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Related papers: A Monte Carlo Time-Dependent Variational Principle

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We present a quantum algorithm for simulating a family of Markovian master equations that can be realized through a probabilistic application of unitary channels and state preparation. Our approach employs a second-order product formula for…

Quantum Physics · Physics 2024-07-02 Evan Borras , Milad Marvian

The Direct Simulation Monte Carlo (DSMC) method is widely employed for simulating rarefied nonequilibrium gas flows. With advances in aerospace engineering and micro/nano-scale technologies, gas flows exhibit the coexistence of rarefied and…

Computational Physics · Physics 2025-07-01 Hao Jin , Sha Liu , Sirui Yang , Junzhe Cao , Congshan Zhuo , Chengwen Zhong

The time dependent spectral renormalization (TDSR) method was introduced by Cole and Musslimani as a novel way to numerically solve initial boundary value problems. An important and novel aspect of the TDSR scheme is its ability to…

Numerical Analysis · Mathematics 2022-02-16 Sathyanarayanan Chandramouli , Aseel Farhat , Ziad Musslimani

Adaptive Monte Carlo methods are very efficient techniques designed to tune simulation estimators on-line. In this work, we present an alternative to stochastic approximation to tune the optimal change of measure in the context of…

Probability · Mathematics 2009-10-23 Benjamin Jourdain , Jérôme Lelong

We introduce a quantum Monte Carlo method to simulate the reversible dynamics of correlated many-body systems. Our method is based on the Laplace transform of the time-evolution operator which, as opposed to most quantum Monte Carlo…

Quantum Physics · Physics 2022-09-14 Romain Chessex , Massimo Borrelli , Hans Christian Öttinger

We present a variational Monte Carlo (VMC) method that works equally well for the ground and the excited states of a quantum system. The method is based on the minimization of the variance of energy, as opposed to the energy itself in…

Computational Physics · Physics 2007-05-23 Imran Khan , Bo Gao

In this paper we apply the time-dependent quantum Monte Carlo (TDQMC) method to explore a midified single- and double-slit diffraction of matter waves. By using a simplified model of two electrons prepared in the ground state of an atom…

Quantum Physics · Physics 2025-02-07 Ivan P. Christov

In terms of the stochastic process of quantum-mechanical version of Markov chain Monte Carlo method (the MCMC), we analytically derive macroscopically deterministic flow equations of order parameters such as spontaneous magnetization in…

Disordered Systems and Neural Networks · Physics 2015-05-18 Jun-ichi Inoue

We investigate a subdiffusive, fractional Fokker-Planck dynamics occurring in time-varying potential landscapes and thereby disclose the failure of the fractional Fokker-Planck equation (FFPE) in its commonly used form when generalized in…

Statistical Mechanics · Physics 2007-10-17 E. Heinsalu , M. Patriarca , I. Goychuk , P. Hänggi

Extracting governing physical laws from computational or experimental data is crucial across various fields such as fluid dynamics and plasma physics. Many of those physical laws are dissipative due to fluid viscosity or plasma collisions.…

Computational Physics · Physics 2026-02-11 Yubin Lu , Xiaofan Li , Chun Liu , Qi Tang , Yiwei Wang

In most sampling algorithms, including Hamiltonian Monte Carlo, transition rates between states correspond to the probability of making a transition in a single time step, and are constrained to be less than or equal to 1. We derive a…

Machine Learning · Statistics 2015-10-13 Andrew B. Berger , Mayur Mudigonda , Michael R. DeWeese , Jascha Sohl-Dickstein

We report on what seems to be an intriguing connection between variable integration time and partial velocity refreshment of Ideal Hamiltonian Monte Carlo samplers, both of which can be used for reducing the dissipative behavior of the…

Computation · Statistics 2023-09-20 Qijia Jiang

We analyze the mixing time of open quantum systems governed by the Lindblad master equation, showing that it is determined not only by the Liouvillian gap, but also by the trace-norm factor of each decaying Liouvillian eigenmode. By…

Quantum Physics · Physics 2026-05-21 Yi-Neng Zhou

We address the possibility of performing numerical Monte Carlo simulations for the thermodynamics of quantum dissipative systems. Dissipation is considered within the Caldeira-Leggett formulation, which describes the system in the…

Statistical Mechanics · Physics 2007-05-23 Luca Capriotti , Alessandro Cuccoli , Andrea Fubini , Valerio Tognetti , Ruggero Vaia

We consider a second order linear evolution equation with a dissipative term multiplied by a time-dependent coefficient. Our aim is to design the coefficient in such a way that all solutions decay in time as fast as possible. We discover…

Analysis of PDEs · Mathematics 2015-06-24 Marina Ghisi , Massimo Gobbino , Alain Haraux

We discuss the use of a recent class of sequential Monte Carlo methods for solving inverse problems characterized by a semi-linear structure, i.e. where the data depend linearly on a subset of variables and nonlinearly on the remaining…

Applications · Statistics 2014-11-06 Sara Sommariva , Alberto Sorrentino

Many stochastic differential equations in various applications like coupled neuronal oscillators are driven by time-periodic forces. In this paper, we extend several data-driven computational tools from autonomous Fokker-Planck equation to…

Numerical Analysis · Mathematics 2025-11-26 Yao Li , Jiatong Sun

We propose a new Monte Carlo method for efficiently sampling trajectories with fixed initial and final conditions in a system with discrete degrees of freedom. The method can be applied to any stochastic process with local interactions,…

Statistical Mechanics · Physics 2012-03-30 Thierry Mora , Aleksandra M. Walczak , Francesco Zamponi

We present a Direct Simulation Monte Carlo (DSMC) method for the spatially homogeneous multispecies Landau-Fokker-Planck equation. The scheme is derived from a first-order approximation of the multispecies Boltzmann operator in the grazing…

Computational Physics · Physics 2026-02-10 Andrea Medaglia

A Monte Carlo method based on a density-of-states sampling is proposed for study of arbitrary statistical mechanical ensembles in a continuum. A random walk in the two-dimensional space of particle number and energy is used to estimate the…

Soft Condensed Matter · Physics 2009-11-07 Qiliang Yan , Roland Faller , Juan J. de Pablo
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