Random Bit Quadrature and Approximation of Distributions on Hilbert Spaces

We study the approximation of expectations \E(f(X)) for Gaussian random elements $X$ with values in a separable Hilbert space $H$ and Lipschitz continuous functionals $f \colon H \to \R$. We consider restricted Monte Carlo algorithms, which may only use random bits instead of random numbers. We determine the asymptotics (in some cases sharp up to multiplicative constants, in the other cases sharp up to logarithmic factors) of the corresponding $n$-th minimal error in terms of the decay of the eigenvalues of the covariance operator of $X$. It turns out that, within the margins from above, restricted Monte Carlo algorithms are not inferior to arbitrary Monte Carlo algorithms, and suitable random bit multilevel algorithms are optimal. The analysis of this problem leads to a variant of the quantization problem, namely, the optimal approximation of probability measures on $H$ by uniform distributions supported by a given, finite number of points. We determine the asymptotics (up to multiplicative constants) of the error of the best approximation for the one-dimensional standard normal distribution, for Gaussian measures as above, and for scalar autonomous SDEs

Random Bit Multilevel Algorithms for Stochastic Differential Equations

We study the approximation of expectations \E(f(X)) for solutions $X$ of SDEs and functionals $f \colon C([0,1],\R^r) \to \R$ by means of restricted Monte Carlo algorithms that may only use random bits instead of random numbers. We consider the worst case setting for functionals $f$ from the Lipschitz class w.r.t.\ the supremum norm. We construct a random bit multilevel Euler algorithm and establish upper bounds for its error and cost. Furthermore, we derive matching lower bounds, up to a logarithmic factor, that are valid for all random bit Monte Carlo algorithms, and we show that, for the given quadrature problem, random bit Monte Carlo algorithms are at least almost as powerful as general randomized algorithms

Lattice methods for strongly interacting many-body systems

Lattice field theory methods, usually associated with non-perturbative studies of quantum chromodynamics, are becoming increasingly common in the calculation of ground-state and thermal properties of strongly interacting non-relativistic few- and many-body systems, blurring the interfaces between condensed matter, atomic and low-energy nuclear physics. While some of these techniques have been in use in the area of condensed matter physics for a long time, others, such as hybrid Monte Carlo and improved effective actions, have only recently found their way across areas. With this topical review, we aim to provide a modest overview and a status update on a few notable recent developments. For the sake of brevity we focus on zero-temperature, non-relativistic problems. After a short introduction, we lay out some general considerations and proceed to discuss sampling algorithms, observables, and systematic effects. We show selected results on ground- and excited-state properties of fermions in the limit of unitarity. The appendix contains details on group theory on the lattice.Comment: 64 pages, 32 figures; topical review for J. Phys. G; replaced with published versio

Quantum Monte Carlo in the Interaction Representation --- Application to a Spin-Peierls Model

A quantum Monte Carlo algorithm is constructed starting from the standard perturbation expansion in the interaction representation. The resulting configuration space is strongly related to that of the Stochastic Series Expansion (SSE) method, which is based on a direct power series expansion of exp(-beta*H). Sampling procedures previously developed for the SSE method can therefore be used also in the interaction representation formulation. The new method is first tested on the S=1/2 Heisenberg chain. Then, as an application to a model of great current interest, a Heisenberg chain including phonon degrees of freedom is studied. Einstein phonons are coupled to the spins via a linear modulation of the nearest-neighbor exchange. The simulation algorithm is implemented in the phonon occupation number basis, without Hilbert space truncations, and is exact. Results are presented for the magnetic properties of the system in a wide temperature regime, including the T-->0 limit where the chain undergoes a spin-Peierls transition. Some aspects of the phonon dynamics are also discussed. The results suggest that the effects of dynamic phonons in spin-Peierls compounds such as GeCuO3 and NaV2O5 must be included in order to obtain a correct quantitative description of their magnetic properties, both above and below the dimerization temperature.Comment: 23 pages, Revtex, 11 PostScript figure

Intermediate and extreme mass-ratio inspirals — astrophysics, science applications and detection using LISA

Black hole binaries with extreme (gtrsim104:1) or intermediate (~102–104:1) mass ratios are among the most interesting gravitational wave sources that are expected to be detected by the proposed laser interferometer space antenna (LISA). These sources have the potential to tell us much about astrophysics, but are also of unique importance for testing aspects of the general theory of relativity in the strong field regime. Here we discuss these sources from the perspectives of astrophysics, data analysis and applications to testing general relativity, providing both a description of the current state of knowledge and an outline of some of the outstanding questions that still need to be addressed. This review grew out of discussions at a workshop in September 2006 hosted by the Albert Einstein Institute in Golm, Germany

Randomized Complexity of Parametric Integration and the Role of Adaption II. Sobolev Spaces

We study the complexity of randomized computation of integrals depending on a parameter, with integrands from Sobolev spaces. That is, for $r,d_1,d_2\in{\mathbb N}$, $1\le p,q\le \infty$, $D_1= [0,1]^{d_1}$, and $D_2= [0,1]^{d_2}$ we are given $f\in W_p^r(D_1\times D_2)$ and we seek to approximate $$Sf=\int_{D_2}f(s,t)dt\quad (s\in D_1),$$ with error measured in the $L_q(D_1)$-norm. Our results extend previous work of Heinrich and Sindambiwe (J.\ Complexity, 15 (1999), 317--341) for $p=q=\infty$ and Wiegand (Shaker Verlag, 2006) for $1\le p=q<\infty$. Wiegand's analysis was carried out under the assumption that $W_p^r(D_1\times D_2)$ is continuously embedded in $C(D_1\times D_2)$ (embedding condition). We also study the case that the embedding condition does not hold. For this purpose a new ingredient is developed -- a stochastic discretization technique. The paper is based on Part I, where vector valued mean computation -- the finite-dimensional counterpart of parametric integration -- was studied. In Part I a basic problem of Information-Based Complexity on the power of adaption for linear problems in the randomized setting was solved. Here a further aspect of this problem is settled.Comment: 32 page

On the Emerging Potential of Quantum Annealing Hardware for Combinatorial Optimization

Over the past decade, the usefulness of quantum annealing hardware for combinatorial optimization has been the subject of much debate. Thus far, experimental benchmarking studies have indicated that quantum annealing hardware does not provide an irrefutable performance gain over state-of-the-art optimization methods. However, as this hardware continues to evolve, each new iteration brings improved performance and warrants further benchmarking. To that end, this work conducts an optimization performance assessment of D-Wave Systems' most recent Advantage Performance Update computer, which can natively solve sparse unconstrained quadratic optimization problems with over 5,000 binary decision variables and 40,000 quadratic terms. We demonstrate that classes of contrived problems exist where this quantum annealer can provide run time benefits over a collection of established classical solution methods that represent the current state-of-the-art for benchmarking quantum annealing hardware. Although this work does not present strong evidence of an irrefutable performance benefit for this emerging optimization technology, it does exhibit encouraging progress, signaling the potential impacts on practical optimization tasks in the future