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We develop a formalism and present an algorithm for optimization of the trial wave-function used in fixed-node diffusion quantum Monte Carlo (DMC) methods. We take advantage of a basic property of the walker configuration distribution…

Strongly Correlated Electrons · Physics 2015-05-13 Fernando A. Reboredo , Randolph Q. Hood , Paul R. C. Kent

We propose a new time quantifiable Monte Carlo (MC) method to simulate the thermally induced magnetization reversal for an isolated single domain particle system. The MC method involves the determination of density of states, and the use of…

Statistical Mechanics · Physics 2009-11-11 X. Z. Cheng , M. B. A. Jalil , H. K. Lee , Y. Okabe

The basic problem in equilibrium statistical mechanics is to compute phase space average, in which Monte Carlo method plays a very important role. We begin with a review of nonlocal algorithms for Markov chain Monte Carlo simulation in…

Statistical Mechanics · Physics 2007-05-23 Jian-Sheng Wang

If a stochastic system during some periods of its evolution can be divided into non-interacting parts, the kinetics of each part can be simulated independently. We show that this can be used in the development of efficient Monte Carlo…

Materials Science · Physics 2009-11-13 V. I. Tokar , H. Dreyssé

We have developed an efficient Monte Carlo algorithm, which accelerates slow Monte Carlo dynamics in quasi-one-dimensional Ising spin systems. The loop algorithm of the quantum Monte Carlo method is applied to the classical spin models with…

Statistical Mechanics · Physics 2009-11-13 Tota Nakamura

We introduce a Monte Carlo algorithm to efficiently compute transport properties of chaotic dynamical systems. Our method exploits the importance sampling technique that favors trajectories in the tail of the distribution of displacements,…

Statistical Mechanics · Physics 2018-05-25 Diego Tapias , David P. Sanders , Eduardo G. Altmann

Quantum Monte Carlo (QMC) methods such as variational Monte Carlo and fixed node diffusion Monte Carlo depend heavily on the quality of the trial wave function. Although Slater-Jastrow wave functions are the most commonly used variational…

Materials Science · Physics 2015-05-28 Bryan K. Clark , Miguel A. Morales , Jeremy McMinis , Jeongnim Kim , Gustavo E. Scuseria

In this work we detail the application of a fast convolution algorithm computing high dimensional integrals to the context of multiplicative noise stochastic processes. The algorithm provides a numerical solution to the problem of…

Computational Finance · Quantitative Finance 2015-03-19 Giacomo Bormetti , Sofia Cazzaniga

Thermalization of heavy quarks in the quark-gluon plasma (QGP) is one of the most promising phenomena for understanding the strong interaction. The energy loss and momentum broadening at low momentum can be well described by a stochastic…

High Energy Physics - Phenomenology · Physics 2024-05-01 Xiaojian Du , Wenyang Qian

Simple feedback loops, inspired from extremum-seeking, are proposed to lock a probe-frequency to the transition frequency of a single quantum system following quantum Monte-Carlo trajectories. Two specific quantum systems are addressed, a…

Mathematical Physics · Physics 2009-09-09 Mazyar Mirrahimi , Pierre Rouchon

We have employed the steepest descent method to optimise the variational ground state quantum Monte Carlo wave function for He, Li, Be, B and C atoms. We have used both the direct energy minimisation and the variance minimisation…

Computational Physics · Physics 2015-05-19 M. Ebrahim Foulaadvand , Mohammad Zarenia

A method for analytic continuation of imaginary-time correlation functions (here obtained in quantum Monte Carlo simulations) to real-frequency spectral functions is proposed. Stochastically sampling a spectrum parametrized by a large…

Strongly Correlated Electrons · Physics 2017-06-30 Anders W. Sandvik

Monte Carlo simulations are widely employed to measure the physical properties of glass-forming liquids in thermal equilibrium. Combined with local Monte Carlo moves, the Metropolis algorithm can also be used to simulate the relaxation…

Statistical Mechanics · Physics 2024-09-23 Ludovic Berthier , Federico Ghimenti Frédéric van Wijland

Quantum Monte Carlo methods are used to calculate various ground state properties of charged bosons in two dimensions, throughout the whole density range where the fluid phase is stable. Wigner crystallization is predicted at $r_s\simeq…

Condensed Matter · Physics 2018-05-01 S. De Palo , S. Conti , S. Moroni

The Monte Carlo wave function method or the quantum trajectory/jump approach is a powerful tool to study dissipative dynamics governed by the Markovian master equation, in particular for high-dimensional systems and when it is difficult to…

Quantum Physics · Physics 2009-11-13 X. L. Huang , H. Y. Sun , X. X. Yi

Many quantum many-body wavefunctions, such as Jastrow-Slater, tensor network, and neural quantum states, are studied with the variational Monte Carlo technique, where stochastic optimization is usually performed to obtain a faithful…

Strongly Correlated Electrons · Physics 2025-08-21 Ruojing Peng , Garnet Kin-Lic Chan

In the last decade, sequential Monte-Carlo methods (SMC) emerged as a key tool in computational statistics. These algorithms approximate a sequence of distributions by a sequence of weighted empirical measures associated to a weighted…

Statistics Theory · Mathematics 2007-06-13 R. Douc , France E. Moulines

We review a recently devised Monte Carlo simulation method for the direct study of quasi-stationary properties of stochastic processes with an absorbing state. The method is used to determine the static correlation function and the…

Statistical Mechanics · Physics 2009-11-10 Ronald Dickman , Marcelo Martins de Oliveira

Discrete stochastic processes (DSP) are instrumental for modelling the dynamics of probabilistic systems and have a wide spectrum of applications in science and engineering. DSPs are usually analyzed via Monte Carlo methods since the number…

Quantum Physics · Physics 2020-08-17 Carsten Blank , Daniel K. Park , Francesco Petruccione

We present a quantum Monte Carlo method for solving the evolution of an open quantum system. In our approach, the density operator evolution is unraveled in the frequency domain. Significant advantages of this approach arise when the…

Quantum Physics · Physics 2009-10-31 Murray Holland
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