Related papers: Deflated Multigrid Multilevel Monte Carlo
The computation of many correlation functions in lattice QCD is severely hindered by a signal-to-noise problem. Recent developments in the factorization of both the fermion propagator and determinant pave the way for the implementation of…
A recently developed numerical method for the calculation of derivatives of functions of general complex matrices, which can also be combined with implicit matrix function approximations such as Krylov-Ritz type algorithms, is presented. An…
The advantages of using Multi-Step corrections for simulations of lattice gauge theories with dynamical fermions will be discussed. This technique is suited for algorithms based on the Multi-Boson representation of the dynamical fermions as…
We discuss our implementation of dynamical Ginsparg-Wilson type fermions using a stout-smeared chirally improved Dirac operator. Such operators have been studied extensively in quenched calculations within the Bern-Graz-Regensburg (BGR)…
We present a progress report on a new class of multigrid solver algorithm suitable for the solution of 5d chiral fermions such as Domain Wall fermions and the Continued Fraction overlap. Unlike HDCG \cite{Boyle:2014rwa}, the algorithm works…
It has become increasingly important to include one or more individual flavours of dynamical fermion in lattice QCD simulations. This is due in part to the advent of QCD+QED calculations, where isospin symmetry breaking means that the up,…
We propose a multi-index algorithm for the Monte Carlo (MC) discretization of a linear, elliptic PDE with affine-parametric input. We prove an error vs. work analysis which allows a multi-level finite-element approximation in the physical…
Monte Carlo simulations of quantum field theories on a lattice become increasingly expensive as the continuum limit is approached since the cost per independent sample grows with a high power of the inverse lattice spacing. Simulations on…
We propose a new method for Hybrid Monte Carlo (HMC) simulations with odd numbers of dynamical fermions on the lattice. It employs a different approach from polynomial or rational HMC. In this method, gamma-five hermiticity of the lattice…
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…
In this paper a novel modification of the multilevel Monte Carlo approach, allowing for further significant complexity reduction, is proposed. The idea of the modification is to use the method of control variates to reduce variance at level…
Hamiltonian Monte Carlo is a widely used algorithm for sampling from posterior distributions of complex Bayesian models. It can efficiently explore high-dimensional parameter spaces guided by simulated Hamiltonian flows. However, the…
Stochastic optimization in learning and inference often relies on Markov chain Monte Carlo (MCMC) to approximate gradients when exact computation is intractable. However, finite-time MCMC estimators are biased, and reducing this bias…
We discuss the recently proposed multicanonical multigrid Monte Carlo method and apply it to the scalar $\phi^4$-model on a square lattice. To investigate the performance of the new algorithm at the field-driven first-order phase…
Using a dual representation of lattice fermion models that is based on spin-charge transformation and fermionisation of the original description, I derive an algorithm for diagrammatic Monte Carlo simulation of strongly correlated systems.…
This paper addresses optimization problems constrained by partial differential equations with uncertain coefficients. In particular, the robust control problem and the average control problem are considered for a tracking type cost…
A number of applications require the computation of the trace of a matrix that is implicitly available through a function. A common example of a function is the inverse of a large, sparse matrix, which is the focus of this paper. When the…
We study statistical model checking of continuous-time stochastic hybrid systems. The challenge in applying statistical model checking to these systems is that one cannot simulate such systems exactly. We employ the multilevel Monte Carlo…
This work describes methodologies to successfully implement the Implicit Monte Carlo (IMC) scheme for thermal radiative transfer in reduced-precision floating-point arithmetic. The methods used can be broadly categorized into scaling…
Strongly correlated fermionic systems are of great interest in condensed matter physics and numerical methods are indispensable tools for their study. However, existing approaches such as exact diagonalization (ED) and stochastic quantum…