Related papers: Hybrid Weight Window Techniques for Time-Dependent…
We construct numerical integrators for Hamiltonian problems that may advantageously replace the standard Verlet time-stepper within Hybrid Monte Carlo and related simulations. Past attempts have often aimed at boosting the order of accuracy…
In this research, a new variant of the vehicle routing problem with time windows is addressed. The nodes associated with the customers are related to each other through AND/OR precedence constraints. The objective is minimizing the total…
We investigate the properties of the Hybrid Monte-Carlo algorithm (HMC) in high dimensions. HMC develops a Markov chain reversible w.r.t. a given target distribution $\Pi$ by using separable Hamiltonian dynamics with potential $-\log\Pi$.…
The Derivative Source Method (DSM) takes derivatives of a particle transport equation with respect to selected parameters and solves them via the standard Monte Carlo random walk simulation along with the original transport problem. The…
Discontinuous visibility changes remain a major bottleneck when optimizing surfaces within a physically-based inverse renderer. Many previous works have proposed sophisticated algorithms and data structures to sample visibility silhouettes…
Monte Carlo methods represent a cornerstone of computer science. They allow to sample high dimensional distribution functions in an efficient way. In this paper we consider the extension of Automatic Differentiation (AD) techniques to Monte…
A novel hybrid Monte Carlo transport scheme is demonstrated in a scene with solar illumination, scattering and absorbing 2D atmosphere, a textured reflecting mountain, and a small detector located in the sky (mounted on a satellite or a…
A collision-based hybrid method for the discrete ordinates approximation of the multigroup neutron transport equation is developed for two-dimensional time-dependent problems. At each time step, this algorithm splits the neutron transport…
We consider a hybrid Monte Carlo algorithm which is applicable to lattice theories defined on Lefschetz thimbles. In the algorithm, any point (field configuration) on a thimble is parametrized uniquely by the flow-direction and the…
The Picard-Lefschetz theory has been attracting much attention as a tool to evaluate a multi-variable integral with a complex weight, which appears in various important problems in theoretical physics. The idea is to deform the integration…
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,…
We present a new quantum Monte Carlo algorithm suitable for generically complex problems, such as systems coupled to external magnetic fields or anyons in two spatial dimensions. We find that the choice of gauge plays a nontrivial role, and…
Based on the central limit theorem, we discuss the problem of evaluation of the statistical error of Monte Carlo calculations using a time discretized diffusion process. We present a robust and practical method to determine the effective…
A common way to simulate the transport and spread of pollutants in the atmosphere is via stochastic Lagrangian dispersion models. Mathematically, these models describe turbulent transport processes with stochastic differential equations…
As an example for the fast calculation of distributional parameters of Gaussian processes, we propose a new Monte Carlo algorithm for the computation of quantiles of the supremum norm of weighted Brownian bridges. As it is known, the…
When combined with highly expressive ansatz functions such as neural quantum states, variational Monte Carlo (VMC) constitutes a versatile numerical approach to tackle the quantum many-body problem in and out of equilibrium. However, its…
We discuss the statistical analysis method for the worldvolume hybrid Monte Carlo (WV-HMC) algorithm [arXiv:2012.08468], which was recently introduced to substantially reduce the computational cost of the tempered Lefschetz thimble method.…
The dynamics of a polydisperse model glassformer are investigated by augmenting molecular dynamics (MD) simulation with swap Monte Carlo (SMC). Three variants of the SMC algorithm are analyzed with regard to convergence and performance. We…
It is well known that many local graph problems, like Vertex Cover and Dominating Set, can be solved in 2^{O(tw)}|V|^{O(1)} time for graphs G=(V,E) with a given tree decomposition of width tw. However, for nonlocal problems, like the…
A resampling scheme provides a way to switch low-weight particles for sequential Monte Carlo with higher-weight particles representing the objective distribution. The less the variance of the weight distribution is, the more concentrated…