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Scientific computing has long relied on double precision (64-bit floating point) arithmetic to guarantee accuracy in simulations of real-world phenomena. However, the growing availability of hardware accelerators such as Graphics Processing…

Quantum Physics · Physics 2026-01-29 Massimo Solinas , Agnes Valenti , Nawaf Bou-Rabee , Roeland Wiersema

In this work, we introduce a simple modification of the Monte Carlo algorithm, which we call step Monte Carlo (sMC). The sMC approach allows to simulate processes far from equilibrium and obtain information about the dynamic properties of…

Other Condensed Matter · Physics 2023-12-15 Dariusz Sztenkiel

Modern training and inference pipelines in statistical learning and deep learning repeatedly invoke linear-system solves as inner loops, yet high-accuracy deterministic solvers can be prohibitively expensive when solves must be repeated…

Computation · Statistics 2026-02-06 Sarah Polson , Vadim Sokolov

We extend the recently introduced phaseless auxiliary-field quantum Monte Carlo (QMC) approach to any single-particle basis, and apply it to molecular systems with Gaussian basis sets. QMC methods in general scale favorably with system…

Computational Physics · Physics 2007-05-23 W. A. Al-Saidi , Shiwei Zhang , Henry Krakauer

Simulations of collisions of fundamental particles on a quantum computer are expected to have an exponential advantage over classical methods and promise to enhance searches for new physics. Furthermore, scattering in scalar field theory…

Quantum Physics · Physics 2025-08-14 Nikita A. Zemlevskiy

We propose an efficient method for Monte Carlo simulation of quantum lattice models. Unlike most other quantum Monte Carlo methods, a single run of the proposed method yields the free energy and the entropy with high precision for the whole…

Statistical Mechanics · Physics 2009-11-10 Chiaki Yamaguchi , Naoki Kawashima , Yutaka Okabe

We explore two complementary modifications of the hybridization-expansion continuous-time Monte Carlo method, aiming at large multi-orbital quantum impurity problems. One idea is to compute the imaginary-time propagation using a matrix…

Strongly Correlated Electrons · Physics 2014-07-01 Hiroshi Shinaoka , Michele Dolfi , Matthias Troyer , Philipp Werner

The Markov chain Monte Carlo (MCMC) method is used to evaluate the imaginary-time path integral of a quantum oscillator with a potential that includes both a quadratic term and a quartic term whose coupling is varied by several orders of…

Computational Physics · Physics 2020-08-27 Shikhar Mittal , Marise J. E. Westbroek , Peter R. King , Dimitri D. Vvedensky

The iterative Quasi-Monte Carlo (iQMC) method is a recently proposed method for multigroup neutron transport simulations. iQMC can be viewed as a hybrid between deterministic iterative techniques, Monte Carlo simulation, and Quasi-Monte…

Computational Physics · Physics 2024-01-09 Samuel Pasmann , Ilham Variansyah , C. T. Kelley , Ryan G. McClarren

Efficient continuous time quantum Monte Carlo (CT-QMC) algorithms that do not suffer from time discretization errors have become the state-of-the-art for most discrete quantum models. They have not been widely used yet for fermionic quantum…

Strongly Correlated Electrons · Physics 2015-07-08 Mauro Iazzi , Matthias Troyer

Monte Carlo (MC) sampling algorithms are an extremely widely-used technique to estimate expectations of functions f(x), especially in high dimensions. Control variates are a very powerful technique to reduce the error of such estimates, but…

Machine Learning · Statistics 2016-06-08 Brendan D. Tracey , David H. Wolpert

The Iterative Quasi-Monte Carlo (iQMC) method is a recently developed hybrid method for neutron transport simulations. iQMC replaces standard quadrature techniques used in deterministic linear solvers with Quasi-Monte Carlo simulation for…

Computational Physics · Physics 2025-01-13 Samuel Pasmann , Ilham Variansyah , C. T. Kelley , Ryan G. McClarren

In this paper, we extend our analysis of lattice systems using the wavelet transform to systems for which exact enumeration is impractical. For such systems, we illustrate a wavelet-accelerated Monte Carlo (WAMC) algorithm, which…

Chemical Physics · Physics 2009-11-07 Ahmed E. Ismail , George Stephanopoulos , Gregory C. Rutledge

Quantum Monte Carlo methods are first-principle approaches that approximately solve the Schr\"odinger equation stochastically. As compared to traditional quantum chemistry methods, they offer important advantages such as the ability to…

Chemical Physics · Physics 2020-02-11 Jonas Feldt , Claudia Filippi

Sequential Monte Carlo (SMC) samplers are powerful tools for Bayesian inference but suffer from high computational costs due to their reliance on large particle ensembles for accurate estimates. We introduce persistent sampling (PS), an…

Machine Learning · Statistics 2025-06-24 Minas Karamanis , Uroš Seljak

Quantum linear system solvers like the Quantum Singular Value Transformation (QSVT) require a block encoding of the system matrix $A$ within a unitary operator $U_A$. Unfortunately, block encoding often results in significant…

Quantum Physics · Physics 2025-10-28 Leigh Lapworth , Christoph Sünderhauf

We propose a technique to effectively sample initial neutron and delayed neutron precursor particles for Monte Carlo (MC) simulations of typical off-critical reactor transients. The technique can be seen as an improvement, or alternative,…

Computational Physics · Physics 2023-05-15 Ilham Variansyah , Ryan G. McClarren

The Multilevel Monte Carlo (MLMC) method has proven to be an effective variance-reduction statistical method for Uncertainty Quantification (UQ) in Partial Differential Equation (PDE) models, combining model computations at different levels…

Mathematical Software · Computer Science 2023-05-24 Santiago Badia , Jerrad Hampton , Javier Principe

For optimal accuracy, auxiliary-field quantum Monte Carlo (AFQMC) requires trial states consisting of multiple Slater determinants. We develop an efficient algorithm to select the determinants from an AFQMC random walk eliminating the need…

Chemical Physics · Physics 2025-07-08 Zoran Sukurma , Martin Schlipf , Georg Kresse

This paper presents a new stochastic preconditioning approach. For symmetric diagonally-dominant M-matrices, we prove that an incomplete LDL factorization can be obtained from random walks, and used as a preconditioner for an iterative…

Numerical Analysis · Mathematics 2007-05-23 Haifeng Qian , Sachin S. Sapatnekar