problem, auxiliary field (or determinantal) quantum Monte Carlo (DQMC) approaches have long been the numerical method of choice for unbiased, large-scale simulations of interacting many-fermion systems. More…
The computational complexity of naive, sampling-based uncertainty quantification for 3D partial differential equations is extremely high. Multilevel approaches, such as multilevel Monte Carlo (MLMC), can reduce the complexity significantly,…
A number of irreducible master integrals for L-loop sunrise-type and bubble Feynman diagrams with generic values of masses and external momenta are explicitly evaluated via Mellin-Barnes representation.