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We present and discuss a detailed derivation of a new analytical method that systematically improves the convergence of path integrals of a generic $N$-fold discretized theory. We develop an explicit procedure for calculating a set of…

Statistical Mechanics · Physics 2011-08-08 Aleksandar Bogojevic , Antun Balaz , Aleksandar Belic

A recently developed analytical method for systematic improvement of the convergence of path integrals is used to derive a generalization of Euler's summation formula for path integrals. The first $p$ terms in this formula improve…

Statistical Mechanics · Physics 2011-08-08 Aleksandar Bogojevic , Antun Balaz , Aleksandar Belic

We generalize a recently developed method for accelerated Monte Carlo calculation of path integrals to the physically relevant case of generic many-body systems. This is done by developing an analytic procedure for constructing a hierarchy…

Statistical Mechanics · Physics 2011-08-08 Aleksandar Bogojevic , Ivana Vidanovic , Antun Balaz , Aleksandar Belic

A recently developed method, introduced in Phys. Rev. Lett. 94 (2005) 180403, Phys. Rev. B 72 (2005) 064302, Phys. Lett. A 344 (2005) 84, systematically improved the convergence of generic path integrals for transition amplitudes. This was…

Statistical Mechanics · Physics 2011-08-08 Jelena Grujic , Aleksandar Bogojevic , Antun Balaz

A newly developed method for systematically improving the convergence of path integrals for transition amplitudes, introduced in Phys. Rev. Lett. 94 (2005) 180403, Phys. Rev. B 72 (2005) 064302, Phys. Lett. A 344 (2005) 84, and expectation…

Statistical Mechanics · Physics 2011-08-08 Danica Stojiljkovic , Aleksandar Bogojevic , Antun Balaz

We present Path Integral Monte Carlo C code for calculation of quantum mechanical transition amplitudes for 1D models. The SPEEDUP C code is based on the use of higher-order short-time effective actions and implemented to the maximal order…

Although Anderson acceleration (AA) is known to speed up fixed-point iterations, it is rarely applied in constrained optimization, in particular sequential quadratic programming (SQP). We show that the local convergence behavior of a…

Optimization and Control · Mathematics 2026-04-17 Jonathan Frey , David Kiessling , Katrin Baumgärtner , Moritz Diehl

Requiring that the path integral has the global symmetries of the classical action and obeys the natural composition property of path integrals, and also that the discretized action has the correct naive continuum limit, we find a viable…

High Energy Physics - Theory · Physics 2015-06-26 J. Grundberg , U. Lindstrom , H. Nordstrom

The cumulant representation of the Fourier path integral method is examined to determine the asymptotic convergence characteristics of the imaginary-time density matrix with respect to the number of path variables $N$ included. It is proved…

Computational Physics · Physics 2014-11-21 Sharif D. Kunikeev , David L. Freeman , J. D. Doll

A simple and efficient method for quantum Monte Carlo simulation is presented, based on discretization of the action in the path integral, and a Gaussian averaging of the potential, which works well e.g. with the Coulomb potential.

Computational Physics · Physics 2007-05-23 Jan Myrheim

We introduce and analyze a new quantity, the path integral ideal, governing the flow of generic discrete theories to the continuum limit and greatly increasing their convergence. The said flow is classified according to the degree of…

Statistical Mechanics · Physics 2011-08-08 Aleksandar Bogojevic , Antun Balaz , Aleksandar Belic

We prove an extension to the classical continuity theorem in rough paths. We show that two $p$-rough paths are close in all levels of iterated integrals provided the first $\lfl p \rfl$ terms are close in a uniform sense. Applications…

Probability · Mathematics 2013-11-06 Terry Lyons , Weijun Xu

The main purpose of this paper is to investigate the strong approximation of the $p$-fold integrated empirical process, $p$ being a fixed positive integer. More precisely, we obtain the exact rate of the approximations by a sequence of…

Statistics Theory · Mathematics 2019-03-15 Sergio Alvarez-Andrade , Salim Bouzebda , Aimé Lachal

A new approach to stochastic integration is described, which is based on an a.s. pathwise approximation of the integrator by simple, symmetric random walks. Hopefully, this method is didactically more advantageous, more transparent, and…

Probability · Mathematics 2009-07-06 Tamás Szabados , Balázs Székely

In the NP-hard \textsc{Group Closeness Centrality Maximization} problem, the input is a graph $G = (V,E)$ and a positive integer $k$, and the task is to find a set $S \subseteq V$ of size $k$ that maximizes the reciprocal of group farness…

Data Structures and Algorithms · Computer Science 2026-03-27 Christian Schulz , Jakob Ternes , Henning Woydt

We investigate a family of approximate multi-step proximal point methods, framed as implicit linear discretizations of gradient flow. The resulting methods are multi-step proximal point methods, with similar computational cost in each…

Optimization and Control · Mathematics 2025-01-15 Yushen Huang , Yifan Sun

In this and subsequent paper arXiv:1011.5185 we develop a recursive approach for calculating the short-time expansion of the propagator for a general quantum system in a time-dependent potential to orders that have not yet been accessible…

Statistical Mechanics · Physics 2011-08-09 Antun Balaz , Ivana Vidanovic , Aleksandar Bogojevic , Aleksandar Belic , Axel Pelster

In recent years efficient algorithms have been developed for the numerical computation of relativistic single-particle path integrals in quantum field theory. Here, we adapt this "worldline Monte Carlo" approach to the standard problem of…

This paper presents convergence acceleration, a method for computing efficiently the limit of numerical sequences as a typical application of streams and higher-order functions.

Numerical Analysis · Computer Science 2014-03-04 Pierre Lescanne

Several new accelerated methods in minimax optimization and fixed-point iterations have recently been discovered, and, interestingly, they rely on a mechanism distinct from Nesterov's momentum-based acceleration. In this work, we show that…

Optimization and Control · Mathematics 2025-03-19 TaeHo Yoon , Ernest K. Ryu
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