Related papers: Real-time correlation functions from imaginary-tim…
The kinetic Glauber-Ising spin chain is one of the very few exactly solvable models of non-equilibrium statistical mechanics. Nevertheless, existing solutions do not yield tractable expressions for two-time correlation and response…
Many real life problems can be reduced to the solution of a complex exponentials approximation problem which is usually ill posed. Recently a new transform for solving this problem, formulated as a specific moments problem in the plane, has…
Non-perturbatively generated effective potentials play an extremely useful and often critical role in string and inflationary model building. These potentials are typically computed by methods that assume the system is in equilibrium. For…
Two approximations, derived from continuous expansions of Riemann-Liouville fractional derivatives into series involving integer order derivatives, are studied. Using those series, one can formally transform any problem that contains…
One of the challenges in using numerical methods to address many-body problems is the multi-dimensional integration over poles. More often that not, one needs such integrations to be evaluated as a function of an external variable. An…
A finite-support constraint on the parameter space is used to derive a lower bound on the error of an estimator of the correlation coefficient in the bivariate exponential distribution. The bound is then exploited to examine optimality of…
Applying the time-dependent variational principle of Balian and V\'en\'eroni, we derive variational approximations for multi-time correlation functions in $\Phi^4$ field theory. We assume first that the initial state is given and…
We study the problem of computing the value function from a discretely-observed trajectory of a continuous-time diffusion process. We develop a new class of algorithms based on easily implementable numerical schemes that are compatible with…
Background: Path integrals are a powerful tool for solving problems in quantum theory that are not amenable to a treatment by perturbation theory. Most path integral computations require an analytic continuation to imaginary time. While…
A simple method for numerical analytic continuation is developed. It is designed to analytically continue the imaginary time (Matsubara frequency) quantum Monte Carlo simulation results to the real time (real frequency) domain. Such a…
This paper considers the approximation of the continuous time filtering equation for the case of a multiple timescale (slow-intermediate, and fast scales) that may have correlation between the slow-intermediate process and the observation…
This work demonstrates algorithms to accurately compute solutions to thermal radiation transport problems using a reduced floating-point precision implementation of the Implicit Monte Carlo method. Several techniques falling into the…
First of all, this paper presents some improvements of DSMC method in the form of new schemes and approaches, that, for a wide class of problems, increase performance and reduce the demands on computer resources. The most important…
Measurements of resonant tunneling through a localized impurity state are used to probe fluctuations in the local density of states of heavily doped GaAs. The measured differential conductance is analyzed in terms of correlation functions…
The binary radix expansion of a real number can be used to code the outcome of any series of coin tosses, a fact that provides an intriguing link between number theory, measure theory and statistical physics. Inspired by this fact, a…
The accurate numerical solution of partial differential equations is a central task in numerical analysis allowing to model a wide range of natural phenomena by employing specialized solvers depending on the scenario of application. Here,…
The time evolution of primordial fluctuations conceals a wealth of insights into the high-energy physics at play during the earliest moments of our Universe, which is ultimately encoded in late-time spatial correlation functions. However,…
We derive a new representation for spin-spin correlation functions of the finite XXZ spin-1/2 Heisenberg chain in terms of a single multiple integral, that we call the master equation. Evaluation of this master equation gives rise on the…
We present a methodology for numerically integrating ordinary differential equations containing rapidly oscillatory terms. This challenge is distinct from that for differential equations which have rapidly oscillatory solutions: here the…
This paper generalizes the (0+1)-dimensional spin-boson problem to the corresponding (1+1)-dimensional version. Monte Carlo simulation is used to find the phase diagram and imaginary time correlation function. The real frequency spectrum is…