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We propose quantum algorithms that provide provable speedups for Markov Chain Monte Carlo (MCMC) methods commonly used for sampling from probability distributions of the form $\pi \propto e^{-f}$, where $f$ is a potential function. Our…

Quantum Physics · Physics 2025-04-07 Guneykan Ozgul , Xiantao Li , Mehrdad Mahdavi , Chunhao Wang

Sequential Monte Carlo Samplers are a class of stochastic algorithms for Monte Carlo integral estimation w.r.t. probability distributions, which combine elements of Markov chain Monte Carlo methods and importance sampling/resampling…

Probability · Mathematics 2007-05-23 Andreas Eberle , Carlo Marinelli

We investigate energy transport in several two-level atom or spin-1/2 models by a direct coupling to heat baths of different temperatures. The analysis is carried out on the basis of a recently derived quantum master equation which…

Quantum Physics · Physics 2009-11-13 Mathias Michel , Ortwin Hess , Hannu Wichterich , Jochen Gemmer

A major challenge facing existing sequential Monte-Carlo methods for parameter estimation in physics stems from the inability of existing approaches to robustly deal with experiments that have different mechanisms that yield the results…

Quantum Physics · Physics 2017-09-13 Christopher Granade , Nathan Wiebe

Computing systems interacting with real-world processes must safely and reliably process uncertain data. The Monte Carlo method is a popular approach for computing with such uncertain values. This article introduces a framework for…

We present a set of new numerical methods that are relevant to calculating radiation pressure terms in hydrodynamics calculations, with a particular focus on massive star formation. The radiation force is determined from a Monte Carlo…

Solar and Stellar Astrophysics · Physics 2015-06-23 Tim J. Harries

We consider systems of stochastic differential equations with multiple scales and small noise and assume that the coefficients of the equations are ergodic and stationary random fields. Our goal is to construct provably-efficient importance…

Probability · Mathematics 2015-09-29 Konstantinos Spiliopoulos

We present a formalism of the transition matrix Monte Carlo method. A stochastic matrix in the space of energy can be estimated from Monte Carlo simulation. This matrix is used to compute the density of states, as well as to construct…

Statistical Mechanics · Physics 2011-12-30 Jian-Sheng Wang , Robert H. Swendsen

On the base of Diffusion Monte-Carlo method it is developed a new Complex Diffusion Monte-Carlo (CDMC) method allowing to simulate the quantum systems with complex wave function. There are no approximations on the calculation of modulus and…

Condensed Matter · Physics 2007-05-23 B. Abdullaev , M. Musakhanov , A. Nakamura

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 study structural phase transition of polymer-grafted colloidal particles by Monte Carlo simulations on hard spherical particles. The interaction potential, which has a weak repulsive step outside the hard core, was validated with use of…

Soft Condensed Matter · Physics 2007-05-23 Yuki Norizoe , Toshihiro Kawakatsu

A quantum Monte Carlo method with non-local update scheme is presented. The method is based on a path-integral decomposition and a worm operator which is local in imaginary time. It generates states with a fixed number of particles and…

Statistical Mechanics · Physics 2009-11-11 Kris Van Houcke , Stefan Rombouts , Lode Pollet

We present a new form of explicitly correlated wave function whose parameters are mainly linear, to circumvent the problem of the optimization of a large number of non-linear parameters usually encountered with basis sets of explicitly…

Atomic Physics · Physics 2009-11-06 Luca Bertini , Dario Bressanini , Massimo Mella , Gabriele Morosi

While recent work towards the development of tight-binding and ab-initio algorithms has focused on molecular dynamics, Monte Carlo methods can often lead to better results with relatively little effort. We present here a multi-step Monte…

Statistical Mechanics · Physics 2009-10-31 Parthapratim Biswas , G. T. Barkema , Normand Mousseau , W. F. van der Weg

We consider the problem of designing efficient particle filters for twisted Feynman--Kac models. Particle filters using twisted models can deliver low error approximations of statistical quantities and such twisting functions can be learnt…

Methodology · Statistics 2022-08-09 Joshua J Bon , Christopher Drovandi , Anthony Lee

Simulating nonadiabatic effects with many-body wave function approaches is an open field with many challenges. Recent interest has been driven by new algorithmic developments and improved theoretical understanding of properties unique to…

Chemical Physics · Physics 2016-07-12 Norm Tubman , Yubo Yang , Sharon Hammes-Schiffer , David Ceperley

We propose a variational method for constructing the eigenvalues and generalized eigenvalues for an arbitrary $N\times N$ complex matrix. The quantum part of our algorithm is based on encoding the matrix elements into the pure state of a…

Quantum Physics · Physics 2026-05-08 Alexander I. Zenchuk , Junde Wu

Parameter estimation for discretely observed Markov processes is a challenging problem. However, simulation of Markov processes is straightforward using the Gillespie algorithm. We exploit this ease of simulation to develop an effective…

Computation · Statistics 2014-04-17 Peter Neal

We perform excited-state variational Monte Carlo and diffusion Monte Carlo calculations using a simple and efficient wave function ansatz. This ansatz follows the recent variation-after-response formalism, accurately approximating a…

Strongly Correlated Electrons · Physics 2018-12-24 Nick S. Blunt , Eric Neuscamman

Quantum Monte Carlo simulations offer an unbiased means to study the static and dynamic properties of quantum critical systems, while quantum field theory provides direct analytical results. We study three dimensional, critical quantum…

Strongly Correlated Electrons · Physics 2017-11-15 H. D. Scammell , Y. Kharkov , Yan Qi Qin , Zi Yang Meng , B. Normand , O. P. Sushkov