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Two different Reverse Monte Carlo strategies, 'RMC++' and 'RMCPOW', have been compared for determining the microscopic structure of some liquid and amorphous solid systems on the basis of neutron diffraction measurements. The first, '$g(r)$…

Soft Condensed Matter · Physics 2015-01-27 V. Sánchez-Gil , E. G. Noya , L. Temleitner , L. Pusztai

We demonstrate the effectiveness of an adaptive explicit Euler method for the approximate solution of the Cox-Ingersoll-Ross model. This relies on a class of path-bounded timestepping strategies which work by reducing the stepsize as…

Computational Finance · Quantitative Finance 2022-01-25 Cónall Kelly , Gabriel Lord , Heru Maulana

Piecewise Deterministic Markov Processes (PDMPs) such as the Bouncy Particle Sampler and the Zig-Zag Sampler, have gained attention as continuous-time counterparts of classical Markov chain Monte Carlo. We study their transient regime under…

Computation · Statistics 2025-09-22 Sanket Agrawal , Joris Bierkens , Kengo Kamatani , Gareth O. Roberts

Monte Carlo sampling techniques have been proposed as a strategy to reduce the computational cost of contractions in tensor network approaches to solving many-body systems. Here we put forward a variational Monte Carlo approach for the…

Strongly Correlated Electrons · Physics 2012-05-01 Andrew J. Ferris , Guifre Vidal

This paper investigates, a new class of fractional order Runge-Kutta (FORK) methods for numerical approximation to the solution of fractional differential equations (FDEs). By using the Caputo generalizedTaylor formula and the total…

Numerical Analysis · Mathematics 2023-03-06 F. Ghoreishi , R. Ghaffari

We revisit two basic Direct Simulation Monte Carlo Methods to model aggregation kinetics and extend them for aggregation processes with collisional fragmentation (shattering). We test the performance and accuracy of the extended methods and…

Numerical Analysis · Mathematics 2022-07-27 A. Kalinov , A. I. Osinsky , S. A. Matveev , W. Otieno , N. V. Brilliantov

The inverted pendulum is a mechanical system with a rapidly oscillating pivot point. Using techniques similar in spirit to the methodology of effective field theories, we derive an effective Lagrangian that allows for the systematic…

High Energy Physics - Phenomenology · Physics 2024-05-20 Martin Beneke , Matthias König , Martin Link

Monte-Carlo simulations are routinely used for estimating the scaling exponents of complex systems. However, due to finite-size effects, determining the exponent values is often difficult and not reliable. Here we present a novel technique…

Computational Physics · Physics 2013-03-05 Indrek Mandre , Jaan Kalda

In the Monte Carlo (MC) method statistical noise is usually present. Statistical noise may become dominant in the calculation of a distribution, usually by iteration, but is less Important in calculating integrals. The subject of the…

Computational Physics · Physics 2013-11-08 Mihály Makai , Zoltán Szatmáry

We calculate the efficiency of a rejection-free dynamic Monte Carlo method for $d$-dimensional off-lattice homogeneous particles interacting through a repulsive power-law potential $r^{-p}$. Theoretically we find the algorithmic efficiency…

Statistical Mechanics · Physics 2009-11-13 Marta L. Guerra , M. A. Novotny , Hiroshi Watanabe , Nobuyasu Ito

Quantitative long-time entropic convergence and short-time regularization are established for an idealized Hamiltonian Monte Carlo chain which alternatively follows an Hamiltonian dynamics for a fixed time and then partially or totally…

Probability · Mathematics 2023-06-06 Pierre Monmarché

In this work we propose and analyze a numerical method for electrical impedance tomography of recovering a piecewise constant conductivity from boundary voltage measurements. It is based on standard Tikhonov regularization with a…

Numerical Analysis · Mathematics 2023-10-06 Bangti Jin , Yifeng Xu

For time-fractional parabolic equations with a Caputo time derivative of order $\alpha\in(0,1)$, we give pointwise-in-time a posteriori error bounds in the spatial $L_2$ and $L_\infty$ norms. Hence, an adaptive mesh construction algorithm…

Numerical Analysis · Mathematics 2021-07-06 Natalia Kopteva

The spatiotemporal chaos in the Frenkel-Kontorova (FK) model is studied. A model-free reinforcement learning algorithm is proposed to the design of a controller. There is no need for explicit knowledge on system, target states and unstable…

Chaotic Dynamics · Physics 2019-11-26 Youming Lei , Yanyan Han

This paper presents a combinatorial study of sums of integer powers of the cotangent which is a popular theme in classical calculus. Our main tool the realization of cotangent values as eigenvalues of a simple self-adjoint matrix with…

Classical Analysis and ODEs · Mathematics 2024-05-31 Wiktor Ejsmont , Franz Lehner

Periodic orbit theory provides two important functions---the dynamical zeta function and the spectral determinant for the calculation of dynamical averages in a nonlinear system. Their cycle expansions converge rapidly when the system is…

Chaotic Dynamics · Physics 2015-05-28 Ang Gao , Jianbo Xie , Yueheng Lan

We propose a new quantum Monte Carlo algorithm which realizes a relaxation intrinsic to the original quantum system. The Monte Carlo dynamics satisfies the dynamic scaling relation $\tau\sim \xi^z$ and is independent of the Trotter number.…

Statistical Mechanics · Physics 2009-11-10 Tota Nakamura , Yoshiyuki Ito

Composite adaptive control (CAC) that integrates direct and indirect adaptive control techniques can achieve smaller tracking errors and faster parameter convergence compared with direct and indirect adaptive control techniques. However,…

Systems and Control · Computer Science 2022-07-08 Yongping Pan , Lin Pan , Haoyong Yu

We present a machine learning approach to the inversion of Fredholm integrals of the first kind. The approach provides a natural regularization in cases where the inverse of the Fredholm kernel is ill-conditioned. It also provides an…

Strongly Correlated Electrons · Physics 2016-12-16 Louis-Francois Arsenault , Richard Neuberg , Lauren A. Hannah , Andrew J. Millis

For real symmetric matrices that are accessible only through matrix vector products, we present Monte Carlo estimators for computing the diagonal elements. Our probabilistic bounds for normwise absolute and relative errors apply to Monte…

Numerical Analysis · Mathematics 2022-03-18 Eric Hallman , Ilse C. F. Ipsen , Arvind Saibaba
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