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Least squares Monte Carlo methods are a popular numerical approximation method for solving stochastic control problems. Based on dynamic programming, their key feature is the approximation of the conditional expectation of future rewards by…

Optimization and Control · Mathematics 2022-03-28 Christian Bayer , Denis Belomestny , Paul Hager , Paolo Pigato , John Schoenmakers , Vladimir Spokoiny

We implement Monte Carlo Renormalization Group (MCRG) in the continuous-time Monte Carlo simulation of a quantum system. We demonstrate numerically the emergent isotropy between space and time at large distances for the systems that exhibit…

Statistical Mechanics · Physics 2020-10-07 Yantao Wu , Roberto Car

The effective action for the interacting massive scalar field in curved space-time is derived using the heat-kernel method. Starting from this effective action, we establish a smooth quadratic form of the low-energy decoupling for the…

High Energy Physics - Theory · Physics 2009-11-10 Guilherme de Berredo-Peixoto , Eduard V. Gorbar , Ilya L. Shapiro

Two approaches to renormalization-group improvement are examined: the substitution of the solutions of running couplings, masses and fields into perturbatively computed quantities is compared with the systematic sum of all the leading log…

High Energy Physics - Theory · Physics 2008-11-26 F. A. Chishtie , V. Elias , R. B. Mann , D. G. C. McKeon , T. G. Steele

Physical systems differring in their microscopic details often display strikingly similar behaviour when probed at macroscopic scales. Those universal properties, largely determining their physical characteristics, are revealed by the…

Disordered Systems and Neural Networks · Physics 2018-09-26 Maciej Koch-Janusz , Zohar Ringel

In this paper the entanglement and quantum phase transition of the anisotropic s=1/2 XY model are studied by using the quantum renormalization group method. By solving the renormalization equations, we get the trivial fixed point and the…

Statistical Mechanics · Physics 2015-05-28 Fu-Wu Ma , Sheng-Xin Liu , Xiang-Mu Kong

The histogram reweighting technique, widely used to analyze Monte Carlo data, is shown to be applicable to dynamic properties obtained from Molecular Dynamics simulations. The theory presented here is based on the fact that the correlation…

Statistical Mechanics · Physics 2009-11-11 Carlos Nieto-Draghi , Javier Perez-Pellitero , Josep Bonet Avalos

The present article explores the application of randomized control techniques in empirical asset pricing and performance evaluation. It introduces geometric random walks, a class of Markov chain Monte Carlo methods, to construct flexible…

Portfolio Management · Quantitative Finance 2024-03-04 Cyril Bachelard , Apostolos Chalkis , Vissarion Fisikopoulos , Elias Tsigaridas

The behavior of dimensionless quantities defined as ratios of partition functions is analyzed to investigate phase transitions and critical phenomena. At criticality, the universal values of these ratios can be predicted from conformal…

Statistical Mechanics · Physics 2026-03-05 Satoshi Morita , Naoki Kawashima

We present a method which extends Monte Carlo studies to situations that require a large dynamic range in particle number. The underlying idea is that, in order to calculate the collisional evolution of a system, some particle interactions…

Astrophysics · Physics 2009-11-13 C. W. Ormel , M. Spaans

We analyze quantum tunneling with the Ohmic dissipation by the non-perturbative renormalization group method. We calculate the localization susceptibility to evaluate the critical dissipation for the quantum-classical transition, and find…

Quantum Physics · Physics 2009-11-07 Ken-Ichi Aoki , Atsushi Horikoshi

In this article a comparative study of the renormalization of entanglement in one, two and three dimensional space and its relation with quantum phase transition (QPT) near the critical point is presented by implementing the Quantum…

Quantum Physics · Physics 2016-10-05 M. Usman , Asif Ilyas , Khalid Khan

Gaussian process regression is a popular method for non-parametric probabilistic modeling of functions. The Gaussian process prior is characterized by so-called hyperparameters, which often have a large influence on the posterior model and…

Machine Learning · Statistics 2016-11-18 Andreas Svensson , Johan Dahlin , Thomas B. Schön

We give an introduction to renormalisation, focusing first on a pedagogical description of fundamental concepts of the procedure and its features, then we introduce the renormalisation group and its equations. We discuss then the case of…

High Energy Physics - Phenomenology · Physics 2026-05-21 Leonardo Di Giustino

Detailed mean field and Monte Carlo studies of the dynamic magnetization-reversal transition in the Ising model in its ordered phase under a competing external magnetic field of finite duration have been presented here. Approximate…

Statistical Mechanics · Physics 2009-10-31 Arkajyoti Misra , Bikas K Chakrabarti

We use the numerical renormalization group method to investigate the spectral properties of a single-impurity Anderson model with a gap {\delta} across the Fermi level in the conduction-electron spectrum. For any finite {\delta} > 0, at…

Mesoscale and Nanoscale Physics · Physics 2010-06-22 Catalin Pascu Moca , Adrian Roman

Understanding the collective behavior of a quantum many-body system, a system composed of a large number of interacting microscopic degrees of freedom, is a key aspect in many areas of contemporary physics. However, as a direct consequence…

Quantum Physics · Physics 2011-09-27 Glen Evenbly

We have developed a very efficient numerical algorithm of the strong disorder renormalization group method to study the critical behaviour of the random transverse-field Ising model, which is a prototype of random quantum magnets. With this…

Disordered Systems and Neural Networks · Physics 2011-09-21 István A. Kovács , Ferenc Iglói

In the context of tensor network states, we for the first time reformulate the corner transfer matrix renormalization group (CTMRG) method into a variational bilevel optimization algorithm. The solution of the optimization problem…

Strongly Correlated Electrons · Physics 2022-05-20 X. F. Liu , Y. F. Fu , W. Q. Yu , J. F. Yu , Z. Y. Xie

Accounting for inaccuracies in Monte Carlo simulations is a crucial step in any high energy physics analysis. It becomes especially important when training machine learning models, which can amplify simulation inaccuracies and introduce…

High Energy Physics - Phenomenology · Physics 2023-09-29 Samuel Bright-Thonney , Philip Harris , Patrick McCormack , Simon Rothman
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