相关论文: Numerical simulations of stochastic inflation usin…

In generic models of cosmological inflation, quantum fluctuations strongly influence the spacetime metric and produce infinitely many regions where the end of inflation (reheating) is delayed until arbitrarily late times. The geometry of…

The aim of this paper is to introduce a new Monte Carlo method based on importance sampling techniques for the simulation of stochastic differential equations. The main idea is to combine random walk on squares or rectangles methods with…

We study the stochastic formalism of inflation beyond the usual slow-roll approximation. We verify that the assumptions on which the stochastic formalism relies still hold even far from the slow-roll attractor. This includes demonstrating…

We show how the quantum-to-classical transition of the cosmological fluctuations produced during an inflationary stage can be described using the consistent histories approach. We identify the corresponding histories in the limit of…

While moving down the potential on its classical slow roll trajectory, the inflaton field is subject to quantum jumps, which take it up or down the potential at random. In "stochastic inflation", the impact of these quantum jumps is modeled…

A method to estimate the reliability of a perturbative expansion of the stochastic inflationary Langevin equation is presented and discussed. The method is applied to various inflationary scenarios, as large field, small field and running…

In this paper, I proof that Importance Sampling estimates based on dependent sample sets are consistent under certain conditions. This can be used to reduce variance in Bayesian Models with factorizing likelihoods, using sample sets that…

Importance sampling is a promising variance reduction technique for Monte Carlo simulation based derivative pricing. Existing importance sampling methods are based on a parametric choice of the proposal. This article proposes an algorithm…

Importance sampling is a popular technique in Bayesian inference: by reweighting samples drawn from a proposal distribution we are able to obtain samples and moment estimates from a Bayesian posterior over latent variables. Recent work,…

We extend the formalism of stochastic inflation to the setup of non-attractor inflation with a sound speed $c_s$. We obtain the Langevin equations for the superhorizon perturbations and calculate the stochastic corrections to curvature…

In this paper, we consider an importance sampling problem for a certain rare-event simulations involving the behavior of a diffusion process pertaining to a chain of distributed systems with random perturbations. We also assume that the…

We consider the effect of quantum diffusion on the dynamics of the inflaton during a period of ultra-slow-roll inflation. We extend the stochastic-$\delta\mathcal{N}$ formalism to the ultra-slow-roll regime and show how this system can be…

We present a class of models in which the primordial metric fluctuations do not necessarily obey Gaussian statistics. These models are realizations of mechanisms in which non-Gaussianity is first generated by a light scalar field and then…

The local volatility model is a widely used for pricing and hedging financial derivatives. While its main appeal is its capability of reproducing any given surface of observed option prices---it provides a perfect fit---the essential…

We identify the effective theory describing inflationary super-Hubble scales and show it to be a special case of effective field theories appropriate to open systems. Open systems allow information to be exchanged between the degrees of…

Inflationary perturbations are approximately Gaussian and deviations from Gaussianity are usually calculated using in-in perturbation theory. This method, however, fails for unlikely events on the tail of the probability distribution: in…

Langevin equations are used to model many processes of physical interest, including low-energy nuclear collisions. In this paper we develop a general method for computing probabilities of very rare events (e.g. small fusion cross-sections)…

Importance sampling has been known as a powerful tool to reduce the variance of Monte Carlo estimator for rare event simulation. Based on the criterion of minimizing the variance of Monte Carlo estimator within a parametric family, we…

We analyse the dynamics of spinodal decomposition in inflationary cosmology using the closed time path formalism of out of equilibrium quantum field theory combined with the non-perturbative Hartree approximation. In addition to a general…

Numerical simulations of the inflationary dynamics are presented here for a single canonical scalar field minimally coupled to gravity. We spell out the basic equations governing the inflationary dynamics in terms of cosmic time $t$ and…