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High-order accurate discontinuous Galerkin (DG) methods have emerged as powerful tools for solving partial differential equations such as the compressible Navier-Stokes equations due to their excellent dispersion-dissipation properties and…

Numerical Analysis · Mathematics 2025-11-12 Patrick Kopper , Anna Schwarz , Jens Keim , Andrea Beck

We propose a method for interpolating divergence-free continuous magnetic fields via vector potential reconstruction using Hermite interpolation, which ensures high-order continuity for applications requiring adaptive, high-order ordinary…

Numerical Analysis · Mathematics 2025-01-06 Oleksii Beznosov , Jesus Bonilla , Xianzhu Tang , Golo Wimmer

In this paper, we extend our analysis of lattice systems using the wavelet transform to systems for which exact enumeration is impractical. For such systems, we illustrate a wavelet-accelerated Monte Carlo (WAMC) algorithm, which…

Chemical Physics · Physics 2009-11-07 Ahmed E. Ismail , George Stephanopoulos , Gregory C. Rutledge

A Monte Carlo method for evaluating multi-center two-electron-repulsion integrals over any type of orbitals (Slater, Sturmian, finite-range, numerical, etc.) is presented. The approach is based on a simple and universal…

Chemical Physics · Physics 2019-09-04 Michel Caffarel

Tailoring the performance of next-generation high entropy materials requires a deep understanding of the competition between entropy-driven random solid solution and enthalpy-driven chemical ordering. Investigating such order and disorder…

Materials Science · Physics 2026-03-24 Fanli Zhou , Hao Chen , Pengxiang Xu , Kai Yang , Zongrui Pei , Xianglin Liu

Variational Monte Carlo is a many-body numerical method that scales well with system size. It has been extended to study the Green function only recently by Charlebois and Imada (2020). Here we generalize the approach to systems with open…

Strongly Correlated Electrons · Physics 2022-12-20 P. Rosenberg , D. Sénéchal , A. -M. S. Tremblay , M. Charlebois

A strategy is developed for generating equilibrated high molecular-weight polymer melts described with microscopic detail by sequentially backmapping coarse-grained (CG) configurations. The microscopic test model is generic but retains…

Soft Condensed Matter · Physics 2016-10-25 Guojie Zhang , Livia A. Moreira , Torsten Stuehn , Kostas Ch. Daoulas , Kurt Kremer

We present a polynomial Hybrid Monte Carlo (PHMC) algorithm as an exact simulation algorithm with dynamical Kogut-Susskind fermions. The algorithm uses a Hermitian polynomial approximation for the fractional power of the KS fermion matrix.…

We study derivative-free methods for policy optimization over the class of linear policies. We focus on characterizing the convergence rate of these methods when applied to linear-quadratic systems, and study various settings of driving…

Machine Learning · Computer Science 2020-05-19 Dhruv Malik , Ashwin Pananjady , Kush Bhatia , Koulik Khamaru , Peter L. Bartlett , Martin J. Wainwright

We introduce a novel Multi-Order Monte Carlo approach for uncertainty quantification in the context of multiscale time-dependent partial differential equations. The new framework leverages Implicit-Explicit Runge-Kutta time integrators to…

Numerical Analysis · Mathematics 2026-04-08 Giulia Bertaglia , Walter Boscheri , Lorenzo Pareschi

In this work, we introduce three algorithmic improvements to reduce the cost and improve the scaling of orbital space variational Monte Carlo (VMC). First, we show that by appropriately screening the one- and two-electron integrals of the…

Chemical Physics · Physics 2018-07-30 Iliya Sabzevari , Sandeep Sharma

Generalized low-density parity-check (GLDPC) codes, where single parity-check constraints on the code bits are replaced with generalized constraints (an arbitrary linear code), are a promising class of codes for low-latency communication.…

Information Theory · Computer Science 2025-08-12 Roxana Smarandache , David G. M. Mitchell , Anthony Gómez-Fonseca

One proposal to compute parton distributions from first principles is the large momentum effective theory (LaMET), which requires the Fourier transform of matrix elements computed non-perturbatively. Lattice quantum chromodynamics (QCD)…

This paper explores the non-convex composition optimization in the form including inner and outer finite-sum functions with a large number of component functions. This problem arises in some important applications such as nonlinear…

Machine Learning · Statistics 2017-11-15 Liu Liu , Ji Liu , Dacheng Tao

Gradient-based Monte Carlo sampling algorithms, like Langevin dynamics and Hamiltonian Monte Carlo, are important methods for Bayesian inference. In large-scale settings, full-gradients are not affordable and thus stochastic gradients…

Machine Learning · Computer Science 2019-06-25 Zhize Li , Tianyi Zhang , Shuyu Cheng , Jun Zhu , Jian Li

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…

Pricing of Securities · Quantitative Finance 2025-02-26 Giacomo Case

In Monte Carlo calculations of expectation values in lattice quantum field theories, the stochastic variance of the sampling procedure that is used defines the precision of the calculation for a fixed number of samples. If the variance of…

High Energy Physics - Lattice · Physics 2022-12-07 Cagin Yunus , William Detmold

We study aspects concerning numerical simulations of Lattice QCD with two flavors of dynamical Ginsparg-Wilson quarks with degenerate masses. A Hybrid Monte Carlo algorithm is described and the formula for the fermionic force is derived for…

High Energy Physics - Lattice · Physics 2009-10-31 Chuan Liu

Methods based on partial least squares (PLS) regression, which has recently gained much attention in the analysis of high-dimensional genomic datasets, have been developed since the early 2000s for performing variable selection. Most of…

Methodology · Statistics 2021-08-31 Jérémy Magnanensi , Myriam Maumy-Bertrand , Nicolas Meyer , Frédéric Bertrand

We show a simple reduction which demonstrates the cryptographic hardness of learning a single periodic neuron over isotropic Gaussian distributions in the presence of noise. More precisely, our reduction shows that any polynomial-time…

Machine Learning · Computer Science 2021-09-17 Min Jae Song , Ilias Zadik , Joan Bruna