相关论文: On efficient weighted integration via a change of …

Four-dimensional simplicial quantum gravity is modified either by coupling it to U(1) gauge fields or by introducing a measure weighted by the orders of the triangles. Strong coupling expansion and Monte Carlo simulations are used. Although…

We study an optimal control problem under uncertainty, where the target function is the solution of an elliptic partial differential equation with random coefficients, steered by a control function. The robust formulation of the…

Using a combined local density functional theory (LDA-DFT) and quantum Monte Carlo (QMC) dynamic cluster approximation approach, the parameter dependence of the superconducting transition temperature Tc of several single-layer hole-doped…

We study numerical integration on the unit sphere $\mathbb{S}^2 \subset \mathbb{R}^3$ using equal weight quadrature rules, where the weights are such that constant functions are integrated exactly. The quadrature points are constructed by…

Motivated by recent developments in conformal field theory (CFT), we devise a Quantum Monte Carlo (QMC) method to calculate the moments of the partially transposed reduced density matrix at finite temperature. These are used to construct…

In this paper we study the embedding properties for the weighted Sobolev space $H^1_V(\mathbb{R}^N)$ into the Lebesgue weighted space $L^\tau_W(\mathbb{R}^N)$. Here $V$ and $W$ are diverging weight functions. The different behaviour of $V$…

We propose a modification of the standard linear implicit Euler integrator for the weak approximation of parabolic semilinear stochastic PDEs driven by additive space-time white noise. The new method can easily be combined with a finite…

We use exact enumeration to characterize the solutions of quadratic unconstrained binary optimization problems of less than 21 variables in terms of their distributions of Hamming distances to close-by solutions. We also perform experiments…

Inference after model selection presents computational challenges when dealing with intractable conditional distributions. Markov chain Monte Carlo (MCMC) is a common method for sampling from these distributions, but its slow convergence…

This paper applies several well-known tricks from the numerical treatment of deterministic differential equations to improve the efficiency of the Multilevel Monte Carlo (MLMC) method for stochastic differential equations (SDEs) and…

In this paper, we study the approximation problem for functions in the Gaussian-weighted Sobolev space $W^\alpha_p(\mathbb{R}^d, \gamma)$ of mixed smoothness $\alpha \in \mathbb{N}$ with error measured in the Gaussian-weighted space…

We present a generalization of the recently proposed variational cluster perturbation theory to extended Hubbard models at half filling with repulsive nearest neighbor interaction. The method takes into account short-range correlations…

We consider both divergence and non-divergence parabolic equations on a half space in weighted Sobolev spaces. All the leading coefficients are assumed to be only measurable in the time and one spatial variable except one coefficient, which…

In this note we study multivariate integration for permutation-invariant functions from a certain Banach space E_{d,\alpha} of Korobov type in the worst case setting. We present a lower error bound which particularly implies that in…

In the last decade, sequential Monte-Carlo methods (SMC) emerged as a key tool in computational statistics. These algorithms approximate a sequence of distributions by a sequence of weighted empirical measures associated to a weighted…

We study the 1D Klein-Gordon equation with variable coefficient nonlinearity. This problem exhibits an interesting resonant interaction between the spatial frequencies of the nonlinear coefficients and the temporal oscillations of the…

We continue our study [Domain Uncertainty Quantification in Computational Electromagnetics, JUQ (2020), 8:301--341] of the numerical approximation of time-harmonic electromagnetic fields for the Maxwell lossy cavity problem for uncertain…

Motivated by the unexpected Monte Carlo results as well as the theoretical proposal of a large correction to scaling for the critical theory of the 2-d staggered-dimer spin-1/2 Heisenberg model on the square lattice, we study the phase…

This paper proposes a family of weighted batch means variance estimators, which are computationally efficient and can be conveniently applied in practice. The focus is on Markov chain Monte Carlo simulations and estimation of the asymptotic…

Initial-boundary value problems on a half-strip with different types of boundary conditions for the generalized Kawahara-Zakharov-Kuznetsov equation with nonlinearity of higher order are considered. In particular, nonlinearity can be…