7 citations · 19 across the 6 of their papers we have counts for
3 papers · 1 filter
Levy process simulation by stochastic step functions
Torquil Macdonald Sørensen, Fred Espen Benth
We study a Monte Carlo algorithm for simulation of probability distributions based on stochastic step functions, and compare to the traditional Metropolis/Hastings method. Unlike t…
Simplicial gauge theory on spacetime
Tore Gunnar Halvorsen, Torquil Macdonald Sørensen
We define a discrete gauge-invariant Yang-Mills-Higgs action on spacetime simplicial meshes. The formulation is a generalization of classical lattice gauge theory, and we prove con…
Simplicial gauge theory and quantum gauge theory simulation
Tore Gunnar Halvorsen, Torquil Macdonald Sørensen
We propose a general formulation of simplicial lattice gauge theory inspired by the finite element method. Numerical tests of convergence towards continuum results are performed fo…