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An efficient Path Integral Monte Carlo procedure is proposed to simulate the behavior of quantum many-body dissipative systems described within the framework of the influence functional. Thermodynamic observables are obtained by Monte Carlo…

Statistical Mechanics · Physics 2009-11-07 Luca Capriotti , Alessandro Cuccoli , Andrea Fubini , Valerio Tognetti , Ruggero Vaia

We explore different ways of incorporating accurate trial wave functions into free projection auxiliary field quantum Monte Carlo (fp-AFQMC). Trial states employed include coupled cluster singles and doubles, multi-Slater, and symmetry…

Chemical Physics · Physics 2021-04-15 Ankit Mahajan , Sandeep Sharma

The aim of this paper is to introduce a new Monte Carlo method based on importance sampling techniques for the simulation of stochastic differential equations. The main idea is to combine random walk on squares or rectangles methods with…

Probability · Mathematics 2010-10-22 Madalina Deaconu , Antoine Lejay

Quantum Monte Carlo (QMC) methods are powerful tools for simulating quantum many-body systems, yet their applicability is limited by the infamous sign problem. We approach this challenge through the lens of Vanishing Geometric Phases (VGP)…

Quantum Physics · Physics 2025-12-11 Arman Babakhani , Armen Karakashian

We propose a path optimization method (POM) to evade the sign problem in the Monte-Carlo calculations for complex actions. Among many approaches to the sign problem, the Lefschetz-thimble path-integral method and the complex Langevin method…

High Energy Physics - Lattice · Physics 2019-11-05 Akira Ohnishi , Yuto Mori , Kouji Kashiwa

This paper focuses on signal processing tasks in which the signal is transformed from the signal space to a higher dimensional coefficient space (also called phase space) using a continuous frame, processed in the coefficient space, and…

Numerical Analysis · Mathematics 2021-09-14 Ron Levie , Haim Avron

Quantum Monte Carlo (QMC) simulations constitute nowadays one of the most powerful methods to study strongly correlated quantum systems, provided that no "sign problem" arises. However, many systems of interest, including highly frustrated…

Strongly Correlated Electrons · Physics 2022-03-30 Andreas Honecker , Lukas Weber , Philippe Corboz , Frédéric Mila , Stefan Wessel

The ab initio thermodynamic simulation of correlated Fermi systems is of central importance for many applications, such as warm dense matter, electrons in quantum dots, and ultracold atoms. Unfortunately, path integral Monte Carlo (PIMC)…

Computational Physics · Physics 2019-08-28 Tobias Dornheim

The Monte Carlo calculation of R\'enyi entanglement entropies $S^{}_n$ of interacting fermions suffers from a well-known signal-to-noise problem, even for a large number of situations in which the infamous sign problem is absent. A few…

Strongly Correlated Electrons · Physics 2015-10-28 Joaquín E. Drut , William J. Porter

Importance sampling is a Monte Carlo method which designs estimators of expectations under a target distribution using weighted samples from a proposal distribution. When the target distribution is complex, such as multimodal distributions…

Methodology · Statistics 2026-02-04 Anas Cherradi , Yazid Janati , Alain Durmus , Sylvain Le Corff , Yohan Petetin , Julien Stoehr

The reliability of a complex industrial system can rarely be assessed analytically. As system failure is often a rare event, crude Monte-Carlo methods are prohibitively expensive from a computational point of view. In order to reduce…

Computation · Statistics 2019-06-03 H. Chraibi , A. Dutfoy , T. Galtier , J. Garnier

Quantum field theories (QFTs) at finite densities of matter generically involve complex actions. Standard Monte-Carlo simulations based upon importance sampling, which have been producing quantitative first principle results in particle…

High Energy Physics - Lattice · Physics 2016-08-24 Christof Gattringer , Kurt Langfeld

We explain in detail how to estimate mean values and assess statistical errors for arbitrary functions of elementary observables in Monte Carlo simulations. The method is to estimate and sum the relevant autocorrelation functions, which is…

High Energy Physics - Lattice · Physics 2009-09-29 Ulli Wolff

A possible method to solve the sign problem is developed by modifying the original theory. Considering several modifications of the partition function, the observable in the original theory is reconstructed from the identity connecting the…

High Energy Physics - Lattice · Physics 2017-11-30 Takahiro M. Doi , Shoichiro Tsutsui

This paper presents a method for alleviating sign problems in lattice path integrals, including those associated with finite fermion density in relativistic systems. The method makes use of information gained from some systematic expansion…

High Energy Physics - Lattice · Physics 2020-11-11 Scott Lawrence

We study the two dimensional Hubbard model by use of the ground state algorithm in the Monte Carlo simulation. We employ complex wave functions as trial function in order to have a close look at properties such as chiral spin order…

High Energy Physics - Lattice · Physics 2017-02-01 Masahiro IMACHI , Hiroshi YONEYAMA

Quantum Monte Carlo is a powerful tool for studying quantum many-body physics, yet its efficacy is often curtailed by the notorious sign problem. In this Letter, we introduce a novel criterion for the "intrinsic" sign problem in…

Strongly Correlated Electrons · Physics 2025-10-06 Donghae Seo , Minyoung You , Hee-Cheol Kim , Gil Young Cho

Distortion risk measures play a critical role in quantifying risks associated with uncertain outcomes. Accurately estimating these risk measures in the context of computationally expensive simulation models that lack analytical tractability…

Risk Management · Quantitative Finance 2025-08-29 Sören Bettels , Stefan Weber

We use the Shadow Wave Function formalism as a convenient model to study the fermion sign problem affecting all projector Quantum Monte Carlo methods in continuum space. We demonstrate that the efficiency of imaginary time projection…

Computational Physics · Physics 2016-05-04 Francesco Calcavecchia , Markus Holzmann

Many problems in materials science and biology involve particles interacting with strong, short-ranged bonds, that can break and form on experimental timescales. Treating such bonds as constraints can significantly speed up sampling their…

Numerical Analysis · Mathematics 2020-12-02 Miranda Holmes-Cerfon
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