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The use of sequential Monte Carlo within simulation for path-dependent option pricing is proposed and evaluated. Recently, it was shown that explicit solutions and importance sampling are valuable for efficient simulation of spot price and…

Computational Finance · Quantitative Finance 2019-11-13 Michael A. Kouritzin , Anne MacKay

Reliably simulating two-dimensional many-body quantum dynamics with projected entangled pair states (PEPS) has long been a difficult challenge. In this work, we overcome this barrier for low-energy quantum dynamics by developing a stable…

Strongly Correlated Electrons · Physics 2026-01-29 Yantao Wu , Jannes Nys

Multi-dimensional density of states provides a useful description of complex frustrated systems. Recent advances in Monte Carlo methods enable efficient calculation of the density of states and related quantities, which renew the interest…

Disordered Systems and Neural Networks · Physics 2009-11-10 Yukito Iba , Hisanao Takahashi

We present a holographic quantum simulation algorithm to variationally prepare thermal states of $d$-dimensional interacting quantum many-body systems, using only enough hardware qubits to represent a ($d$-1)-dimensional cross-section. This…

Quantum Physics · Physics 2022-10-17 Yuxuan Zhang , Shahin Jahanbani , Daoheng Niu , Reza Haghshenas , Andrew C. Potter

Markov chain Monte Carlo (MCMC) is a powerful tool for sampling from complex probability distributions. Despite its versatility, MCMC often suffers from strong autocorrelation and the negative sign problem, leading to slowing down the…

Statistical Mechanics · Physics 2024-12-05 Synge Todo

Monte Carlo simulations are methods for simulating statistical systems. The aim is to generate a representative ensemble of configurations to access thermodynamical quantities without the need to solve the system analytically or to perform…

Statistical Mechanics · Physics 2015-06-19 Jean-Charles Walter , Gerard Barkema

While general quantum many-body systems require exponential resources to be simulated on a classical computer, systems of non-interacting fermions can be simulated exactly using polynomially scaling resources. Such systems may be of…

Strongly Correlated Electrons · Physics 2019-12-18 Norbert Schuch , Bela Bauer

We propose a new variational scheme based on the neural-network quantum states to simulate the stationary states of open quantum many-body systems. Using the high expressive power of the variational ansatz described by the restricted…

Disordered Systems and Neural Networks · Physics 2019-07-03 Nobuyuki Yoshioka , Ryusuke Hamazaki

We introduce an efficient method to calculate the ground state of one-dimensional lattice models with periodic boundary conditions. The method works in the representation of Matrix Product States (MPS), related to the Density Matrix…

Strongly Correlated Electrons · Physics 2010-02-16 Peter Pippan , Steven R. White , Hans Gerd Evertz

We present a tree-tensor-network-based method to study strongly correlated systems with nonlocal interactions in higher dimensions. Although the momentum-space and quantum-chemistry versions of the density matrix renormalization group…

Strongly Correlated Electrons · Physics 2010-11-08 Valentin Murg , Örs Legeza , Reinhard M. Noack , Frank Verstraete

We introduce a method for extracting meaningful entanglement measures of tensor network states in general dimensions. Current methods require the explicit reconstruction of the density matrix, which is highly demanding, or the contraction…

Strongly Correlated Electrons · Physics 2022-07-28 Noa Feldman , Augustine Kshetrimayum , Jens Eisert , Moshe Goldstein

By variational Monte-Carlo method developed Ceperley et al. for the simulation of fermi systems in macroscopic confining potential well we simulate various spin ground states of the coulomb clusters with 2,3 and 4 particles in a broad…

Condensed Matter · Physics 2007-05-23 B. Abdullaev , A. D. Kidisyuk , M. M. Musakhanov

Quantum computing offers potential solutions for finding ground states in condensed-matter physics and chemistry. However, achieving effective ground state preparation is also computationally hard for arbitrary Hamiltonians. It is necessary…

We propose a numerical self-consistent method for 3D classical lattice models, which optimizes the variational state written as two-dimensional product of tensors. The variational partition function is calculated by the corner transfer…

Variational quantum calculations have borrowed many tools and algorithms from the machine learning community in the recent years. Leveraging great expressive power and efficient gradient-based optimization, researchers have shown that trial…

Disordered Systems and Neural Networks · Physics 2024-08-19 Matija Medvidović , Javier Robledo Moreno

Nonstabilizerness, also known as magic, quantifies the number of non-Clifford operations needed in order to prepare a quantum state. As typical measures either involve minimization procedures or a computational cost exponential in the…

Quantum Physics · Physics 2023-01-31 Tobias Haug , Lorenzo Piroli

Tensor networks are a powerful modeling framework developed for computational many-body physics, which have only recently been applied within machine learning. In this work we utilize a uniform matrix product state (u-MPS) model for…

Machine Learning · Computer Science 2021-04-26 Jacob Miller , Guillaume Rabusseau , John Terilla

We explore various ways to group orbitals into clusters in a matrix product state (MPS). We explain how a generic cluster MPS can often lead to an increase in computational cost and instead propose a special cluster structure, involving…

Chemical Physics · Physics 2022-10-03 Henrik R. Larsson , Huanchen Zhai , Klaas Gunst , Garnet Kin-Lic Chan

Quantum many-body problems are some of the most challenging problems in science and are central to demystifying some exotic quantum phenomena, e.g., high-temperature superconductors. The combination of neural networks (NN) for representing…

Quantum Physics · Physics 2022-12-23 Or Sharir , Garnet Kin-Lic Chan , Anima Anandkumar

The multi-scale entanglement renormalization ansatz (MERA) is a hierarchical class of tensor network states motivated by the real-space renormalization group. It is used to simulate strongly correlated quantum many-body systems. For…

Strongly Correlated Electrons · Physics 2025-01-07 Thomas Barthel , Qiang Miao