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A method for the multifidelity Monte Carlo (MFMC) estimation of statistical quantities is proposed which is applicable to computational budgets of any size. Based on a sequence of optimization problems each with a globally minimizing…

Numerical Analysis · Mathematics 2022-11-15 Anthony Gruber , Max Gunzburger , Lili Ju , Zhu Wang

In parallel to the unified construction of relativistic Hamiltonians based solely on physical arguments [J. Chem. Phys. 160, 084111 (2024)], a unified implementation of relativistic wave function methods is achieved here via programming…

Chemical Physics · Physics 2024-07-26 Ning Zhang , Wenjian Liu

The past few years have seen considerable progress in algorithmic development for the generation of gauge fields including the effects of dynamical fermions. The Rational Hybrid Monte Carlo (RHMC) algorithm, where Hybrid Monte Carlo is…

High Energy Physics - Lattice · Physics 2008-11-26 M. A. Clark

The Direct Simulation Monte Carlo (DSMC) method is the gold standard for non-equilibrium rarefied gas dynamics, yet its computational cost can be prohibitive, especially for near-continuum regimes and high-fidelity \emph{ab initio}…

Computational Physics · Physics 2026-02-26 Ehsan Roohi , Ahmad Shoja-Sani , Stefan Stefanov

The Hartree-Fock problem was recently recast as a semidefinite optimization over the space of rank-constrained two-body reduced-density matrices (RDMs) [Phys. Rev. A 89, 010502(R) (2014)]. This formulation of the problem transfers the…

Chemical Physics · Physics 2018-04-10 Daniel R. Nascimento , A. Eugene DePrince

We present high-accuracy correlated calculations of small Si$_x$H$_y$ molecular systems both in the ground and excited states. We employ quantum Monte Carlo (QMC) together with a variety of many-body wave function approaches based on basis…

Chemical Physics · Physics 2020-10-21 Guangming Wang , Abdulgani Annaberdiyev , Lubos Mitas

Monte Carlo methods are widely used for approximating complicated, multidimensional integrals for Bayesian inference. Population Monte Carlo (PMC) is an important class of Monte Carlo methods, which utilizes a population of proposals to…

Methodology · Statistics 2022-08-30 Chaofan Huang , V. Roshan Joseph , Simon Mak

We propose a new Monte Carlo algorithm for the numerical study of general lattice models in Hamiltonian form. The algorithm is based on an initial Ansatz for the ground state wave function depending on a set of free parameters which are…

Statistical Mechanics · Physics 2009-10-31 Matteo Beccaria

Diffusion Monte Carlo (DMC) calculations typically yield highly accurate results in solid-state and quantum-chemical calculations. However, operators that do not commute with the Hamiltonian are at best sampled correctly up to second order…

Other Condensed Matter · Physics 2009-11-13 R. Gaudoin , J. M. Pitarke

We establish the geometric ergodicity of the preconditioned Hamiltonian Monte Carlo (HMC) algorithm defined on an infinite-dimensional Hilbert space, as developed in [Beskos et al., Stochastic Process. Appl., 2011]. This algorithm can be…

Statistics Theory · Mathematics 2020-03-19 Nathan E. Glatt-Holtz , Cecilia F. Mondaini

We study the Hubbard model using the Cellular Dynamical Mean-Field Theory (CDMFT) with quantum Monte Carlo (QMC) simulations. We present the algorithmic details of CDMFT with the Hirsch-Fye QMC method for the solution of the…

Strongly Correlated Electrons · Physics 2009-11-11 B. Kyung , G. Kotliar , A. -M. S. Tremblay

The accuracy of Green Function Monte Carlo (GFMC) simulations can be greatly improved by a clever choice of the approximate ground state wave function that controls configuration sampling. This trial wave function typically depends on many…

High Energy Physics - Lattice · Physics 2007-05-23 Matteo Beccaria , Massimo Campostrini , Alessandra Feo

In this paper we analyze a recently proposed approach for the construction of antisymmetric functions for atomic and molecular systems. It is based on the assumption that the main problems with Hartree-Fock wavefunctions stem from their…

Quantum Physics · Physics 2019-06-18 Francisco M. Fernández

We study the polarized quark hadronization in a Monte Carlo (MC) framework based on the recent extension of the quark-jet framework, where a self-consistent treatment of the quark polarization transfer in a sequential hadronization picture…

High Energy Physics - Phenomenology · Physics 2017-01-25 Hrayr H. Matevosyan , Aram Kotzinian , Anthony W. Thomas

We analyze the effect of increasing charge density on the Fixed Node Errors in Diffusion Monte Carlo by comparing FN-DMC calculations of the total ground state energy on a 4 electron system done with a Hartree-Fock based trial wave function…

Chemical Physics · Physics 2013-07-23 Kevin Rasch , Lubos Mitas

The projective quantum Monte Carlo (PQMC) algorithms are among the most powerful computational techniques to simulate the ground state properties of quantum many-body systems. However, they are efficient only if a sufficiently accurate…

Computational Physics · Physics 2019-10-04 S. Pilati , E. M. Inack , P. Pieri

We propose a method for analyzing two-dimensional symmetry protected topological (SPT) wavefunctions using a correspondence with conformal field theories (CFTs) and integrable lattice models. This method generalizes the CFT approach for the…

Strongly Correlated Electrons · Physics 2016-03-09 Thomas Scaffidi , Zohar Ringel

This study presents a comparative analysis of Monte Carlo (MC) and quasi-Monte Carlo (QMC) methods in the context of derivative pricing, emphasizing convergence rates and the curse of dimensionality. After a concise overview of traditional…

Pricing of Securities · Quantitative Finance 2025-02-26 Giacomo Case

We propose a new framework of variance-reduced Hamiltonian Monte Carlo (HMC) methods for sampling from an $L$-smooth and $m$-strongly log-concave distribution, based on a unified formulation of biased and unbiased variance reduction…

Machine Learning · Computer Science 2021-02-10 Zhengmian Hu , Feihu Huang , Heng Huang

Quantum Monte Carlo (QMC) methods are some of the most accurate methods for simulating correlated electronic systems. We investigate the compatibility, strengths and weaknesses of two such methods, namely, diffusion Monte Carlo (DMC) and…

Computational Physics · Physics 2020-10-14 Fionn D. Malone , Anouar Benali , Miguel A. Morales , Michel Caffarel , P. R. C. Kent , Luke Shulenburger