Related papers: Using orthogonal projectors in multigrid multileve…
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…
We present a multilevel Monte Carlo (MLMC) method for the uncertainty quantification of variably saturated porous media flow that are modeled using the Richards' equation. We propose a stochastic extension for the empirical models that are…
Two field-sparsening methods, namely the sparse-grid method and the random field selection method, are used in this paper for the construction of the 2-point and 3-point correlation functions in lattice QCD. We argue that, due to the high…
We present the analysis of two recently proposed noise reduction techniques, Hutch++ and XTrace, both based on inexact deflation. These methods were proven to have a better asymptotic convergence to the solution than the classical…
In these proceedings we address the computation of quark-line disconnected diagrams in lattice QCD. The evaluation of these diagrams is required for many phenomenologically interesting observables, but suffers from large statistical errors…
We present results for lattice QCD in the limit of infinite gauge coupling on a discrete spatial but continuous Euclidean time lattice. A worm type Monte Carlo algorithm is applied in order to sample two-point functions which gives access…
A new method to perform numerical simulations of light-front Hamiltonians formulated on transverse lattices is introduced. The method is based on a DLCQ formulation for the (continuous) longitudinal directions. The hopping term in the…
Variational minimization of tensor network states enables the exploration of low energy states of lattice gauge theories. However, the exact numerical evaluation of high-dimensional tensor network states remains challenging in general. In…
Langevin Monte Carlo (LMC) is a popular Bayesian sampling method. For the log-concave distribution function, the method converges exponentially fast, up to a controllable discretization error. However, the method requires the evaluation of…
We present lattice Monte Carlo calculations of fermion-dimer scattering in the limit of zero-range interactions using the adiabatic projection method. The adiabatic projection method uses a set of initial cluster states and Euclidean time…
This manuscript presents a framework for using multilevel quadrature formulae to compute the solution of optimal control problems constrained by random partial differential equations. Our approach consists in solving a sequence of optimal…
In this paper we consider sequential joint state and static parameter estimation given discrete time observations associated to a partially observed stochastic partial differential equation (SPDE). It is assumed that one can only estimate…
This paper revisits the error analysis of the Stochastic Lanczos Quadrature (SLQ) method for approximating the trace of matrix functions, with a specific focus on asymmetric Lanczos quadrature rules. We reexplain an existing theoretical…
A second-order many-body perturbation correction to the relativistic Dirac-Hartree-Fock energy is evaluated stochastically by integrating 13-dimensional products of four-component spinors and Coulomb potentials. The integration in the real…
Lattice simulations are an important class of problems in crystalline solids, surface science, alloys, adsorption, absorption, separation, catalysis, to name a few. We describe a fast computational method for performing lattice…
Lattice networks with dissipative interactions are often employed to analyze materials with discrete micro- or meso-structures, or for a description of heterogeneous materials which can be modelled discretely. They are, however,…
In critical lattice models, distance ($r$) dependent correlation functions contain power laws $r^{-2\Delta}$ governed by scaling dimensions $\Delta$ of an underlying continuum field theory. In Monte Carlo simulations, the leading dimensions…
We present a modification to the setup algorithm for the multigrid preconditioner of Wilson fermions in lattice QCD. A larger number of test vectors than that used in conventional multigrid is generated by the smoother. This set of test…
Multilevel sampling methods, such as multilevel and multifidelity Monte Carlo, multilevel stochastic collocation, or delayed acceptance Markov chain Monte Carlo, have become standard uncertainty quantification (UQ) tools for a wide class of…
Computing disconnected diagrams in Lattice QCD (operator insertion in a quark loop) entails the computationally demanding problem of taking the trace of the all to all quark propagator. We first outline the basic algorithm used to compute a…