Related papers: Dirichlet forms in simulation
Many problems in materials science and biology involve particles interacting with strong, short-ranged bonds, that can break and form on experimental timescales. Treating such bonds as constraints can significantly speed up sampling their…
A family of random probabilities is defined and studied. This family contains the Dirichlet process as a special case, corresponding to an inner point in the appropriate parameter space. The extension makes it possible to have random means…
Direct sampling of multi-dimensional systems with quantum Monte Carlo methods allows exact account of many-body effects or particle correlations. The most straightforward approach to solve the Schr\"odinger equation, Diffusion Monte Carlo,…
The error on a real quantity Y due to the graduation of the measuring instrument may be represented, when the graduation is regular and fines down, by a Dirichlet form on R whose square field operator do not depend on the probability law of…
We study scaling of the superfluid density with respect to the film thickness by simulating the $x-y$ model on films of size $L \times L \times H$ ($L >> H$) using the cluster Monte Carlo. While periodic boundary conditions where used in…
Monte Carlo methods play important part in modern statistical physics. The application of these methods suffer from two main difficulties.The first is caused by the relatively small number of particles that can participate in any numerical…
In this paper, we introduce a new and efficient data augmentation approach to the posterior inference of the models with shape parameters when the reciprocal gamma function appears in full conditional densities. Our approach is to…
Weighted histograms in Monte Carlo simulations are often used for the estimation of probability density functions. They are obtained as a result of random experiments with random events that have weights. In this paper, the bin contents of…
In this paper we propose a model with a Dirichlet process mixture of gamma densities in the bulk part below threshold and a generalized Pareto density in the tail for extreme value estimation. The proposed model is simple and flexible…
We consider a countably generated and uniformly closed algebra of bounded functions. We assume that there is a lower semicontinuous, with respect to the supremum norm, quadratic form and that normal contractions operate in a certain sense.…
We describe singular diffusion in bounded subsets $\Omega$ of $\mathbb{R}^n$ by form methods and characterize the associated operator. We also prove positivity and contractivity of the corresponding semigroup. This results in a description…
We review a family of local algorithms that permit the simulation of charged particles with purely local dynamics. Molecular dynamics formulations lead to discretizations similar to those of ``particle in cell'' methods in plasma physics.…
This paper introduces a matrix analog of the Bessel processes, taking values in the closed set $E$ of real square matrices with nonnegative determinant. They are related to the well-known Wishart processes in a simple way: the latter are…
The exact distribution of the square sum of Dirichlet random variables is given by two different univariate integral representations. Alternatively, three representations by orthogonal series with Jacobi or Legendre polynomials are derived.…
In this paper I study properties of the generators $\triangle_\gamma$ of non-local Dirichlet forms $\mathcal{E}^\mu_\gamma$ on ultrametric spaces which are the path space of simple stationary Bratteli diagrams. The measures used to define…
We present in this article an analysis of some of the properties of the density field realized in numerical simulations for power-law initial power-spectra in the case of a critical density universe. We compare our numerical results in the…
The Dirichlet forms methods, in order to represent errors and their propagation, are particularly powerful in infinite dimensional problems such as models involving stochastic analysis encountered in finance or physics, cf. [5]. Now, coming…
An alternative Monte Carlo estimator for the one-body density rho(r) is presented. This estimator has a simple form and can be readily used in any type of Monte Carlo simulation. Comparisons with the usual regularization of the…
We demonstrate that Monte-Carlo simulation is a practical tool to study nonperturbative aspects of supersymmetric quantum mechanics. As an example we study D0-brane quantum mechanics in the context of superstring theory. Numerical data…
In mathematical finance and other applications of stochastic processes, it is frequently the case that the characteristic function may be known but explicit forms for density functions are not available. The simulation of any distribution…