Related papers: New variational Monte Carlo method with an energy …
We introduce a new method to price American-style options on underlying investments governed by stochastic volatility (SV) models. The method does not require the volatility process to be observed. Instead, it exploits the fact that the…
Quantum mechanics for many-body systems may be reduced to the evaluation of integrals in 3N dimensions using Monte-Carlo, providing the Quantum Monte Carlo ab initio methods. Here we limit ourselves to expectation values for trial…
The variational quantum Monte Carlo (VQMC) method received significant attention in the recent past because of its ability to overcome the curse of dimensionality inherent in many-body quantum systems. Close parallels exist between VQMC and…
Ab-initio quantum Monte Carlo (QMC) methods are a state-of-the-art computational approach to obtaining highly accurate many-body wave functions. Although QMC methods are widely used in physics and chemistry to compute ground-state energies,…
A paramount goal in the field of nuclear physics is to unify ab-initio treatments of bound and unbound states. The position-space quantum Monte Carlo (QMC) methods have a long history of successful bound state calculations in light systems…
A method for making realistic estimates of the density of levels in even-even nuclei is presented making use of the Monte Carlo shell model (MCSM). The procedure follows three basic steps: (1) computation of the thermal energy with the…
This work introduces a novel multilevel Monte Carlo (MLMC) metamodeling approach for variance function estimation. Although devising an efficient experimental design for simulation metamodeling can be elusive, the MLMC-based approach…
A second order extrapolation method is presented for shell model calculations, where shell model energies of truncated spaces are well described as a function of energy variance by quadratic curves and exact shell model energies can be…
Quantum Monte Carlo methods find fruitful application in large shell model problems. These methods reduce the imaginary-time many-body evolution operator to a coherent superposition of one-body evolutions in a fluctuating one-body field;…
It has been well established that the Jastrow correlation factor can effectively capture the electron correlation effects, and thus, the efficient optimization of the many-body wave function including the Jastrow correlation factor is of…
A new computational method for finite-temperature properties of strongly correlated electrons is proposed by extending the variational Monte Carlo method originally developed for the ground state. The method is based on the path integral in…
In recent years, the variational Monte Carlo (VMC) calculations of projected entangled pair states (PEPS) has emerged as a competitive method for computing the ground states of many-body quantum systems. This method is particularly…
The energy variance extrapolation method consists in relating the approximate energies in many-body calculations to the corresponding energy variances and inferring eigenvalues by extrapolating to zero variance. The method needs a fast…
The configuration-interaction shell model approach provides an attractive framework for the calculation of nuclear level densities in the presence of correlations, but the large dimensionality of the model space has hindered its application…
The Diffusion Monte Carlo method is devoted to the computation of electronic ground-state energies of molecules. In this paper, we focus on implementations of this method which consist in exploring the configuration space with a {\bf fixed}…
The shell model Monte Carlo (SMMC) method enables calculations in model spaces that are many orders of magnitude larger than those that can be treated by conventional methods, and is particularly suitable for the calculation of level…
We propose a new shell model method, combining the Lanczos digonalization and extrapolation method. This method can give accurate shell model energy from a series of shell model calculations with various truncation spaces, in a…
We utilize the Shell Model Monte Carlo (SMMC) method to study the structure of rare earth nuclei. This work demonstrates the first systematic ``full oscillator shell plus intruder'' calculations in such heavy nuclei. Exact solutions of a…
We show that the standard Lanczos algorithm can be efficiently implemented statistically and self consistently improved, using the stochastic reconfigurat ion method, which has been recently introduced to stabilize the Monte Carlo sign…
We review results obtained using Shell Model Monte Carlo (SMMC) techniques. These methods reduce the imaginary-time many-body evolution operator to a coherent superposition of one-body evolutions in fluctuating one-body fields; the…