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Computer simulation with Monte Carlo is an important tool to investigate the function and equilibrium properties of many systems with biological and soft matter materials solvable in solvents. The appropriate treatment of long-range…

Computational Physics · Physics 2015-06-15 Zecheng Gan , Zhenli Xu

We provide an extension to lattice systems of the reptation quantum Monte Carlo algorithm, originally devised for continuous Hamiltonians. For systems affected by the sign problem, a method to systematically improve upon the so-called…

Other Condensed Matter · Physics 2010-10-26 Giuseppe Carleo , Federico Becca , Saverio Moroni , Stefano Baroni

We introduce a stacking version of the Monte Carlo algorithm in the context of option pricing. Introduced recently for aeronautic computations, this simple technique, in the spirit of current machine learning ideas, learns control variates…

Computational Finance · Quantitative Finance 2019-03-27 Antoine Jacquier , Emma R. Malone , Mugad Oumgari

We propose a quantum Monte Carlo algorithm capable of simulating the Bose-Hubbard model on arbitrary graphs, obviating the need for devising lattice-specific updates for different input graphs. We show that with our method, which is based…

Statistical Mechanics · Physics 2024-04-29 Itay Hen , Emre Akaturk

Orthogonal Monte Carlo (OMC) is a very effective sampling algorithm imposing structural geometric conditions (orthogonality) on samples for variance reduction. Due to its simplicity and superior performance as compared to its Quasi Monte…

Machine Learning · Computer Science 2020-05-29 Han Lin , Haoxian Chen , Tianyi Zhang , Clement Laroche , Krzysztof Choromanski

The worm algorithm is a versatile technique in the Markov chain Monte Carlo method for both classical and quantum systems. The algorithm substantially alleviates critical slowing down and reduces the dynamic critical exponents of various…

Statistical Mechanics · Physics 2021-01-19 Hidemaro Suwa

A new unbiased Monte Carlo technique called Tensor Network Monte Carlo (TNMC) is introduced based on sampling all possible renormalizations (or course-grainings) of tensor networks, in this case matrix-product states. Tensor networks are a…

Statistical Mechanics · Physics 2015-07-06 Andrew J. Ferris

Solving the ground state of quantum many-body systems remains a fundamental challenge in physics and chemistry. Recent advancements in quantum hardware have opened new avenues for addressing this challenge. Inspired by the quantum-enhanced…

Quantum Physics · Physics 2025-06-10 Longfei Chang , Zhendong Li , Wei-Hai Fang

We describe a generalized scheme for the probability-changing cluster (PCC) algorithm, based on the study of the finite-size scaling property of the correlation ratio, the ratio of the correlation functions with different distances. We…

Statistical Mechanics · Physics 2009-11-07 Yutaka Okabe , Yusuke Tomita , Chiaki Yamaguchi

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 develop generalization of the fixed-phase diffusion Monte Carlo method for Hamiltonians which explicitly depend on particle spins such as for spin-orbit interactions. The method is formulated in zero variance manner and is similar to…

Strongly Correlated Electrons · Physics 2016-04-13 Cody A. Melton , Minyi Zhu , Shi Guo , Alberto Ambrosetti , Francesco Pederiva , Lubos Mitas

Monte Carlo simulations are methods for simulating statistical systems. The aim is to generate a representative ensemble of configurations to access thermodynamical quantities without the need to solve the system analytically or to perform…

Statistical Mechanics · Physics 2015-06-19 Jean-Charles Walter , Gerard Barkema

We present a cross-language C++/Python program for simulations of quantum mechanical systems with the use of Quantum Monte Carlo (QMC) methods. We describe a system for which to apply QMC, the algorithms of variational Monte Carlo and…

Computational Physics · Physics 2009-11-13 J. K. Nilsen

We show that high-temperature expansions may serve as a basis for the novel approach to efficient Monte Carlo simulations. "Worm" algorithms utilize the idea of updating closed path configurations (produced by high-temperature expansions)…

Condensed Matter · Physics 2009-11-07 Nikolay Prokof'ev , Boris Svistunov

Quantum algorithms based on variational approaches are one of the most promising methods to construct quantum solutions and have found a myriad of applications in the last few years. Despite the adaptability and simplicity, their…

We review the path-integral quantum Monte Carlo method and discuss its implementation by multiworm algorithms. We analyze in details the features of the algorithms, and focus our attention on the computation of the $N$-body density matrix…

Quantum Physics · Physics 2018-09-26 F. Lingua , B. Capogrosso-Sansone , A. Safavi-Naini , A. J. Jahangiri , V. Penna

We present an implementation of Quantum Computing for a Markov Chain Monte Carlo method with an application to cosmological functions, to derive posterior distributions from cosmological probes. The algorithm proposes new steps in the…

We present two diagrammatic Monte Carlo methods for quantum systems coupled with harmonic baths, whose dynamics are described by integro-differential equations. The first approach can be considered as a reformulation of Dyson series, and…

Quantum Physics · Physics 2023-12-15 Zhenning Cai , Geshuo Wang , Siyao Yang

A quantum Monte Carlo method combining update of the loop algorithm with the global flip of the world line is proposed as an efficient method to study the magnetization process in an external field, which has been difficult because of…

Statistical Mechanics · Physics 2009-10-31 Hiroaki Onishi , Masamichi Nishino , Naoki Kawashima , Seiji Miyashita

We describe a Monte Carlo procedure for the simulation of dynamically triangulate random surfaces with a boundary (topology of a disk). The algorithm keeps the total number of triangles fixed, while the length of the boundary is allowed to…

High Energy Physics - Lattice · Physics 2009-10-22 E. Adi , M. Hasenbusch , M. Marcu , E. Pazy , K. Pinn , S. Solomon