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In a recent paper we have suggested that the finite temperature density matrix can be computed efficiently by a combination of polynomial expansion and iterative inversion techniques. We present here significant improvements over this…

Materials Science · Physics 2010-10-19 Michele Ceriotti , Thomas D. Kühne , Michele Parrinello

Nested multi-step stochastic correction offers a possibility to improve updating algorithms for numerical simulations of lattice gauge theories with fermions. The corresponding generalisations of the two-step multi-boson (TSMB) algorithm as…

High Energy Physics - Lattice · Physics 2009-11-11 I. Montvay , E. Scholz

We propose and test a new approach to computation of canonical partition functions in lattice QCD at finite density. We suggest a few steps procedure. We first compute numerically the quark number density for imaginary chemical potential…

High Energy Physics - Lattice · Physics 2017-05-24 V. G. Bornyakov , D. L. Boyda , V. A. Goy , A. V. Molochkov , Atsushi Nakamura , A. A. Nikolaev , V. I. Zakharov

Recent research shows that the partition function for a class of models involving fermions can be written as a statistical mechanics of clusters with positive definite weights. This new representation of the model allows one to construct…

High Energy Physics - Lattice · Physics 2007-05-23 Shailesh Chandrasekharan

We present a simulation algorithm for dynamical fermions that combines the multiboson technique with the Hybrid Monte Carlo algorithm. We find that the algorithm gives a substantial gain over the standard methods in practical simulations.…

High Energy Physics - Lattice · Physics 2009-10-30 Roberto Frezzotti , Karl Jansen

Existence and local-uniqueness theorems for weak solutions of a system consisting of the drift-diffusion-Poisson equations and the Poisson-Boltzmann equation, all with stochastic coefficients, are presented. For the numerical approximation…

Analysis of PDEs · Mathematics 2017-04-05 Leila Taghizadeh , Amirreza Khodadadian , Clemens Heitzinger

A novel adaptive Markov chain Monte Carlo algorithm is presented. The algorithm utilizes sparsity in the partial correlation structure of a density to efficiently estimate the covariance matrix through the Cholesky factor of the precision…

Computation · Statistics 2016-02-09 Jonas Wallin , David Bolin

In this paper, we analyze the finite sample complexity of stochastic system identification using modern tools from machine learning and statistics. An unknown discrete-time linear system evolves over time under Gaussian noise without…

Machine Learning · Computer Science 2019-03-22 Anastasios Tsiamis , George J. Pappas

For a wide class of polynomially nonlinear systems of partial differential equations we suggest an algorithmic approach to the s(trong)-consistency analysis of their finite difference approximations on Cartesian grids. First we apply the…

Symbolic Computation · Computer Science 2019-05-01 Vladimir P. Gerdt , Daniel Robertz

Lattice gauge theories coupled to fermionic matter account for many interesting phenomena in both high energy physics and condensed matter physics. Certain regimes, e.g. at finite fermion density, are difficult to simulate with traditional…

High Energy Physics - Lattice · Physics 2023-11-16 Julian Bender , Patrick Emonts , J. Ignacio Cirac

The FFT algorithm that implements the discrete Fourier transform is considered one of the top ten algorithms of the $20$th century. Its main strengths are the low computational cost of $\mathcal{O}(n \log n$) and its stability. It is one of…

Numerical Analysis · Mathematics 2017-06-15 Matteo Briani , Annie Cuyt , Wen-shin Lee

The Metropolis Monte Carlo algorithm with the Finite Element method applied to compute electrostatic interaction energy between charge densities is described in this work. By using the Finite Element method to integrate numerically the…

Statistical Mechanics · Physics 2010-09-08 Martial Mazars

We study lattice QCD in the limit of infinite gauge coupling on a discrete spatial yet continuous Euclidean time lattice at finite baryon chemical potential $\mu_B$. The continuous time framework is based on sending $N_\tau\rightarrow…

High Energy Physics - Lattice · Physics 2019-12-23 Marc Klegrewe , Wolfgang Unger

The short-range modes of the fermionic determinant can be absorbed in the gauge action using the loop expansion. The coefficients of this expansion and the zeroes of the polynomial approximating the remainder can be optimized by a simple,…

High Energy Physics - Lattice · Physics 2009-10-31 Ph. de Forcrand

Much recent research has been conducted in the area of Bayesian learning, particularly with regard to the optimization of hyper-parameters via Gaussian process regression. The methodologies rely chiefly on the method of maximizing the…

Machine Learning · Statistics 2014-05-13 James Brofos

Estimating the model evidence - or mariginal likelihood of the data - is a notoriously difficult task for finite and infinite mixture models and we reexamine here different Monte Carlo techniques advocated in the recent literature, as well…

Computation · Statistics 2022-05-12 Adrien Hairault , Christian P. Robert , Judith Rousseau

We propose a new algorithm for sampling the $N$-body density $|\Psi({\bf R})|^2/\int_{\mathbb{R}^{3N}} |\Psi|^2$ in the Variational Monte Carlo (VMC) framework. This algorithm is based upon a modified Ricci-Ciccotti discretization of the…

Other Condensed Matter · Physics 2016-07-25 Anthony Scemama , Tony Lelièvre , Gabriel Stoltz , Eric Cancès , Michel Caffarel

Hamiltonian Monte Carlo is a widely used algorithm for sampling from posterior distributions of complex Bayesian models. It can efficiently explore high-dimensional parameter spaces guided by simulated Hamiltonian flows. However, the…

Computation · Statistics 2019-04-29 Lingge Li , Andrew Holbrook , Babak Shahbaba , Pierre Baldi

The first paper in this series introduced a new approach to strong convergence of random matrices that is based primarily on soft arguments. This method was applied to achieve a refined qualitative and quantitative understanding of strong…

Probability · Mathematics 2024-12-17 Chi-Fang Chen , Jorge Garza-Vargas , Ramon van Handel

Bayesian optimization provides sample-efficient global optimization for a broad range of applications, including automatic machine learning, engineering, physics, and experimental design. We introduce BoTorch, a modern programming framework…