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The Bernstein polynomial basis sees significant use owing to its unique properties, particularly in the field of optimal control. However, the basis is known to have a slow rate of convergence to the function it approximates. With this in…

最优化与控制 · 数学 2025-09-15 Maxwell Hammond , Gage MacLin , Laurent Jay , Venanzio Cichella

Monte Carlo methods represent the "de facto" standard for approximating complicated integrals involving multidimensional target distributions. In order to generate random realizations from the target distribution, Monte Carlo techniques use…

统计计算 · 统计学 2022-01-21 L. Martino , V. Elvira , D. Luengo , J. Corander

We present a review of the basic ideas and techniques of the spectral density functional theory which are currently used in electronic structure calculations of strongly-correlated materials where the one-electron description breaks down.…

强关联电子 · 物理学 2009-11-11 G. Kotliar , S. Y. Savrasov , K. Haule , V. S. Oudovenko , O. Parcollet , C. A. Marianetti

A non-parametric extension of control variates is presented. These leverage gradient information on the sampling density to achieve substantial variance reduction. It is not required that the sampling density be normalised. The novel…

统计方法学 · 统计学 2016-04-05 Chris J. Oates , Mark Girolami , Nicolas Chopin

We present a Monte Carlo rendering framework for the physically-accurate simulation of speckle patterns arising from volumetric scattering of coherent waves. These noise-like patterns are characterized by strong statistical properties, such…

光学 · 物理学 2019-01-23 Chen Bar , Marina Alterman , Ioannis Gkioulekas , Anat Levin

Monte Carlo integration is a commonly used technique to compute intractable integrals and is typically thought to perform poorly for very high-dimensional integrals. To show that this is not always the case, we examine Monte Carlo…

统计方法学 · 统计学 2023-05-26 Yanbo Tang

We generalize the Bergman-Milton spectral representation, originally derived for a two-component composite, to extract the spectral density function for the effective dielectric constant of a graded composite. This work has been motivated…

软凝聚态物质 · 物理学 2007-05-23 L. Dong , Mikko Karttunen , K. W. Yu

Space filling designs are central to studying complex systems in various areas of science. They are used for obtaining an overall understanding of the behaviour of the response over the input space, model construction and uncertainty…

统计方法学 · 统计学 2016-08-10 Shirin Golchi , Jason L. Loeppky

One of the most demanding calculations is to generate random samples from a specified probability distribution (usually with an unknown normalizing prefactor) in a high-dimensional configuration space. One often has to resort to using a…

计算物理 · 物理学 2015-06-18 Youhan Fang , Jesus-Maria Sanz-Serna , Robert D. Skeel

Techniques to extract information from spectra of unresolved multi-component systems are revised, with emphasis on recent developments and practical aspects. We review the cross-correlation techniques developed to deal with such spectra,…

天体物理学 · 物理学 2009-11-11 H. Hensberge , K. Pavlovski

We propose a bilinear sampling algorithm in Green's function Monte Carlo for expectation values of operators that do not commute with the Hamiltonian and for differences between eigenvalues of different Hamiltonians. The integral…

凝聚态物理 · 物理学 2010-01-12 Shiwei Zhang , M. H. Kalos

Analyses of gamma-ray spectra, acquired through non-invasive techniques, have found applications in fields such as medicine, industry and homeland security. Constituent gamma-ray spectra of a chemical compound have been determined from its…

In this paper, we present a sparse grid-based Monte Carlo method for solving high-dimensional semi-linear nonlocal diffusion equations with volume constraints. The nonlocal model is governed by a class of semi-linear partial…

数值分析 · 数学 2025-07-08 Changtao Sheng , Bihao Su , Chenglong Xu

The subject of the present study is the Monte Carlo path-integral evaluation of the moments of spectral functions. Such moments can be computed by formal differentiation of certain estimating functionals that are infinitely-differentiable…

统计力学 · 物理学 2009-11-11 Cristian Predescu

We propose an efficient Monte Carlo method for the computation of the volumes of high-dimensional bodies with arbitrary shape. We start with a region of known volume within the interior of the manifold and then use the multistate Bennett…

无序系统与神经网络 · 物理学 2016-09-21 Stefano Martiniani , K. Julian Schrenk , Jacob D. Stevenson , David J. Wales , Daan Frenkel

We present an unbiased numerical integration algorithm that handles both low-frequency regions and high frequency details of multidimensional integrals. It combines quadrature and Monte Carlo integration, by using a quadrature-base…

图形学 · 计算机科学 2020-08-18 Miguel Crespo , Felix Bernal , Adrian Jarabo , Adolfo Muñoz

Pixel-space full spectrum fitting exploiting non-linear $\chi^2$ minimization became a \emph{de facto} standard way of deriving internal kinematics from absorption line spectra of galaxies and star clusters. However, reliable estimation of…

天体物理仪器与方法 · 物理学 2020-04-29 Igor V. Chilingarian , Kirill A. Grishin

Accurate determination of the complex effective permittivity is fundamental to optical material engineering, but it remains a critical metrology challenge for heterogeneous systems. In polymer blends and optical composites, scattering and…

光学 · 物理学 2026-03-03 Proity Nayeeb Akbar

Context: The technique of disentangling has been applied to numerous high-precision studies of spectroscopic binaries and multiple stars. Although, its possibilities have not yet been fully understood and exploited. Aims: Theoretical…

天体物理仪器与方法 · 物理学 2009-11-13 Petr Hadrava

We discuss multivariate Monte Carlo methods appropriate for X-ray dispersive spectrometers. Dispersive spectrometers have many advantages for high resolution spectroscopy in the X-ray band. Analysis of data from these instruments is…

天体物理学 · 物理学 2007-05-23 J. R. Peterson , J. G. Jernigan , S. M. Kahn