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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

We present a novel variant of the multi-level Monte Carlo method that effectively utilizes a reserved computational budget on a high-performance computing system to minimize the mean squared error. Our approach combines concepts of the…

Numerical Analysis · Mathematics 2023-07-21 Niklas Baumgarten , Sebastian Krumscheid , Christian Wieners

We introduce a quantum Monte Carlo method to simulate the reversible dynamics of correlated many-body systems. Our method is based on the Laplace transform of the time-evolution operator which, as opposed to most quantum Monte Carlo…

Quantum Physics · Physics 2022-09-14 Romain Chessex , Massimo Borrelli , Hans Christian Öttinger

This article outlines how the quantum Monte Carlo directed loop update recently introduced can be applied to a wide class of quantum lattice models. Several models are considered: Spin-S XXZ models with longitudinal and transverse magnetic…

Statistical Mechanics · Physics 2009-11-07 Olav F. Syljuasen

Markov chain Monte Carlo is an inherently serial algorithm. Although likelihood calculations for individual steps can sometimes be parallelized, the serial evolution of the process is widely viewed as incompatible with parallelization,…

Computation · Statistics 2013-12-31 Douglas N. VanDerwerken , Scott C. Schmidler

A continuous time cluster algorithm for two-level systems coupled to a dissipative bosonic bath is presented and applied to the sub-ohmic spin-Boson model. When the power s of the spectral function J(w) \propto w^s is smaller than 1/2, the…

Statistical Mechanics · Physics 2010-04-22 Andre Winter , Heiko Rieger , Matthias Vojta , Ralf Bulla

A new algorithm for Monte Carlo calculation of the double exchange model is studied. The algorithm is commonly applicable to wide classes of strongly correlated electron systems which involve itinerant electrons coupled with…

Strongly Correlated Electrons · Physics 2009-11-07 Nobuo Furukawa , Yukitoshi Motome , Hisaho Nakata

We describe a novel switching algorithm based on a ``reverse'' Monte Carlo method, in which the potential is stochastically modified before the system configuration is moved. This new algorithm facilitates a generalized formulation of…

Soft Condensed Matter · Physics 2009-11-13 C. H. Mak , Arun K. Sharma

Numerical models of complex real-world phenomena often necessitate High Performance Computing (HPC). Uncertainties increase problem dimensionality further and pose even greater challenges. We present a parallelization strategy for…

Mathematical Software · Computer Science 2021-08-02 Linus Seelinger , Anne Reinarz , Leonhard Rannabauer , Michael Bader , Peter Bastian , Robert Scheichl

Neural-network quantum states have emerged as a powerful variational framework for quantum many-body systems, with recent progress often driven by massively parallel architectures such as transformers. Recurrent neural network quantum…

Strongly Correlated Electrons · Physics 2026-05-14 Ejaaz Merali , Mohamed Hibat-Allah , Mohammad Kohandel , Richard T. Scalettar , Ehsan Khatami

We present a Markov-chain Monte Carlo algorithm of worm type that correctly simulates the fully-packed loop model on the honeycomb lattice, and we prove that it is ergodic and has uniform stationary distribution. The fully-packed loop model…

Statistical Mechanics · Physics 2009-11-13 Wei Zhang , Timothy M. Garoni , Youjin Deng

By analogy with Monte Carlo algorithms, we propose new strategies for design and redesign of small molecule libraries in high-throughput experimentation, or combinatorial chemistry. Several Monte Carlo methods are examined, including…

Statistical Mechanics · Physics 2007-05-23 Ligang Chen , Michael W. Deem

We present a new quantum Monte Carlo algorithm suitable for generically complex problems, such as systems coupled to external magnetic fields or anyons in two spatial dimensions. We find that the choice of gauge plays a nontrivial role, and…

Condensed Matter · Physics 2009-10-22 Lizeng Zhang , Geoff Canright , Ted Barnes

An extremely common bottleneck encountered in statistical learning algorithms is inversion of huge covariance matrices, examples being in evaluating Gaussian likelihoods for a large number of data points. We propose general parallel…

Methodology · Statistics 2013-12-09 Anjishnu Banerjee , Joshua Vogelstein , David Dunson

We present a modification to variational Monte Carlo's linear method optimization scheme that addresses a critical memory bottleneck while maintaining compatibility with both the traditional ground state variational principle and our…

Strongly Correlated Electrons · Physics 2017-02-07 Luning Zhao , Eric Neuscamman

We present an experimental demonstration of boson sampling as a hardware accelerator for Monte Carlo integration. Our approach leverages importance sampling to factorize an integrand into a distribution that can be sampled using quantum…

The lattice Boltzmann method exhibits excellent scalability on current supercomputing systems and has thus increasingly become an alternative method for large-scale non-stationary flow simulations, reaching up to a trillion grid nodes.…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-05-11 Florian Schornbaum , Ulrich Rüde

We present two fast algorithms which apply inclusion-exclusion principle to sum over the bosonic diagrams in bare diagrammatic quantum Monte Carlo (dQMC) and inchworm Monte Carlo method, respectively. In the case of inchworm Monte Carlo,…

Quantum Physics · Physics 2021-07-07 Siyao Yang , Zhenning Cai , Jianfeng Lu

We present a new parallel code for computing the dynamical evolution of collisional N-body systems with up to N~10^7 particles. Our code is based on the the Henon Monte Carlo method for solving the Fokker-Planck equation, and makes…

Instrumentation and Methods for Astrophysics · Physics 2015-06-05 Bharath Pattabiraman , Stefan Umbreit , Wei-Keng Liao , Alok Choudhary , Vassiliki Kalogera , Gokhan Memik , Frederic A. Rasio

A novel algorithm for computing the action of a matrix exponential over a vector is proposed. The algorithm is based on a multilevel Monte Carlo method, and the vector solution is computed probabilistically generating suitable random paths…

Numerical Analysis · Mathematics 2019-07-05 Juan A. Acebron , Jose R. Herrero , Jose Monteiro
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