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We propose convenient inferential methods for potentially nonstationary multivariate unobserved components models with fractional integration and cointegration. Based on finite-order ARMA approximations in the state space representation,…

计量经济学 · 经济学 2020-11-10 Tobias Hartl , Roland Weigand

We study a longstanding problem in lattice QCD at low temperature and nonzero quark chemical potential on an onset of the quark number density at $\mu=m_\pi/2$. We introduce a physical parametrization of the eigenvalues in the reduction…

高能物理 - 格点 · 物理学 2012-05-01 Keitaro Nagata

We present a first-principles method to compute radiation properties of ultra-high quality factor photonic crystal cavities. Our Frequency-domain Approach for Radiation (FAR) can compute the far-field radiation pattern and quality factor of…

In this paper, we consider nonconvex decentralised optimisation and learning over a network of distributed agents. We develop an ADMM algorithm based on the Randomised Block Coordinate Douglas-Rachford splitting method which enables agents…

最优化与控制 · 数学 2025-07-31 Behnam Mafakheri , Jonathan H. Manton , Iman Shames

We compute by Monte Carlo methods the individual distributions of the $k$th smallest Dirac operator eigenvalues in QCD, and compare them with recent analytical predictions. We do this for both massless and massive quarks in an SU(3) gauge…

高能物理 - 格点 · 物理学 2009-10-31 P. H. Damgaard , U. M. Heller , R. Niclasen , K. Rummukainen

Unbiased stochastic sampling of the one- and two-body reduced density matrices is achieved in full configuration interaction quantum Monte Carlo with the introduction of a second, "replica" ensemble of walkers, whose population evolves in…

Partial differential equations (PDEs) with near singular solutions pose significant challenges for traditional numerical methods, particularly in complex geometries where mesh generation and adaptive refinement become computationally…

数值分析 · 数学 2025-07-24 Yangtao Deng , Qiaolin He , Xiaoping Wang

Quantum-enhanced auxiliary field quantum Monte Carlo (QC-AFQMC) uses output from a quantum computer to increase the accuracy of its classical counterpart. The algorithm requires the estimation of overlaps between walker states and a trial…

In this work we investigate the ground state and the dissipative quantum dynamics of interacting charged particles in an external potential at finite temperature. The recently devised time-dependent quantum Monte Carlo (TDQMC) method allows…

量子物理 · 物理学 2025-01-29 Ivan P. Christov

Quantum Monte-Carlo (QMC) simulations involving fermions have the notorious sign problem. Some well-known exceptions of the auxiliary field QMC algorithm rely on the factorizibility of the fermion determinant. Recently, a fermionic QMC…

强关联电子 · 物理学 2009-02-06 Congjun Wu , Shou-Cheng Zhang

We introduce a new numerical technique -- bosonic auxiliary-field Monte Carlo (bAFMC) -- which allows to calculate the thermal properties of large lattice-boson systems within a systematically improvable semiclassical approach, and which is…

强关联电子 · 物理学 2017-08-02 Daniele Malpetti , Tommaso Roscilde

Characteristic mode (CM) analysis poses challenges in computational electromagnetics (CEM) as it calls for efficient solutions of dense generalized eigenvalue problems (GEP). Multilevel fast multipole algorithm (MLFMA) can greatly reduce…

数值分析 · 数学 2014-12-10 Qi I. Dai , Jun Wei Wu , Ling Ling Meng , Weng Cho Chew , Wei E. I. Sha

For adaptive mixed finite element methods (AMFEM), we first introduce the data oscillation to analyze, without the restriction that the inverse of the coefficient matrix of the partial differential equations (PDEs) is a piecewise polynomial…

数值分析 · 数学 2011-01-07 Shaohong Du , Xiaoping Xie

We show how Adjoint Algorithmic Differentiation (AAD) allows an extremely efficient calculation of correlation Risk of option prices computed with Monte Carlo simulations. A key point in the construction is the use of binning to…

计算金融 · 定量金融 2010-04-13 Luca Capriotti , Mike Giles

The biomedical field is beginning to explore the use of quantum machine learning (QML) for tasks traditionally handled by classical machine learning, especially in predicting ADME (absorption, distribution, metabolism, and excretion)…

量子物理 · 物理学 2026-02-26 Kangyu Zheng , Tianfan Fu , Zhiding Liang

Ab-initio quantum Monte Carlo (QMC) methods are a state-of-the-art computational approach to obtaining highly accurate many-body wave functions. Although QMC methods are widely used in physics and chemistry to compute ground-state energies,…

化学物理 · 物理学 2022-01-21 Kousuke Nakano , Abhishek Raghav , Sandro Sorella

Quantum computing is a promising way to systematically solve the longstanding computational problem, the ground state of a many-body fermion system. Many efforts have been made to realise certain forms of quantum advantage in this problem,…

量子物理 · 物理学 2023-08-09 Xiaosi Xu , Ying Li

Indirect imaging problems in biomedical optics generally require repeated evaluation of forward models of radiative transport, for which Monte Carlo is accurate yet computationally costly. We develop a novel approach to reduce this…

计算物理 · 物理学 2020-07-10 Callum M. Macdonald , Simon Arridge , Samuel Powell

We demonstrate an adaptive sampling approach for computing the probability of a rare event for a set of three-dimensional airplane geometries under various flight conditions. We develop a fully automated method to generate parameterized…

计算工程、金融与科学 · 计算机科学 2021-09-09 Runda Ji , Qiqi Wang

We investigate the phase diagram and the mechanism for the sign problem to appear in finite density QCD at strong coupling in a combined framework of the auxiliary field Monte-Carlo (AFMC) and the chiral angle fixing (CAF) methods. When…

高能物理 - 格点 · 物理学 2013-11-22 Terukazu Ichihara , Takashi Z. Nakano , Akira Ohnishi