Results 21 to 30 of about 1,302,044 (285)
, 1999 We suggest how to construct an effective low energy Hamiltonian via Monte Carlo starting from a given action. We test it by computing thermodynamical observables like average energy and specific heat for simple quantum systems.Comment: Contribution to ...
Chun-Qing Huang +6 more
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Numerical approximation of statistical solutions of scalar conservation laws
, 2014 We propose efficient numerical algorithms for approximating statistical solutions of scalar conservation laws. The proposed algorithms combine finite volume spatio-temporal approximations with Monte Carlo and multi-level Monte Carlo discretizations of ...
Barrett, Paul M. +5 more
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Quantum-Assisted Variational Monte Carlo [PDF]
Precision ChemistryLongfei Chang, Zhendong Li, Wei-Hai Fang
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, 2006 The structure of events in high-energy collisions is complex and not predictable from first principles. Event generators allow the problem to be subdivided into more manageable pieces, some of which can be described from first principles, while others ...
Sjöstrand, Torbjörn
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Automatic differentiable Monte Carlo: Theory and application
Physical Review Research, 2023 Differentiable programming has emerged as a key programming paradigm empowering rapid developments of deep learning while its applications to important computational methods such as Monte Carlo remain largely unexplored.
Shi-Xin Zhang, Zhou-Quan Wan, Hong Yao
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E-Jurnal Matematika, 2017 Contract options are the most important part of an investment strategy. An option is a contract that entitles the owner or holder to sell an asset on a designated maturity date.
DEWA AYU AGUNG PUTRI RATNASARI +2 more
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Multilevel and quasi-Monte Carlo methods for uncertainty quantification in particle travel times through random heterogeneous porous media [PDF]
Royal Society Open Science, 2017 In this study, we apply four Monte Carlo simulation methods, namely, Monte Carlo, quasi-Monte Carlo, multilevel Monte Carlo and multilevel quasi-Monte Carlo to the problem of uncertainty quantification in the estimation of the average travel time during ...
D. Crevillén-García, H. Power
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Frequency-resolved Monte Carlo
Scientific Reports, 2018 We adapt the Quantum Monte Carlo method to the cascaded formalism of quantum optics, allowing us to simulate the emission of photons of known energy. Statistical processing of the photon clicks thus collected agrees with the theory of frequency-resolved ...
Juan Camilo López Carreño +2 more
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Monte Carlo simulation method for Laughlin-like states in a disk geometry [PDF]
, 2003 We discuss an alternative accurate Monte Carlo method to calculate the ground-state energy and related quantities for Laughlin states of the fractional quantum Hall effect in a disk geometry.
C. Wexler +14 more
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Quasi-Monte Carlo simulation of Brownian sheet with application to option pricing
Statistical Theory and Related Fields, 2017 Monte Carlo and quasi-Monte Carlo methods are widely used in scientific studies. As quasi-Monte Carlo simulations have advantage over ordinary Monte Carlo methods, this paper proposes a new quasi-Monte Carlo method to simulate Brownian sheet via its ...
Xinyu Song, Yazhen Wang
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