Related papers: THE CONVERGENCE OF CHAOTIC INTEGRALS
We describe an embarrassingly parallel, anytime Monte Carlo method for likelihood-free models. The algorithm starts with the view that the stochasticity of the pseudo-samples generated by the simulator can be controlled externally by a…
Accurate path integral Monte Carlo or molecular dynamics calculations of isotope effects have until recently been expensive because of the necessity to reduce three types of errors present in such calculations: statistical errors due to…
Despite their exceptional flexibility and popularity, the Monte Carlo methods often suffer from slow mixing times for challenging statistical physics problems. We present a general strategy to overcome this difficulty by adopting ideas and…
We elaborate on the methodology to simulate bulk systems in the absence of time-reversal symmetry by the phase-fixed path-integral Monte Carlo method under (possibly twisted) periodic boundary conditions. Such systems include…
We present numerical evidence that the dynamical zeta function and the Fredholm determinant of intermittent maps with a neutral fix point have branch point singularities at z=1 We consider the power series expansion of zeta function and the…
We present a unified theory of the variational Monte Carlo (VMC) and determinant quantum Monte Carlo (DQMC) methods using a novel density matrix formulation of VMC. We introduce an efficient algorithm for VMC to compute correlation…
The dynamic disorder model for charge carrier transport in organic semiconductors has been extensively studied in recent years. Although it is successful on determining the value of bandlike mobility in the organic crystalline materials,…
The theme of the present paper is numerical integration of $C^r$ functions using randomized methods. We consider variance reduction methods that consist in two steps. First the initial interval is partitioned into subintervals and the…
We establish epigraphical and uniform laws of large numbers for sample-based approximations of law invariant risk functionals. These sample-based approximation schemes include Monte Carlo (MC) and certain randomized quasi-Monte Carlo…
Using Monte Carlo simulations on different system sizes we determine with high precision the critical thresholds of two families of directed percolation models on a square lattice. The thresholds decrease exponentially with the degree of…
In this paper we develop a numerical method for efficiently approximating solutions of certain Zakai equations in high dimensions. The key idea is to transform a given Zakai SPDE into a PDE with random coefficients. We show that under…
We present a new approach to determine the small-scale statistical behavior of hydrodynamic turbulence by means of lattice simulations. Using the functional integral representation of the random-force-driven Burgers equation we show that…
Numerical solutions for flows in partially saturated porous media pose challenges related to the non-linearity and elliptic-parabolic degeneracy of the governing Richards' equation. Iterative methods are therefore required to manage the…
An explicit second-order numerical method to integrate the isokinetic equations of motion is derived by fitting circular arcs through every three consecutive points of the discretized trajectory, so that the tangent and the curvature…
We offer in this short report a simple Monte-Carlo method for solving a well-posed non-linear integral equations of second Fredholm's and Volterra's type and built a confidence region for solution in an uniform norm, applying the grounded…
The well-known Caputo fractional derivative and the corresponding Caputo fractional integral occur naturally in many equations that model physical phenomena under inhomogeneous media. The relationship between the two fractional terms can be…
The key tool of this paper is a new Carleman estimate for an arbitrary parabolic operator of the second order for the case of reversed time data. This estimate works on an arbitrary time interval. On the other hand, the previously known…
We prove simple general formulas for expectations of functions of a random walk and its running extremum. Under additional conditions, we derive analytical formulas using the inverse $Z$-transform, the Fourier/Laplace inversion and…
The directed-loop quantum Monte Carlo method is generalized to the case of retarded interactions. Using the path integral, fermion-boson or spin-boson models are mapped to actions with retarded interactions by analytically integrating out…
In this paper, a chaos control algorithm for a class of piece-wise continuous chaotic systems of fractional order, in the Caputo sense, is proposed. With the aid of Filippov's convex regularization and via differential inclusions, the…