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This paper proposes distributed algorithms to solve robust convex optimization (RCO) when the constraints are affected by nonlinear uncertainty. We adopt a scenario approach by randomly sampling the uncertainty set. To facilitate the…

分布式、并行与集群计算 · 计算机科学 2018-01-16 Keyou You , Roberto Tempo , Pei Xie

Ab initio quantum Monte Carlo (QMC) is a stochastic approach for solving the many-body Schr\"odinger equation without resorting to one-body approximations. QMC algorithms are readily parallelizable via ensembles of $N_w$ walkers, making…

化学物理 · 物理学 2025-08-19 Kousuke Nakano , Sandro Sorella , Michele Casula

The Wilson fermion determinant can be written as product of the determinants of two hermitian positive definite matrices. This formulation allows to simulate non-degenerate quark flavors by means of the hybrid Monte Carlo algorithm. A major…

高能物理 - 格点 · 物理学 2011-04-15 Thomas Lippert

MCMC methods (Monte Carlo Markov Chain) are a class of methods used to perform simulations per a probability distribution $P$. These methods are often used when we have difficulties to directly sample per a given probability distribution…

统计方法学 · 统计学 2014-01-21 Papa Ngom , Badiassiatta Don Bosco Diatta

We measure the low lying eigenmodes of an overlap Dirac operator on 2--flavor staggered configurations. By comparing the eigenmode distribution to the predictions of Random Matrix Theory we test to what accuracy staggered configurations…

高能物理 - 格点 · 物理学 2008-11-26 Anna Hasenfratz , Roland Hoffmann

Stochastic approximation algorithm is a useful technique which has been exploited successfully in probability theory and statistics for a long time. The step sizes used in stochastic approximation are generally taken to be deterministic and…

概率论 · 数学 2019-09-25 Ujan Gangopadhyay , Krishanu Maulik

The feasibility of using lattice chiral fermions which are free of $O(a)$ errors for both the heavy and light quarks is examined. The fact that the effective quark propagators in these fermions have the same form as that in the continuum…

高能物理 - 格点 · 物理学 2009-11-07 K. F. Liu , S. J. Dong

The extreme computational costs of calculating the sign of the Wilson matrix within the overlap operator have so far prevented four dimensional dynamical overlap simulations on realistic lattice sizes, because the computational power…

高能物理 - 格点 · 物理学 2008-12-18 N. Cundy , S. Krieg , G. Arnold , A. Frommer , Th. Lippert , K. Schilling

We present an exact version of the local bosonic algorithm for the simulation of dynamical quarks in lattice QCD. This version is based on a non-hermitian polynomial approximation of the inverse of the quark matrix. A Metropolis test…

高能物理 - 格点 · 物理学 2009-10-28 A. Borrelli , Ph. de Forcrand , A. Galli

We perform numerical simulations of lattice QCD with two flavors of dynamical overlap quarks, which have exact chiral symmetry on the lattice. While this fermion discretization is computationally demanding, we demonstrate the feasibility to…

Dynamically rescaled Hamiltonian Monte Carlo (DRHMC) is introduced as a computationally fast and easily implemented method for performing full Bayesian analysis in hierarchical statistical models. The method relies on introducing a modified…

统计计算 · 统计学 2018-10-23 Tore Selland Kleppe

This paper considers the problem of real-time mode scheduling in linear time-varying switched systems subject to a quadratic cost functional. The execution time of hybrid control algorithms is often prohibitive for real-time applications…

最优化与控制 · 数学 2017-09-04 Anastasia Mavrommati , Jarvis A. Schultz , Todd D. Murphey

We introduce and compare three different Monte Carlo determinantal algorithms that allow one to compute dynamical quantities, such as the self-energy, of fermionic systems in their thermodynamic limit. We show that the most efficient…

强关联电子 · 物理学 2018-02-14 Alice Moutenet , Wei Wu , Michel Ferrero

The application of Random Matrix Theory to the Dirac operator of QCD yields predictions for the probability distributions of the lowest eigenvalues. We measured Dirac operator spectra using massless overlap fermions in quenched QCD at…

高能物理 - 格点 · 物理学 2009-11-10 S. Shcheredin , W. Bietenholz , T. Chiarappa , K. Jansen , K. -I. Nagai

We design and implement a novel algorithm for computing a multilevel Monte Carlo (MLMC) estimator of the cumulative distribution function of a quantity of interest in problems with random input parameters or initial conditions. Our approach…

数值分析 · 数学 2020-08-26 Søren Taverniers , Daniel M. Tartakovsky

Recently, it has been shown that the hybrid Monte Carlo (HMC) algorithm is guaranteed to converge exponentially to a given target probability distribution $p(x)\propto e^{-V(x)}$ on non-compact spaces if augmented by an appropriate radial…

计算物理 · 物理学 2025-04-28 Johann Ostmeyer

We study the eigenvalue spectrum of different lattice Dirac operators (staggered, fixed point, overlap) and discuss their dependence on the topological sectors. Although the model is 2D (the Schwinger model with massless fermions) our…

高能物理 - 格点 · 物理学 2015-06-25 F. Farchioni , I. Hip , C. B. Lang

The improvement of simulations of QCD with dynamical Wilson fermions by combining the Hybrid Monte Carlo algorithm with parallel tempering is studied. As an indicator for decorrelation the topological charge is used.

高能物理 - 格点 · 物理学 2007-05-23 H. Stüben

We study calibration procedures of the staggered quarks on anisotropic lattices in the quenched approximation and in $N_f = 2$ dynamical simulations. For the calibration conditions we adopt the hadronic radii $r_0$ and the meson masses in…

高能物理 - 格点 · 物理学 2009-11-10 Kouji Nomura , Takashi Umeda , Hideo Matsufuru

Despite more than 40 years of research in condensed-matter physics, state-of-the-art approaches for simulating the radial distribution function (RDF) g(r) still rely on binning pair-separations into a histogram. Such methods suffer from…

材料科学 · 物理学 2016-09-05 Thomas W. Rosch , Paul N. Patrone
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