相关论文: Numerical evaluation of multi-loop integrals

A systematic study of the scalar one-loop two-, three-, and four-point Feynman integrals is performed. We consider all cases of mass assignment and external invariants and derive closed expressions in arbitrary space-time dimension in terms…

We evaluate numerically-precise Monte Carlo (MC), Quasi-Monte Carlo (QMC) and Randomised Quasi-Monte Carlo (RQMC) methods for computing probabilistic reachability in hybrid systems with random parameters. Computing reachability probability…

This article provides a survey of recent research efforts on the application of quasi-Monte Carlo (QMC) methods to elliptic partial differential equations (PDEs) with random diffusion coefficients. It considers, and contrasts, the uniform…

The program ftint is introduced which numerically evaluates dimensionally regulated integrals as they occur in the perturbative approach to the gradient-flow formalism in quantum field theory. It relies on sector decomposition in order to…

Modern parallel computing devices, such as the graphics processing unit (GPU), have gained significant traction in scientific and statistical computing. They are particularly well-suited to data-parallel algorithms such as the particle…

This paper surveys in detail the relations between numerical integration and the Hamiltonian (or hybrid) Monte Carlo method (HMC). Since the computational cost of HMC mainly lies in the numerical integrations, these should be performed as…

For spin rotational symmetric models with a positive-definite high-temperature expansion of the partition function, a stochastic sampling of the series expansion upon partial resummation becomes logically equivalent to sampling an…

For the calculation of multi-loop Feynman integrals, a novel numerical method, the Direct Computation Method (DCM) is developed. It is a combination of a numerical integration and a series extrapolation. In principle, DCM can handle…

A recently proposed method of calculating scalar two-loop propagator and vertex functions with massive particles is illustrated with simple examples. A double integral representation is derived with the example of a propagator function. An…

We consider the one-dimensional quantum-statistical problem of interacting spin-less particles in an infinite deep potential valley and on a ring. Several limits for the applicability of the Quantum Monte Carlo (QMC) methods were revealed…

The analytic integration and simplification of multi-loop Feynman integrals to special functions and constants plays an important role to perform higher order perturbative calculations in the Standard Model of elementary particles. In this…

We calculate the three-loop master integrals contributing to the three-loop five-point amplitude on the special Coulomb branch of $\mathcal{N}=4$ SYM theory. For the genuine pentagon integrals, we follow the approach of Ref. [JHEP 12 (2025)…

Monte Carlo methods are widely used for approximating complicated, multidimensional integrals for Bayesian inference. Population Monte Carlo (PMC) is an important class of Monte Carlo methods, which utilizes a population of proposals to…

Monte Carlo (MC) simulations are widely used in financial risk management, from estimating value-at-risk (VaR) to pricing over-the-counter derivatives. However, they come at a significant computational cost due to the number of scenarios…

Monte Carlo integration approximates an integral of a black-box function by taking the average of many evaluations (i.e., samples) of the function (integrand). For $N$ queries of the integrand, Monte Carlo integration achieves the…

We generalize the recently developed diagrammatic Monte Carlo techniques for quantum impurity models from an imaginary time to a Keldysh formalism suitable for real-time and nonequilibrium calculations. Both weak-coupling and…

We consider several issues related to the multidimensional integration using a network of heterogeneous computers. Based on these considerations, we develop a new general purpose scheme which can significantly reduce the time needed for…

For a long time, people have been focusing on how to extract more information, such as off-diagonal observables, from the quantum Monte Carlo (QMC) simulation of the partition function, but there have been numerous difficulties, and many of…

Numerical evaluations of Feynman integrals often proceed via a deformation of the integration contour into the complex plane. While valid contours are easy to construct, the numerical precision for a multi-loop integral can depend…

Quasi-Monte Carlo rules are equal weight quadrature rules defined over the domain $[0,1]^s$. Here we introduce quasi-Monte Carlo type rules for numerical integration of functions defined on $\mathbb{R}^s$. These rules are obtained by way of…