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We report a novel Monte Carlo scheme that greatly enhances the power of parallel-tempering simulations. In this method, we boost the accumulation of statistical averages by including information about all potential parallel tempering trial…

统计力学 · 物理学 2007-05-23 Ivan Coluzza Daan Frenkel

The Diffusion Monte Carlo method with constant number of walkers, also called Stochastic Reconfiguration as well as Sequential Monte Carlo, is a widely used Monte Carlo methodology for computing the ground-state energy and wave function of…

统计理论 · 数学 2024-12-09 Michel Caffarel , Pierre del Moral , Luc de Montella

We develop a field-theoretic framework, called radiant field theory, to calculate the distribution of transmission eigenvalues for coherent wave propagation in disordered media. At its core is a self-consistent transport equation for a…

数学物理 · 物理学 2025-07-21 David Gaspard , Arthur Goetschy

We reformulate the projected imaginary-time evolution of Full Configuration Interaction Quantum Monte Carlo in terms of a Lagrangian minimization. This naturally leads to the admission of polynomial complex wavefunction parameterizations,…

强关联电子 · 物理学 2017-05-03 Lauretta R. Schwarz , A. Alavi , George H. Booth

Quasi-Monte Carlo methods replaced classical Monte Carlo methods in many areas of numerical analysis over the last decades. The purpose of this paper is to extend quasi-Monte Carlo methods into a new direction. We construct and implement a…

群论 · 数学 2014-09-18 Florian Pausinger

Recently there have been exciting developments in Monte Carlo methods, with the development of new MCMC and sequential Monte Carlo (SMC) algorithms which are based on continuous-time, rather than discrete-time, Markov processes. This has…

统计计算 · 统计学 2020-09-29 Paul Fearnhead , Joris Bierkens , Murray Pollock , Gareth O Roberts

The Monte Carlo method is a thriving and mathematically beautiful numerical technique used extensively, nowadays, to deal with many demanding problems in diverse fields. Here, we present an iterative Monte Carlo algorithm to work out very…

While multilevel Monte Carlo (MLMC) methods for the numerical approximation of partial differential equations with random coefficients enjoy great popularity, combinations with spatial adaptivity seem to be rare. We present an adaptive MLMC…

数值分析 · 数学 2017-12-20 Ralf Kornhuber , Evgenia Youett

We extend the hypocoercivity framework for piecewise-deterministic Markov process (PDMP) Monte Carlo established in [Andrieu et. al. (2018)] to heavy-tailed target distributions, which exhibit subgeometric rates of convergence to…

概率论 · 数学 2021-06-03 Christophe Andrieu , Paul Dobson , Andi Q. Wang

Quantum Monte Carlo simulations offer an unbiased means to study the static and dynamic properties of quantum critical systems, while quantum field theory provides direct analytical results. We study three dimensional, critical quantum…

强关联电子 · 物理学 2017-11-15 H. D. Scammell , Y. Kharkov , Yan Qi Qin , Zi Yang Meng , B. Normand , O. P. Sushkov

A class of evolution equations with nonlocal diffusion is considered in this work. These are integro-differential equations arising as models of propagation phenomena in continuum media with nonlocal interactions including neural tissue,…

数值分析 · 数学 2019-12-24 Dmitry Kaliuzhnyi-Verbovetskyi , Georgi S. Medvedev

We provide a both qualitative and quantitative comparison among different approaches aimed to solve the problem of non-linear diffusive acceleration of particles at shocks. In particular, we show that state-of-the-art models (numerical,…

高能天体物理现象 · 物理学 2015-03-17 D. Caprioli , Hyesung Kang , A. Vladimirov , T. W. Jones

This paper introduces the Sequential Monte Carlo Transformer, an original approach that naturally captures the observations distribution in a transformer architecture. The keys, queries, values and attention vectors of the network are…

机器学习 · 计算机科学 2020-12-16 Alice Martin , Charles Ollion , Florian Strub , Sylvain Le Corff , Olivier Pietquin

This paper focuses on signal processing tasks in which the signal is transformed from the signal space to a higher dimensional coefficient space (also called phase space) using a continuous frame, processed in the coefficient space, and…

数值分析 · 数学 2021-09-14 Ron Levie , Haim Avron

In strongly coupled field theories, perturbation theory cannot be employed to study the low-energy spectrum. Thus, non-perturbative techniques are required. We employ the variational method, a rigorous, non-perturbative approach which…

高能物理 - 格点 · 物理学 2024-09-27 M. Rovira , A. Parreño , R. J. Perry

We review the status of (scalar) quantum field theory on curved spacetimes using a novel formulation in terms of non linear functionals over the smooth configuration fields. In particular, this entails also a new foundation of locally…

广义相对论与量子宇宙学 · 物理学 2015-05-13 Romeo Brunetti , Klaus Fredenhagen

Relativistic generalization of Path Integral Monte-Carlo method has been proposed and some possible applications have been discussed.

量子物理 · 物理学 2014-11-03 Oleg Pavlovsky , Alexander Ivanov , Alexander Novoselov

Neural Networks have been widely used to solve Partial Differential Equations. These methods require to approximate definite integrals using quadrature rules. Here, we illustrate via 1D numerical examples the quadrature problems that may…

数值分析 · 数学 2022-03-09 Jon A. Rivera , Jamie M. Taylor , Ángel J. Omella , David Pardo

We offer a new proposal for the Monte Carlo treatment of many-fermion systems in continuous space. It is based upon Diffusion Monte Carlo with significant modifications: correlated pairs of random walkers that carry opposite signs;…

凝聚态物理 · 物理学 2009-10-31 M. H. Kalos , Francesco Pederiva

The Monte Carlo evaluation of path integrals is one of a few general purpose methods to approach strongly coupled systems. It is used in all branches of Physics, from QCD/nuclear physics to the correlated electron systems. However, many…

高能物理 - 格点 · 物理学 2020-07-13 Andrei Alexandru , Gokce Basar , Paulo F. Bedaque , Neill C. Warrington