相关论文: Solving the QCD NLO evolution equations with a Mar…

Single-site Markov Chain Monte Carlo (MCMC) is a variant of MCMC in which a single coordinate in the state space is modified in each step. Structured relational models are a good candidate for this style of inference. In the single-site…

Diagrammatic Monte Carlo approach is applied to a problem of a single spin-down fermion resonantly interacting with the sea of ideal spin-up fermions. On one hand, we develop a generic, sign-problem tolerant, method of exact numerical…

Stochastic PDE eigenvalue problems are useful models for quantifying the uncertainty in several applications from the physical sciences and engineering, e.g., structural vibration analysis, the criticality of a nuclear reactor or photonic…

We perform a comprehensive analysis of the quantum-enhanced Monte Carlo method [Nature, 619, 282-287 (2023)], aimed at identifying the optimal working point of the algorithm. We observe an optimal mixing Hamiltonian strength and analyze the…

Quasi-Monte Carlo (QMC) methods are applied to multi-level Finite Element (FE) discretizations of elliptic partial differential equations (PDEs) with a random coefficient, to estimate expected values of linear functionals of the solution.…

We investigate numerical solution of the Dokshitzer-Gribov-Lipatov-Altarelli- Parisi (DGLAP) Q^2 evolution equation for the transversity distribution Delta_T q or the structure function h_1. The leading-order (LO) and next-to- leading-order…

Improved staggered fermion formulations are a popular choice for lattice QCD calculations. Historically, the algorithm used for such calculations has been the inexact R algorithm, which has systematic errors that only vanish as the square…

We present in this paper a hybrid, Multi-Level Monte Carlo (MLMC) method for solving the neutral particle transport equation. MLMC methods, originally developed to solve parametric integration problems, work by using a cheap, low fidelity…

We present the first complete next-to-next-to-leading order (NNLO) QCD predictions for differential distributions in the top-quark pair production process at the LHC. Our results are derived from a fully differential partonic Monte Carlo…

This article reviews the application of advanced Monte Carlo techniques in the context of Multilevel Monte Carlo (MLMC). MLMC is a strategy employed to compute expectations which can be biased in some sense, for instance, by using the…

On the base of a Feynman-Kac--type formula involving Poisson stochastic processes, recently a Monte Carlo algorithm has been introduced, which describes exactly the real- or imaginary-time evolution of many-body lattice quantum systems. We…

Advanced algorithms are necessary to obtain faster-than-real-time dynamic simulations in a number of different physical problems that are characterized by widely disparate time scales. Recent advanced dynamic Monte Carlo algorithms that…

Markov chain Monte Carlo (MCMC) is a popular and successful general-purpose tool for Bayesian inference. However, MCMC cannot be practically applied to large data sets because of the prohibitive cost of evaluating every likelihood term at…

We offer a new proposal for the Monte Carlo treatment of many-fermion systems in continuous space. It is based upon Diffusion Monte Carlo with significant modifications: correlated pairs of random walkers that carry opposite signs;…

The efficient approximation of quantity of interest derived from PDEs with lognormal diffusivity is a central challenge in uncertainty quantification. In this study, we propose a multilevel quasi-Monte Carlo framework to approximate…

As sample sizes grow, scalability has become a central concern in the development of Markov chain Monte Carlo (MCMC) methods. One general approach to this problem, exemplified by the popular stochastic gradient Langevin dynamics (SGLD)…

We are concerned with the numerical resolution of backward stochastic differential equations. We propose a new numerical scheme based on iterative regressions on function bases, which coefficients are evaluated using Monte Carlo…

We present an algorithm for the simulation of the exact real-time dynamics of classical many-body systems with discrete energy levels. In the same spirit of kinetic Monte Carlo methods, a stochastic solution of the master equation is found,…

We consider the numerical solution of scalar, nonlinear degenerate convection-diffusion problems with random diffusion coefficient and with random flux functions. Building on recent results on the existence, uniqueness and continuous…

For precision studies with QCD observables at colliders, higher order perturbative corrections are often mandatory. For exclusive observables, like jet cross sections or differential distributions, these corrections were until recently only…