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We introduce an inferential framework for a wide class of semi-linear stochastic differential equations (SDEs). Recent work has shown that numerical splitting schemes can preserve critical properties of such types of SDEs, give rise to…

Computation · Statistics 2025-07-22 Shu Huang , Richard G. Everitt , Massimiliano Tamborrino , Adam M. Johansen

We investigate the inclusion of variable spins in electronic structure quantum Monte Carlo, with a focus on diffusion Monte Carlo with Hamiltonians that include spin-orbit interactions. Following our previous introduction of fixed-phase…

Computational Physics · Physics 2016-07-27 Cody A. Melton , M. Chandler Bennett , Lubos Mitas

We consider the application of multilevel Monte Carlo methods to elliptic PDEs with random coefficients. We focus on models of the random coefficient that lack uniform ellipticity and boundedness with respect to the random parameter, and…

Numerical Analysis · Mathematics 2012-04-17 A. L. Teckentrup , R. Scheichl , M. B. Giles , E. Ullmann

We point out that Monte Carlo simulations of theories with severe sign problems can be profitably performed over manifolds in complex space different from the one with fixed imaginary part of the action. We describe a family of such…

High Energy Physics - Lattice · Physics 2016-03-22 Andrei Alexandru , Gokce Basar , Paulo F. Bedaque , Gregory W. Ridgway , Neill C. Warrington

Periodic ripples generated from the off-normal incidence ion beam bombardment of solid surfaces have been observed to propagate with a dispersion in the velocity. We investigate this ripple behaviour by means of a Monte Carlo model of the…

Materials Science · Physics 2007-05-23 Emmanuel O. Yewande , Alexander K. Hartmann , Reiner Kree

I study the corrections engendered by the insertion of a "melon" graph in the bulk of the first-order spinfoam used for the graviton propagator. I find that these corrections are highly non-trivial and, in particular, that they concern…

General Relativity and Quantum Cosmology · Physics 2014-03-19 Aldo Riello

A modified version of the spinless Anderson model is studied by means of the continuous-time quantum Monte Carlo method. This study is motivated by the peculiar heavy-fermion behavior observed in certain Samarium compounds, which is…

Strongly Correlated Electrons · Physics 2015-10-28 Annamaria Kiss , Yoshio Kuramoto , Junya Otsuki

We propose a new algorithm based on the Metropolis sampling method to perform Monte Carlo integration for path integrals in the recently proposed formulation of quantum field theories on the Lefschetz thimble. The algorithm is based on a…

Computational Physics · Physics 2013-10-02 Abhishek Mukherjee , Marco Cristoforetti , Luigi Scorzato

A possible solution of the notorious sign problem preventing direct Monte Carlo calculations for systems with non-zero chemical potential is to deform the integration region in the complex plane to a Lefschetz thimble. We investigate this…

High Energy Physics - Lattice · Physics 2016-01-27 Andrei Alexandru , Gokce Basar , Paulo Bedaque

We develop generalization of the fixed-phase diffusion Monte Carlo method for Hamiltonians which explicitly depend on particle spins such as for spin-orbit interactions. The method is formulated in zero variance manner and is similar to…

Strongly Correlated Electrons · Physics 2016-04-13 Cody A. Melton , Minyi Zhu , Shi Guo , Alberto Ambrosetti , Francesco Pederiva , Lubos Mitas

Large language models (LLMs) have achieved significant performance gains via scaling up model sizes and/or data. However, recent evidence suggests diminishing returns from such approaches, motivating scaling the computation spent at…

Machine Learning · Computer Science 2025-08-15 Isha Puri , Shivchander Sudalairaj , Guangxuan Xu , Kai Xu , Akash Srivastava

General elliptic equations with spatially discontinuous diffusion coefficients may be used as a simplified model for subsurface flow in heterogeneous or fractured porous media. In such a model, data sparsity and measurement errors are often…

Numerical Analysis · Mathematics 2022-08-29 Andrea Barth , Robin Merkle

Microscopic processes on surfaces such as adsorption, desorption, diffusion and reaction of interacting particles can be simulated using kinetic Monte Carlo (kMC) algorithms. Even though kMC methods are accurate, they are computationally…

Mathematical Physics · Physics 2013-12-24 Yannis Pantazis , Markos Katsoulakis

We present a universal quantum Monte Carlo algorithm for simulating arbitrary high-spin (spin greater than 1/2) Hamiltonians, based on the recently developed permutation matrix representation (PMR) framework. Our approach extends a…

Computational Physics · Physics 2026-01-27 Arman Babakhani , Lev Barash , Itay Hen

We provide a probabilistic representations of the solution of some semilinear hyperbolicand high-order PDEs based on branching diffusions. These representations pave theway for a Monte-Carlo approximation of the solution, thus bypassing the…

Probability · Mathematics 2018-01-29 Pierre Henry-Labordere , Nizar Touzi

In this work we develop an effective Monte Carlo method for estimating sensitivities, or gradients of expectations of sufficiently smooth functionals, of a reflected diffusion in a convex polyhedral domain with respect to its defining…

Probability · Mathematics 2017-12-01 David Lipshutz , Kavita Ramanan

Monte Carlo algorithms are barely considered in spin foam quantum gravity. Due to the quantum nature of spin foam amplitudes one cannot readily apply them, and the present sign problem is a threat to convergence and thus efficiency. Yet,…

General Relativity and Quantum Cosmology · Physics 2024-07-25 Sebastian Steinhaus

We present the first practical Monte Carlo calculations of the recently proposed Lefschetz thimble formulation of quantum field theories. Our results provide strong evidence that the numerical sign problem that afflicts Monte Carlo…

High Energy Physics - Lattice · Physics 2013-11-15 Marco Cristoforetti , Francesco Di Renzo , Abhishek Mukherjee , Luigi Scorzato

We show that the probability distribution corresponding to a fully random tracial state of a system of spin-S particles satisfies a diffusion-like equation. The diffusion coefficient turns out to be equal to $S(S+1)/6$, where $S$ is the…

Quantum Physics · Physics 2018-01-11 Yamen Hamdouni

We present $\mathtt{\text{sl2cfoam-next}}$, a high-performance software library for computing Lorentzian EPRL spin foam amplitudes. The library improves on previous codes by many orders of magnitude in single-core performance, can be…

General Relativity and Quantum Cosmology · Physics 2021-11-17 Francesco Gozzini