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Through the Bayesian lens of data assimilation, uncertainty on model parameters is traditionally quantified through the posterior covariance matrix. However, in modern settings involving high-dimensional and computationally expensive…
A precise dynamical characterization of quantum impurity models with multiple interacting orbitals is challenging. In quantum Monte Carlo methods, this is embodied by sign problems. A dynamical sign problem makes it exponentially difficult…
The low-energy constants, namely the spin stiffness $\rho_s$, the staggered magnetization density ${\cal M}_s$ per area, and the spinwave velocity $c$ of the two-dimensional (2D) spin-1 Heisenberg model on the square and rectangular…
We show that the two recently proposed methods to compute Renyi entanglement entropies in the realm of determinant quantum Monte Carlo methods for fermions are in principle equivalent, but differ in sampling strategies. The analogy allows…
Stochastic spectral methods have become a popular technique to quantify the uncertainties of nano-scale devices and circuits. They are much more efficient than Monte Carlo for certain design cases with a small number of random parameters.…
This work addresses uncertainty quantification of electromagnetic devices determined by the eddy current problem. The multilevel Monte Carlo (MLMC) method is used for the treatment of uncertain parameters while the devices are discretized…
We introduce two novel quantum Monte Carlo methods and employ them to study the superfluid-insulator transition in a two-dimensional system of hard-core bosons. One of the methods is appropriate for zero temperature and is based upon…
Ground state properties of the Hubbard model on a two-dimensional square lattice are studied by the auxiliary-field quantum Monte Carlo method. Accurate results for energy, double occupancy, effective hopping, magnetization, and momentum…
Sequential Monte Carlo Samplers are a class of stochastic algorithms for Monte Carlo integral estimation w.r.t. probability distributions, which combine elements of Markov chain Monte Carlo methods and importance sampling/resampling…
Using dynamic cluster quantum Monte Carlo simulations, we study the superconducting behavior of a 1/8 doped two-dimensional Hubbard model with imposed uni-directional stripe-like charge density wave modulation. We find a significant…
The assessment of the reliability of Monte Carlo simulations is discussed, with emphasis on uncertainty quantification and the related impact on experimental results. Methods and techniques to account for epistemic uncertainties, i.e. for…
This work is devoted to the development of a distributionally robust active fault diagnosis approach for a class of nonlinear systems, which takes into account any ambiguity in distribution information of the uncertain model parameters.…
The Monte Carlo (MC) method is the most common technique used for uncertainty quantification, due to its simplicity and good statistical results. However, its computational cost is extremely high, and, in many cases, prohibitive.…
This brief paper proposes an uncertainty quantification method for the periodic steady-state (PSS) analysis with both Gaussian and non-Gaussian variations. Our stochastic testing formulation for the PSS problem provides superior efficiency…
We propose that a combination of the semiclassical approximation with Monte Carlo simulations can be an efficient and reliable impurity solver for dynamical mean field theory equations and their cluster extensions with large cluster sizes.…
We present an \textit{ab initio} auxiliary field quantum Monte Carlo method for studying the electronic structure of molecules, solids, and model Hamiltonians at finite temperature. The algorithm marries the \textit{ab initio} phaseless…
A new diagrammatic quantum Monte Carlo approach is proposed to deal with the imaginary time propagator involving both dynamic disorder (i.e., electron-phonon interactions) and static disorder of local or nonlocal nature in a unified and…
In the context of Monte Carlo (MC) simulation of particle transport Uncertainty Quantification (UQ) addresses the issue of predicting non statistical errors affecting the physical results, i.e. errors deriving mainly from uncertainties in…
An overview of recent work on Monte Carlo simulations of a granular binary mixture is presented. The results are obtained numerically solving the Enskog equation for inelastic hard-spheres by means of an extension of the well-known direct…
We develop a continuous-time quantum Monte Carlo method based on a strong-coupling expansion for Anderson impurity models with phonon-assisted hybridizations for arbitrary number of phonon modes. As a benchmark, we investigate the…