相关论文: Spinfoam on Lefschetz Thimble: Markov Chain Monte-…

We consider a hybrid Monte Carlo algorithm which is applicable to lattice theories defined on Lefschetz thimbles. In the algorithm, any point (field configuration) on a thimble is parametrized uniquely by the flow-direction and the…

We present the results of Monte Carlo simulation for a Kondo lattice model in which itinerant electrons interact with Ising spins with spin-ice type easy-axis anisotropy on a pyrochlore lattice. We demonstrate the efficiency of the…

We investigate ways of accurately simulating the propagation of energetic charged particles over small times where the standard Monte Carlo approximation to diffusive transport breaks down. We find that a small-angle scattering procedure…

We discuss various features and details of two versions of the Barrett-Crane spin foam model of quantum gravity, first of the Spin(4)-symmetric Riemannian model and second of the SL(2,C)-symmetric Lorentzian version in which all tetrahedra…

Diffusion Monte Carlo is one of the most accurate scalable many-body methods for solid state systems. However, to date, spin-orbit interactions have not been incorporated into these calcualtions at a first-principles level; only having been…

Reflected diffusions in polyhedral domains are commonly used as approximate models for stochastic processing networks in heavy traffic. Stationary distributions of such models give useful information on the steady state performance of the…

Computing marginal distributions of discrete or semidiscrete Markov random fields (MRFs) is a fundamental, generally intractable problem with a vast number of applications in virtually all fields of science. We present a new family of…

The Picard-Lefschetz theory has been attracting much attention as a tool to evaluate a multi-variable integral with a complex weight, which appears in various important problems in theoretical physics. The idea is to deform the integration…

We consider the nonlinear Schr\"odinger equation with dispersion modulated by a (formal) derivative of a time-dependent function with fractional Sobolev regularity of class $W^{\alpha,2}$ for some $\alpha\in (0,1)$. Due to the loss of…

In the framework of the earlier derived dispersion equation, we study induced Smith Purcell (SP) radiation of relativistic electron beam in the absence of a resonator. We offer a new method for calculation of coefficients for partial…

In this paper we study the diffusion approximation of a swarming model given by a system of interacting Langevin equations with nonlinear friction. The diffusion approximation requires the calculation of the drift and diffusion coefficients…

We develop a semi-classical approximation to electron spin resonance in quantum spin systems, based on the rotor or non-linear sigma model. The classical time evolution is studied using molec- ular dynamics while random initial conditions…

We develop a Monte Carlo scheme for sampling series of Feynman diagrams for the proper self-energy which are self-consistently expressed in terms of renormalized particle propagators. This approach is used to solve the problem of a single…

I compute the Lorentzian EPRL/FK/KKL spinfoam vertex amplitude for regular graphs, with an arbitrary number of links and nodes, and coherent states peaked on a homogeneous and isotropic geometry. This form of the amplitude can be applied…

We study semi-linear elliptic PDEs with polynomial non-linearity and provide a probabilistic representation of their solution using branching diffusion processes. When the non-linearity involves the unknown function but not its derivatives,…

This work is motivated by the need to study the impact of data uncertainties and material imperfections on the solution to optimal control problems constrained by partial differential equations. We consider a pathwise optimal control…

We study spin diffusion and spin waves in paramagnetic quantum crystals (solid He-3, for example) by direct simulation of a square lattice of atoms interacting via a nearest-neighbor Heisenberg exchange Hamiltonian. Recently, Cowan and…

We describe a regression-based method, generally referred to as the Least Squares Monte Carlo (LSMC) method, to speed up exposure calculations of a portfolio. We assume that the portfolio contains several exotic derivatives that are priced…

We study the distribution kernel of a Toeplitz operator associated with a classical pseudodifferential operator on a compact, embeddable, strictly pseudoconvex CR manifold. The main result consists of a formula for the values at the…

We study parameter estimation for univariate stochastic differential equations with locally Lipschitz drift and H\"older continuous multiplicative diffusion, a class commonly arising in several applications. Existing inference methods…