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Monte Carlo simulations of diffusion processes often introduce bias in the final result, due to time discretization. Using an auxiliary Poisson process, it is possible to run simulations which are unbiased. In this article, we propose such…

Computational Finance · Quantitative Finance 2016-05-09 Louis Paulot

Computer simulation plays a central role in modern day materials science. The utility of a given computational approach depends largely on the balance it provides between accuracy and computational cost. Molecular crystals are a class of…

Background: Designing amino acid sequences that are stable in a given target structure amounts to maximizing a conditional probability. A straightforward approach to accomplish this is a nested Monte Carlo where the conformation space is…

Soft Condensed Matter · Physics 2016-08-31 Anders Irbäck , Carsten Peterson , Frank Potthast , Erik Sandelin

We show that recently developed quantum Monte Carlo methods, which provide accurate vertical transition energies for single excitations, also successfully treat double excitations. We study the double excitations in medium-sized molecules,…

We investigate the steady state of a two-dimensional random resistor network subjected to two competing biased percolations as a function of the bias strength. The properties of the linear and nonlinear regimes are studied by means of Monte…

Statistical Mechanics · Physics 2007-05-23 C. Pennetta , E. Alfinito , L. Reggiani

Standard Monte Carlo computation is widely known to exhibit a canonical square-root convergence speed in terms of sample size. Two recent techniques, one based on control variate and one on importance sampling, both derived from an…

Computation · Statistics 2023-03-13 Henry Lam , Haofeng Zhang

We analyze the accuracy and sample complexity of variational Monte Carlo approaches to simulate the dynamics of many-body quantum systems classically. By systematically studying the relevant stochastic estimators, we are able to: (i) prove…

Quantum Physics · Physics 2023-10-11 Alessandro Sinibaldi , Clemens Giuliani , Giuseppe Carleo , Filippo Vicentini

We present a recently developed projector quantum Monte Carlo method for calculations of electronic structure in systems with spin-orbit interactions. The method solves for many-body eigenstates in the presence of spin-orbit using the…

Chemical Physics · Physics 2017-08-09 Cody A. Melton , M. Chandler Bennett , Lubos Mitas

We study the static screening in a Hubbard-like model using fixed-node diffusion Monte Carlo. We find that the random phase approximation is surprisingly accurate even for metallic systems close to the Mott transition. As a specific…

Strongly Correlated Electrons · Physics 2007-05-23 Erik Koch , Olle Gunnarsson , Richard M. Martin

We develop a Monte Carlo framework to analyze the statistics of quantum work in correlated electron systems. Using the Ising-Kondo model in heavy fermions as a paradigmatic platform, we thoroughly illustrate the process of determining the…

Statistical Mechanics · Physics 2025-05-23 Qian-Xi Zhao , Jian-Jun Dong , Zi-Xiang Hu

We investigate the use of different variational principles in quantum Monte Carlo, namely energy and variance minimization, prompted by the interest in the robust and accurate estimate of electronic excited states. For two prototypical,…

Chemical Physics · Physics 2021-11-19 Alice Cuzzocrea , Anthony Scemama , Wim J. Briels , Saverio Moroni , Claudia Filippi

The purpose of this study is to provide data for the primitive model of the electrical double layer, where ions are modeled as charged hard spheres, the solvent as an implicit dielectric background (with dielectric constant $\epsilon=…

Soft Condensed Matter · Physics 2017-12-01 Mónika Valiskó , Tamás Kristóf , Dirk Gillespie , Dezső Boda

Understanding the real time dynamics of quantum systems without quasiparticles constitutes an important yet challenging problem. We study the superfluid-insulator quantum-critical point of bosons on a two-dimensional lattice, a system whose…

Strongly Correlated Electrons · Physics 2014-05-06 William Witczak-Krempa , Erik Sorensen , Subir Sachdev

We study strong electron tunneling in the single-electron box, a small metallic island coupled to an electrode by a tunnel junction, by means of quantum Monte Carlo simulations. We obtain results, at arbitrary tunneling strength, for the…

Mesoscale and Nanoscale Physics · Physics 2009-10-31 Carlos P. Herrero , Gerd Schon , Andrei D. Zaikin

The central challenge in building a quantum computer is error correction. Unlike classical bits, which are susceptible to only one type of error, quantum bits ("qubits") are susceptible to two types of error, corresponding to flips of the…

We study the problem of robust performance of quantum systems under structured uncertainties. A specific feature of closed (Hamiltonian) quantum systems is that their poles lie on the imaginary axis and that neither a coherent controller…

Quantum Physics · Physics 2021-10-12 S G Schirmer , F C Langbein , C A Weidner , E A Jonckheere

There is an increasing interest in estimating expectations outside of the classical inference framework, such as for models expressed as probabilistic programs. Many of these contexts call for some form of nested inference to be applied. In…

Computation · Statistics 2016-12-06 Tom Rainforth , Robert Cornish , Hongseok Yang , Frank Wood

Based on the central limit theorem, we discuss the problem of evaluation of the statistical error of Monte Carlo calculations using a time discretized diffusion process. We present a robust and practical method to determine the effective…

Computational Physics · Physics 2017-02-22 François Delyon , Bernard Bernu , Markus Holzmann

An inhomogeneous backflow transformation for many-particle wave functions is presented and applied to electrons in atoms, molecules, and solids. We report variational and diffusion quantum Monte Carlo VMC and DMC energies for various…

Computational Physics · Physics 2008-01-04 P. Lopez-Rios , A. Ma , N. D. Drummond , M. D. Towler , R. J. Needs

This paper concerns numerical assessment of Monte Carlo error in particle filters. We show that by keeping track of certain key features of the genealogical structure arising from resampling operations, it is possible to estimate variances…

Computation · Statistics 2016-06-29 Anthony Lee , Nick Whiteley