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In low-temperature high-density plasmas quantum effects of the electrons are becoming increasingly important. This requires the development of new theoretical and computational tools. Quantum Monte Carlo methods are among the most…

Statistical Mechanics · Physics 2014-08-12 T. Schoof , S. Groth , M. Bonitz

In modern power systems, the integration of converter-interfaced generations requires the development of electromagnetic transient network simulation programs (EMTP) that can capture rapid fluctuations. However, as the power system scales,…

Quantum Physics · Physics 2025-02-18 Qi Lou , Yijun Xu , Wei Gu

At low temperatures $T$ where $1/T=\beta\gg1$ the na\"ive implementation of determinant quantum Monte Carlo (DQMC) methods suffers from loss of precision and numerical instabilities when evaluating the fermion determinant. This instability…

Computational Physics · Physics 2026-04-02 Thomas Luu , Johann Ostmeyer , Petar Sinilkov , Finn L. Temmen

Particle smoothers are SMC (Sequential Monte Carlo) algorithms designed to approximate the joint distribution of the states given observations from a state-space model. We propose dSMC (de-Sequentialized Monte Carlo), a new particle…

Computation · Statistics 2022-02-07 Adrien Corenflos , Nicolas Chopin , Simo Särkkä

The emergence of huge-scale, data-intensive linear optimization (LO) problems in applications such as machine learning has driven the need for more computationally efficient interior point methods (IPMs). While conventional IPMs are…

The computational complexity of naive, sampling-based uncertainty quantification for 3D partial differential equations is extremely high. Multilevel approaches, such as multilevel Monte Carlo (MLMC), can reduce the complexity significantly,…

Computational Engineering, Finance, and Science · Computer Science 2016-07-13 Björn Gmeiner , Daniel Drzisga , Ulrich Ruede , Robert Scheichl , Barbara Wohlmuth

Computational methods both open the frontiers of economic analysis and serve as a bottleneck in what can be achieved. We are the first to study whether Quantum Monte Carlo (QMC) algorithm can improve the runtime of economic applications and…

Quantum Physics · Physics 2024-09-24 Vladimir Skavysh , Sofia Priazhkina , Diego Guala , Thomas R. Bromley

Monte Carlo simulation is an unbiased numerical tool for studying classical and quantum many-body systems. One of its bottlenecks is the lack of general and efficient update algorithm for large size systems close to phase transition or with…

Strongly Correlated Electrons · Physics 2017-01-11 Junwei Liu , Yang Qi , Zi Yang Meng , Liang Fu

Multilevel Monte Carlo is a key tool for approximating integrals involving expensive scientific models. The idea is to use approximations of the integrand to construct an estimator with improved accuracy over classical Monte Carlo. We…

Methodology · Statistics 2023-03-15 Kaiyu Li , Daniel Giles , Toni Karvonen , Serge Guillas , François-Xavier Briol

Obtaining accurate solutions to the Schr\"odinger equation is the key challenge in computational quantum chemistry. Deep-learning-based Variational Monte Carlo (DL-VMC) has recently outperformed conventional approaches in terms of accuracy,…

Chemical Physics · Physics 2023-07-19 Michael Scherbela , Leon Gerard , Philipp Grohs

We assess numerical stabilization methods employed in fermion many-body quantum Monte Carlo simulations. In particular, we empirically compare various matrix decomposition and inversion schemes to gain control over numerical instabilities…

Computational Physics · Physics 2020-07-14 Carsten Bauer

We describe the implementation of the frozen-orbital and downfolding approximations in the auxiliary-field quantum Monte Carlo (AFQMC) method. These approaches can provide significant computational savings compared to fully correlating all…

Computational Physics · Physics 2013-11-18 Wirawan Purwanto , Shiwei Zhang , Henry Krakauer

Monte Carlo integration is a widely used numerical method for approximating integrals, which is often computationally expensive. In recent years, quantum computing has shown promise for speeding up Monte Carlo integration, and several…

Quantum Physics · Physics 2023-12-12 Jorge J. Martínez de Lejarza , Michele Grossi , Leandro Cieri , Germán Rodrigo

Inspired by the latest developments in multilevel Monte Carlo (MLMC) methods and randomised sketching for linear algebra problems we propose a MLMC estimator for real-time processing of matrix structured random data. Our algorithm is…

Numerical Analysis · Mathematics 2020-04-30 Yue Wu , Nick Polydorides

Neural-network quantum states (NQS) offer a powerful and expressive ansatz for representing quantum many-body wave functions. However, their training via Variational Monte Carlo (VMC) methods remains challenging. It is well known that some…

Quantum Physics · Physics 2025-07-09 Antoine Misery , Luca Gravina , Alessandro Santini , Filippo Vicentini

In this paper, we generalize the Quantum Kinetic Monte Carlo (QKMC) method of the Schrodinger equation, which was first proposed by [Z. Cai and J. Lu. SIAM J. Sci. Comput., 40(3):B706-B722, 2018] to the Lindblad equation. This algorithm…

Computational Physics · Physics 2023-08-04 Limin Xu

Quantum-enhanced auxiliary field quantum Monte Carlo (QC-AFQMC) uses output from a quantum computer to increase the accuracy of its classical counterpart. The algorithm requires the estimation of overlaps between walker states and a trial…

We show that for both single-Slater-Jastrow and Jastrow geminal power wave functions, the formal cost scaling of Hilbert space variational Monte Carlo can be reduced from fifth to fourth order in the system size, thus bringing it in line…

Strongly Correlated Electrons · Physics 2018-12-05 Haochuan Wei , Eric Neuscamman

We review the use of continuum quantum Monte Carlo (QMC) methods for the calculation of energy gaps from first principles, and present a broad set of excited-state calculations carried out with the variational and fixed-node diffusion QMC…

Materials Science · Physics 2018-08-22 Ryan J. Hunt , Marcin Szyniszewski , Genki I. Prayogo , Ryo Maezono , Neil D. Drummond

We apply preconditioning, which is widely used in classical solvers for linear systems $A\textbf{x}=\textbf{b}$, to the variational quantum linear solver. By utilizing incomplete LU factorization as a preconditioner for linear equations…

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