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A fundamental variance reduction technique for Monte Carlo integration in the framework of integro-approximation problems is
presented. Using the method of dependent tests a successive hierarchical function approximation algorithm is developed, which
captures discontinuities and exploits smoothness in the target function. The general mathematical scheme and its highly efficient
implementation are illustrated for image generation by ray tracing,
yielding new and much faster image synthesis algorithms.
We study the global solution of Fredholm integral equations of the second kind by the help of Monte Carlo methods. Global solution means that we seek to approximate the full solution function. This is opposed to the usual applications of Monte Carlo, were one only wants to approximate a functional of the solution. In recent years several researchers developed Monte Carlo methods also for the global problem. In this paper we present a new Monte Carlo algorithm for the global solution of integral equations. We use multiwavelet expansions to approximate the solution. We study the behaviour of variance on increasing levels, and based on this, develop a new variance reduction technique. For classes of smooth kernels and right hand sides we determine the convergence rate of this algorithm and show that it is higher
than those of previously developed algorithms for the global problem. Moreover, an information-based complexity analysis shows that our algorithm is optimal among all stochastic algorithms of the same computational
cost and that no deterministic algorithm of the same cost can reach its convergence rate.
Approximation properties of the underlying estimator are used to improve the efficiency of the method of dependent tests. A multilevel approximation procedure is developed such that in each level the number of samples is balanced with the level-dependent variance, resulting in a considerable reduction of the overall computational cost. The new technique is applied to the Monte Carlo estimation of integrals depending on a parameter.
We consider a Darcy flow model with saturation-pressure relation extended
with a dynamic term, namely, the time derivative of the saturation.
This model was proposed in works of J.Hulshof and J.R.King (1998), S.M.Hassanizadeh and W.G.Gray (1993),
F.Stauffer (1978).
We restrict ourself to one spatial dimension and strictly positive
initial saturation. For this case we transform the initial-boundary value
problem into combination of elliptic boundary-value problem and initial
value problem for abstract Ordinary Differential Equation. This splitting
is rather helpful both for theoretical aspects and numerical methods.
Abstract: Recently, the contributions of chiral logarithms predicted by quenched chiral perturbation theory have been extracted from lattice calculations of hadron masses. We argue that a detailed comparison of random matrix theory and lattice calculations allows for a precise determination of such corrections. We estimate the relative size of the m log(m), m, and m^2 corrections to the chiral condensate for quenched SU(2).
Abstract: Random matrix theory (RMT) is a powerful statistical tool to model spectral fluctuations. In addition, RMT provides efficient means to separate different scales in spectra. Recently RMT has found application in quantum chromodynamics (QCD). In mesoscopic physics, the Thouless energy sets the universal scale for which RMT applies. We try to identify the equivalent of a Thouless energy in complete spectra of the QCD Dirac operator with staggered fermions and SU_(2) lattice gauge fields. Comparing lattice data with RMT predictions we find deviations which allow us to give an estimate for this scale.
Beyond the Thouless energy
(1999)
Abstract: The distribution and the correlations of the small eigenvalues of the Dirac operator are described by random matrix theory (RMT) up to the Thouless energy E_= 1 / sqrt (V), where V is the physical volume. For somewhat larger energies, the same quantities can be described by chiral perturbation theory (chPT). For most quantities there is an intermediate energy regime, roughly 1/V < E < 1/sqrt (V), where the results of RMT and chPT agree with each other. We test these predictions by constructing the connected and disconnected scalar susceptibilities from Dirac spectra obtained in quenched SU(2) and SU(3) simulations with staggered fermions for a variety of lattice sizes and coupling constants. In deriving the predictions of chPT, it is important totake into account only those symmetries which are exactly realized on the lattice.
Abstract: Recently, the chiral logarithms predicted by quenched chiral perturbation theory have been extracted from lattice calculations of hadron masses. We argue that the deviations of lattice results from random matrix theory starting around the so-called Thouless energy can be understood in terms of chiral perturbation theory as well. Comparison of lattice data with chiral perturbation theory formulae allows us to compute the pion decay constant. We present results from a calculation for quenched SU(2) with Kogut-Susskind fermions at ß = 2.0 and 2.2.
Abstract: We describe a general technique that allows for an ideal transfer of quantum correlations between light fields and metastable states of matter. The technique is based on trapping quantum states of photons in coherently driven atomic media, in which the group velocity is adiabatically reduced to zero. We discuss possible applications such as quantum state memories, generation of squeezed atomic states, preparation of entangled atomic ensembles and quantum information processing.
Abstract: We show that it is possible to "store" quantum states of single-photon fields by mapping them onto collective meta-stable states of an optically dense, coherently driven medium inside an optical resonator. An adiabatic technique is suggested which allows to transfer non-classical correlations from traveling-wave single-photon wave-packets into atomic states and vise versa with nearly 100% efficiency. In contrast to previous approaches involving single atoms, the present technique does not require the strong coupling regime corresponding to high-Q micro-cavities. Instead, intracavity Electromagnetically Induced Transparency is used to achieve a strong coupling between the cavity mode and the atoms.