Related papers: Qsurf: compressed QMC integration on parametric su…

This paper presents a method to compute the {\it quasi-conformal parameterization} (QCMC) for a multiply-connected 2D domain or surface. QCMC computes a quasi-conformal map from a multiply-connected domain $S$ onto a punctured disk $D_S$…

Quantum cascaded up-conversion (CUpC) of parametric down conversion (PDC) in a finite nonlinear $\chi^{(2)}$-crystal is studied theoretically within parametric approximation. The exact solution for creation and annihilation operators…

When approximating the expectations of a functional of a solution to a stochastic differential equation, the numerical performance of deterministic quadrature methods, such as sparse grid quadrature and quasi-Monte Carlo (QMC) methods, may…

We study quasi-Monte Carlo (QMC) integration of smooth functions defined over the multi-dimensional unit cube. Inspired by a recent work of Pan and Owen, we study a new construction-free median QMC rule which can exploit the smoothness and…

We consider the one-dimensional quantum-statistical problem of interacting spin-less particles in an infinite deep potential valley and on a ring. Several limits for the applicability of the Quantum Monte Carlo (QMC) methods were revealed…

We discuss methods to construct a polynomial parametrization of some interesting knotted surfaces (knotted spheres, knotted tori and knotted planes) and provide examples.

We analyze combined Quasi-Monte Carlo quadrature and Finite Element approximations in Bayesian estimation of solutions to countably-parametric operator equations with holomorphic dependence on the parameters as considered in [Cl.~Schillings…

We review the application of lattice QCD techniques, most notably the Hybrid Monte-Carlo (HMC) simulations, to first-principle study of tight-binding models of crystalline solids with strong inter-electron interactions. After providing a…

We study the application of a tailored quasi-Monte Carlo (QMC) method to a class of optimal control problems subject to parabolic partial differential equation (PDE) constraints under uncertainty: the state in our setting is the solution of…

One of the goals in the development of large scale electronic structure methods is to perform calculations explicitly for a localised region of a system, while still taking into account the rest of the system outside of this region. An…

Adaptive quasicontinuum (QC) methods are important methodologies in molecular mechanics for the simulations of materials with defects, intending to achieve the optimal balance of accuracy and efficiency on the fly. In this study, we propose…

In this work, we study the perception problem for sampled surfaces (possibly with boundary) using tools from computational topology, specifically, how to identify their underlying topology starting from point-cloud samples in space, such as…

We present high performance implementations of the QR and the singular value decomposition of a batch of small matrices hosted on the GPU with applications in the compression of hierarchical matrices. The one-sided Jacobi algorithm is used…

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…

QMCPACK is an open source quantum Monte Carlo package for ab-initio electronic structure calculations. It supports calculations of metallic and insulating solids, molecules, atoms, and some model Hamiltonians. Implemented real space quantum…

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…

In this paper we present a rigorous cost and error analysis of a multilevel estimator based on randomly shifted Quasi-Monte Carlo (QMC) lattice rules for lognormal diffusion problems. These problems are motivated by uncertainty…

In this paper we present an algorithm for computing a matrix representation for a surface in P^3 parametrized over a 2-dimensional toric variety T. This algorithm follows the ideas of [Botbol-Dickenstein-Dohm-09] and it was implemented in…

Many problems require to approximate an expected value by some kind of Monte Carlo (MC) sampling, e.g. molecular dynamics (MD) or simulation of stochastic reaction models (also termed kinetic Monte Carlo (kMC)). Often, we are furthermore…

We present a framework of an auxiliary field quantum Monte Carlo (QMC) method for multi-orbital Hubbard models. Our formulation can be applied to a Hamiltonian which includes terms for on-site Coulomb interaction for both intra- and…