Related papers: GLoop: A Monte Carlo program to construct higher-l…
Recently, Syljuasen and Sandvik proposed a new framework for constructing algorithms of quantum Monte Carlo simulation. While it includes new classes of powerful algorithms, it is not straightforward to find an efficient algorithm for a…
We introduce a GPU-accelerated Monte Carlo framework for nonconvex, free-final-time trajectory optimization problems. This framework makes use of the prox-linear method, which belongs to the larger family of sequential convex programming…
A new method, based on the simulated annealing algorithm and aimed at the inverse problem in the analysis of intergalactic (interstellar) complex spectra of hydrogen and metal lines, is presented. We consider the process of line formation…
In this proceedings we demonstrate some advantages of a top-bottom approach in the development of hardware-accelerated code. We start with an autogenerated hardware-agnostic Monte Carlo generator, which is parallelized in the event axis.…
We present VegasFlow, a new software for fast evaluation of high dimensional integrals based on Monte Carlo integration techniques designed for platforms with hardware accelerators. The growing complexity of calculations and simulations in…
Monte Carlo simulations are widely employed to measure the physical properties of glass-forming liquids in thermal equilibrium. Combined with local Monte Carlo moves, the Metropolis algorithm can also be used to simulate the relaxation…
We offer a simple method Monte Carlo for computation of Volterra's and spherical type multiple integrals with weak (integrable) singularities. An elimination of infinity of variance is achieved by incorporating singularities in the density,…
We present a new, for plasma physics, highly efficient multilevel Monte Carlo numerical method for simulating Coulomb collisions. The method separates and optimally minimizes the finite-timestep and finite-sampling errors inherent in the…
Computing systems interacting with real-world processes must safely and reliably process uncertain data. The Monte Carlo method is a popular approach for computing with such uncertain values. This article introduces a framework for…
We present Green's function Monte Carlo calculations of spectroscopic overlaps for $A \leq 7$ nuclei. The realistic Argonne v18 two-nucleon and Illinois-7 three-nucleon interactions are used to generate the nuclear states. The overlap…
Monte Carlo methods play an important role in scientific computation, especially when problems have a vast phase space. In this lecture an introduction to the Monte Carlo method is given. Concepts such as Markov chains, detailed balance,…
An efficient Monte Carlo algorithm for the simulation of spin models with long-range interactions is discussed. Its central feature is that the number of operations required to flip a spin is independent of the number of interactions…
We present FastGPL, a C++ library for the fast evaluation of generalized polylogarithms which appear in many multi-loop Feynman integrals. We implement the iterative algorithm proposed by Vollinga and Weinzierl in a two-step approach, i.e.,…
We use Chen iterated line integrals to construct a topological algebra ${\cal A}_p$ of separating functions on the {\it Group of Loops} ${\bf L}{\cal M}_p$. ${\cal A}_p$ has an Hopf algebra structure which allows the construction of a group…
Importance sampling is a Monte Carlo method which designs estimators of expectations under a target distribution using weighted samples from a proposal distribution. When the target distribution is complex, such as multimodal distributions…
Monte Carlo is a simple and flexible tool that is widely used in computational finance. In this context, it is common for the quantity of interest to be the expected value of a random variable defined via a stochastic differential equation.…
Many geophysical flow or wave propagation problems can be modeled with two-dimensional depth-averaged equations, of which the shallow water equations are the simplest example. We describe the GeoClaw software that has been designed to solve…
We present an extension of the program golem95C for the numerical evaluation of scalar integrals and tensor form factors entering the calculation of one-loop amplitudes, which supports tensor ranks exceeding the number of propagators. This…
We present a new method for the numerical evaluation of loop integrals which is based on the Feynman Tree Theorem. The loop integrals are replaced by phase-space integration over fictitious extra on-shell particles. This integration can be…
We introduce the fortran-library COLLIER for the numerical evaluation of one-loop scalar and tensor integrals in perturbative relativistic quantum field theories. Important features are the implementation of dedicated methods to achieve…