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We discuss the problem of ultra high energy particles propagation in astrophysical backgrounds. We present two different computational schemes based on both kinetic and Monte Carlo approaches. The kinetic approach is an analytical…

High Energy Astrophysical Phenomena · Physics 2013-12-31 R. Aloisio

Estimation and prediction in high dimensional multivariate factor stochastic volatility models is an important and active research area because such models allow a parsimonious representation of multivariate stochastic volatility. Bayesian…

Computation · Statistics 2021-04-27 David Gunawan , Robert Kohn , David Nott

Quantum computers have a potential for solving quantum chemistry problems with higher accuracy than classical computers. Quantum computing quantum Monte Carlo (QC-QMC) is a QMC with a trial state prepared in quantum circuit, which is…

Quantum Physics · Physics 2024-06-07 Shu Kanno , Hajime Nakamura , Takao Kobayashi , Shigeki Gocho , Miho Hatanaka , Naoki Yamamoto , Qi Gao

We review the method of stochastic error correction which eliminates the truncation error associated with any subspace diagonalization. Monte Carlo sampling is used to compute the contribution of the remaining basis vectors not included in…

High Energy Physics - Lattice · Physics 2009-10-31 Dean Lee

When combined with highly expressive ansatz functions such as neural quantum states, variational Monte Carlo (VMC) constitutes a versatile numerical approach to tackle the quantum many-body problem in and out of equilibrium. However, its…

Quantum Physics · Physics 2026-05-06 Wladislaw Krinitsin , Markus Schmitt

We study diffusion processes in anomalous spacetimes regarded as models of quantum geometry. Several types of diffusion equation and their solutions are presented and the associated stochastic processes are identified. These results are…

High Energy Physics - Theory · Physics 2015-03-20 Gianluca Calcagni

Atomic forces are calculated for first-row monohydrides and carbon monoxide within electronic quantum Monte Carlo (QMC). Accurate and efficient forces are achieved by using an improved method for moving variational parameters in variational…

Chemical Physics · Physics 2009-11-10 Myung Won Lee , Massimo Mella , Andrew M. Rappe

We study the efficiency, precision and accuracy of all-electron variational and diffusion quantum Monte Carlo calculations using Slater basis sets. Starting from wave functions generated by Hartree-Fock and density functional theory, we…

Materials Science · Physics 2010-02-11 Norbert Nemec , Michael D. Towler , R. J. Needs

For important classes of many-fermion problems, quantum Monte Carlo (QMC) methods allow exact calculations of ground-state and finite-temperature properties, without the sign problem. The list spans condensed matter, nuclear physics, and…

Computational Physics · Physics 2016-03-23 Hao Shi , Shiwei Zhang

We discuss the application of multilevel Monte Carlo methods to elliptic partial differential equations with random coefficients. Such problems arise, for example, in uncertainty quantification in subsurface flow modeling. We give a brief…

Numerical Analysis · Mathematics 2012-06-08 A. L. Teckentrup

The path-integral formulation of the statistical mechanics of quantum many-body systems is described, with the purpose of introducing practicaltechniques for the simulation of solids. Monte Carlo and molecular dynamics methods for…

Materials Science · Physics 2014-03-11 Carlos P. Herrero , Rafael Ramirez

We develop a Monte Carlo wave function algorithm for the quantum linear Boltzmann equation, a Markovian master equation describing the quantum motion of a test particle interacting with the particles of an environmental background gas. The…

Quantum Physics · Physics 2010-09-28 Marc Busse , Piotr Pietrulewicz , Heinz-Peter Breuer , Klaus Hornberger

This paper presents an algorithm for Monte Carlo fixed-lag smoothing in state-space models defined by a diffusion process observed through noisy discrete-time measurements. Based on a particles approximation of the filtering and smoothing…

Applications · Statistics 2015-06-17 Anne Cuzol , Etienne Mémin

We investigate the feasibility of integrating quantum algorithms as subroutines of simulation-based optimisation problems with relevance to and potential applications in mathematical finance. To this end, we conduct a thorough analysis of…

We study three wave function optimization methods based on energy minimization in a variational Monte Carlo framework: the Newton, linear and perturbative methods. In the Newton method, the parameter variations are calculated from the…

Chemical Physics · Physics 2015-06-26 Julien Toulouse , C. J. Umrigar

In this work we investigate the ground state and the dissipative quantum dynamics of interacting charged particles in an external potential at finite temperature. The recently devised time-dependent quantum Monte Carlo (TDQMC) method allows…

Quantum Physics · Physics 2025-01-29 Ivan P. Christov

We propose a Monte Carlo method, which is a hybrid method of the quantum Monte Carlo method and variational Monte Carlo theory, to study the Hubbard model. The theory is based on the off-diagonal and the Gutzwiller type correlation factors…

Strongly Correlated Electrons · Physics 2015-06-24 Takashi Yanagisawa , Soh Koike , Kunihiko Yamaji

Quantum Monte Carlo simulations are powerful and versatile tools for the quantum many-body problem. In addition to the usual calculations of energies and eigenstate observables, quantum Monte Carlo simulations can in principle be used to…

Nuclear Theory · Physics 2023-12-29 Avik Sarkar , Dean Lee , Ulf-G. Meißner

A statistical learning approach for parametric PDEs related to Uncertainty Quantification is derived. The method is based on the minimization of an empirical risk on a selected model class and it is shown to be applicable to a broad range…

Numerical Analysis · Mathematics 2020-01-07 Martin Eigel , Reinhold Schneider , Philipp Trunschke , Sebastian Wolf

High-energy physics simulations traditionally rely on classical Monte Carlo methods to model complex particle interactions, often incurring significant computational costs. In this paper, we introduce a novel quantum-enhanced simulation…

Quantum Physics · Physics 2025-02-28 Euimin Lee , Sangmin Lee , Shiho Kim