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Portfolio optimization is a cornerstone of financial decision-making, traditionally relying on classical algorithms to balance risk and return. Recent advances in quantum computing offer a promising alternative, leveraging quantum…

Quantum Physics · Physics 2025-11-27 Vicente P. Soloviev , Michal Krompiec

We report multipronged progress on the stochastic averaging approach to numerical analytic continuation of quantum Monte Carlo data. With the sampled spectrum parametrized with delta-functions in continuous frequency space, a calculation of…

Strongly Correlated Electrons · Physics 2023-01-11 Hui Shao , Anders W. Sandvik

Slater determinants have underpinned quantum chemistry for nearly a century, yet their full potential has remained challenging to exploit. In this work, we show that a variational wavefunction composed of a few hundred optimized…

Chemical Physics · Physics 2026-04-17 Clemens Giuliani , Jannes Nys , Rocco Martinazzo , Giuseppe Carleo , Riccardo Rossi

In this paper, we present a probabilistic numerical algorithm combining dynamic programming, Monte Carlo simulations and local basis regressions to solve non-stationary optimal multiple switching problems in infinite horizon. We provide the…

Numerical Analysis · Mathematics 2019-06-04 René Aïd , Luciano Campi , Nicolas Langrené , Huyên Pham

We present an iterative generalisation of the quantum subspace expansion algorithm used with a Krylov basis. The iterative construction connects a sequence of subspaces via their lowest energy states. Diagonalising a Hamiltonian in a given…

Quantum Physics · Physics 2025-05-07 Tom O'Leary , Lewis W. Anderson , Dieter Jaksch , Martin Kiffner

A variational approach is used to calculate free energy and conformational properties in polyelectrolytes. The true bond and Coulomb potentials are approximated by a trial isotropic harmonic energy containing monomer-monomer force constants…

High Energy Physics - Lattice · Physics 2009-09-25 B. Jönsson , C. Peterson , B. Söderberg

The equilibrium configuration of a plasma in an axially symmetric reactor is described mathematically by a free boundary problem associated with the celebrated Grad--Shafranov equation. The presence of uncertainty in the model parameters…

Computational Physics · Physics 2023-12-22 Howard C. Elman , Jiaxing Liang , Tonatiuh Sánchez-Vizuet

Markov chain Monte Carlo methods are a powerful tool for sampling equilibrium configurations in complex systems. One problem these methods often face is slow convergence over large energy barriers. In this work, we propose a novel method…

Computational Physics · Physics 2024-05-29 Luigi Sbailò , Manuel Dibak , Frank Noé

By exploiting the invariance of the molecular Hamiltonian by a unitary transformation of the orbitals it is possible to significantly shorter the depth of the variational circuit in the Variational Quantum Eigensolver (VQE) algorithm by…

Quantum Physics · Physics 2025-09-03 Leonardo Ratini , Chiara Capecci , Leonardo Guidoni

We present a universal quantum Monte Carlo algorithm for simulating arbitrary high-spin (spin greater than 1/2) Hamiltonians, based on the recently developed permutation matrix representation (PMR) framework. Our approach extends a…

Computational Physics · Physics 2026-01-27 Arman Babakhani , Lev Barash , Itay Hen

We propose a new Monte Carlo algorithm for the numerical study of general lattice models in Hamiltonian form. The algorithm is based on an initial Ansatz for the ground state wave function depending on a set of free parameters which are…

Statistical Mechanics · Physics 2009-10-31 Matteo Beccaria

The Multilevel Monte Carlo method is an efficient variance reduction technique. It uses a sequence of coarse approximations to reduce the computational cost in uncertainty quantification applications. The method is nowadays often considered…

Numerical Analysis · Mathematics 2018-06-15 Pieterjan Robbe , Dirk Nuyens , Stefan Vandewalle

We describe an adaptive importance sampling algorithm for rare events that is based on a dual stochastic control formulation of a path sampling problem. Specifically, we focus on path functionals that have the form of cumulate generating…

Dynamical Systems · Mathematics 2019-01-30 Omar Kebiri , Lara Neureither , Carsten Hartmann

We consider Monte Carlo approximations to the maximum likelihood estimator in models with intractable norming constants. This paper deals with adaptive Monte Carlo algorithms, which adjust control parameters in the course of simulation. We…

Methodology · Statistics 2016-12-08 Blazej Miasojedow , Wojciech Niemiro , Jan Palczewski , Wojciech Rejchel

One of the most demanding calculations is to generate random samples from a specified probability distribution (usually with an unknown normalizing prefactor) in a high-dimensional configuration space. One often has to resort to using a…

Computational Physics · Physics 2015-06-18 Youhan Fang , Jesus-Maria Sanz-Serna , Robert D. Skeel

We investigate the one-dimensional Hubbard model with a confining potential, which may describe cold fermionic atoms trapped in an optical lattice. Combining the variational Monte Carlo simulations with the new stochastic reconfiguration…

Statistical Mechanics · Physics 2007-05-23 Yusuke Fujihara , Akihisa Koga , Norio Kawakami

We use a variational Monte Carlo algorithm to solve the electronic structure of two-dimensional semiconductor quantum dots in external magnetic field. We present accurate many-body wave functions for the system in various magnetic field…

Mesoscale and Nanoscale Physics · Physics 2009-11-11 Ari Harju

We analyze the accuracy and sample complexity of variational Monte Carlo approaches to simulate the dynamics of many-body quantum systems classically. By systematically studying the relevant stochastic estimators, we are able to: (i) prove…

Quantum Physics · Physics 2023-10-11 Alessandro Sinibaldi , Clemens Giuliani , Giuseppe Carleo , Filippo Vicentini

This paper provides a convergence analysis for generalized Hamiltonian Monte Carlo samplers, a family of Markov Chain Monte Carlo methods based on leapfrog integration of Hamiltonian dynamics and kinetic Langevin diffusion, that encompasses…

Probability · Mathematics 2024-05-14 Evan Camrud , Alain Durmus , Pierre Monmarché , Gabriel Stoltz

Recent studies into the properties of quantum statistical ensembles in high-dimensional Hilbert spaces have encountered difficulties associated with the Monte-Carlo sampling of quantum superpositions constrained by the energy expectation…

Quantum Physics · Physics 2015-05-27 Frank Hantschel , Boris V. Fine