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We study an optimal control problem under uncertainty, where the target function is the solution of an elliptic partial differential equation with random coefficients, steered by a control function. The robust formulation of the…

Numerical Analysis · Mathematics 2019-10-23 Philipp A. Guth , Vesa Kaarnioja , Frances Y. Kuo , Claudia Schillings , Ian H. Sloan

In the post-pandemic world, manufacturing enterprises face increasing uncertainties, especially with vulnerabilities in global supply chains. Although supply chain management has been extensively studied, the critical influence of…

Quantum Physics · Physics 2024-09-12 Monit Sharma , Hoong Chuin Lau

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

This paper presents a novel framework for enhancing the quantum resistance of NTRUEncrypt using Markov Chain Monte Carlo (MCMC) methods. We establish formal bounds on sampling efficiency and provide security reductions to lattice problems,…

Cryptography and Security · Computer Science 2025-11-05 Gautier-Edouard Filardo , Thibaut Heckmann

We present the Quantum Monte Carlo Integration (QMCI) engine developed by Quantinuum. It is a quantum computational tool for evaluating multi-dimensional integrals that arise in various fields of science and engineering such as finance.…

We study quasi-Monte Carlo (QMC) integration over the multi-dimensional unit cube in several weighted function spaces with different smoothness classes. We consider approximating the integral of a function by the median of several integral…

Numerical Analysis · Mathematics 2024-02-20 Takashi Goda , Kosuke Suzuki , Makoto Matsumoto

We present near-term quantum algorithms for auxiliary-field quantum Monte Carlo (AFQMC), viewed as imaginary-time projection for ground-state calculation as an ensemble of one-body propagators driven by stochastic fields $\Omega$. Starting…

Quantum Physics · Physics 2026-03-31 Xiantao Li

We consider the computational efficiency of Monte Carlo (MC) and Multilevel Monte Carlo (MLMC) methods applied to partial differential equations with random coefficients. These arise, for example, in groundwater flow modelling, where a…

Numerical Analysis · Mathematics 2024-12-12 Anastasia Istratuca , Aretha Teckentrup

Quantum Monte Carlo (QMC) methods have received considerable attention over the last decades due to their great promise for providing a direct solution to the many-body Schrodinger equation in electronic systems. Thanks to their low scaling…

Chemical Physics · Physics 2013-03-28 M. A. Morales , J. McMinis , B. K. Clark , J. Kim , G. Scuseria

Ultracold-atom simulations of the Hubbard model provide insights into the character of charge and spin correlations in and out of equilibrium. The corresponding numerical simulations, on the other hand, remain a significant challenge. We…

Strongly Correlated Electrons · Physics 2023-01-25 Veljko Janković , Jakša Vučičević

We describe a number of strategies for minimizing and calculating accurately the statistical uncertainty in quantum Monte Carlo calculations. We investigate the impact of the sampling algorithm on the efficiency of the variational Monte…

Computational Physics · Physics 2012-02-14 R. M. Lee , G. J. Conduit , N. Nemec , P. Lopez Rios , N. D. Drummond

Monte Carlo simulations applied to the lattice formulation of quantum chromodynamics (QCD) enable a study of the theory from first principles, in a nonperturbative way. After over two decades of developments in the methodology for this…

High Energy Physics - Lattice · Physics 2007-05-23 Tereza Mendes

We study the application of a tailored quasi-Monte Carlo (QMC) method to a class of optimal control problems subject to parabolic partial differential equation (PDE) constraints under uncertainty: the state in our setting is the solution of…

Numerical Analysis · Mathematics 2024-03-28 Philipp A. Guth , Vesa Kaarnioja , Frances Y. Kuo , Claudia Schillings , Ian H. Sloan

We investigate the performance of the hybrid Monte Carlo algorithm, the standard algorithm used for lattice QCD simulations involving fermions, in updating non-trivial global topological structures. We find that the hybrid Monte Carlo…

High Energy Physics - Lattice · Physics 2016-08-15 B. Allés , G. Boyd , M. D'Elia , A. Di Giacomo , E. Vicari

Describing correlated electron systems near phase transitions has been a major challenge in computational condensed-matter physics. In this paper, we apply highly accurate fixed node quantum Monte Carlo techniques, which directly work with…

Strongly Correlated Electrons · Physics 2018-01-10 Li Chen , Lucas K. Wagner

We formulate a quantum Monte Carlo (QMC) method for calculating the ground state of many-boson systems. The method is based on a field-theoretical approach, and is closely related to existing fermion auxiliary-field QMC methods which are…

Computational Physics · Physics 2009-11-10 Wirawan Purwanto , Shiwei Zhang

Monte Carlo is one of the most useful methods to study the quantum Hall problems. In this paper, we introduce a fast lattice Monte Carlo method based on a mathematically exact reformulation of the torus quantum Hall problems from continuum…

Strongly Correlated Electrons · Physics 2019-03-27 Jie Wang , Scott D. Geraedts , E. H. Rezayi , F. D. M. Haldane

We study autocorrelation times of physical observables in lattice QCD as a function of the molecular dynamics trajectory length in the hybrid Monte-Carlo algorithm. In an interval of trajectory lengths where energy and reversibility…

High Energy Physics - Lattice · Physics 2008-11-26 Harvey B. Meyer , Hubert Simma , Rainer Sommer , Michele Della Morte , Oliver Witzel , Ulli Wolff

Improved staggered fermion formulations are a popular choice for lattice QCD calculations. Historically, the algorithm used for such calculations has been the inexact R algorithm, which has systematic errors that only vanish as the square…

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

High-order perturbative $\textit{ab initio}$ calculations are challenging due to the rapidly growing configuration space and the difficulty of assessing convergence. In this letter, we introduce perturbation theory quantum Monte Carlo…

Nuclear Theory · Physics 2026-05-06 Xin Zhen , Rongzhe Hu , Junchen Pei , Furong Xu
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