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We propose an algorithm for general nonlinear conic programming which does not require the knowledge of the full cone, but rather a simpler, more tractable, approximation of it. We prove that the algorithm satisfies a strong global…

Optimization and Control · Mathematics 2025-04-22 Mituhiro Fukuda , Walter Gómez , Gabriel Haeser , Leonardo Makoto Mito

The quantum Monte Carlo (QMC) is one of the most promising many-body electronic structure approaches. It employs stochastic techniques for solving the stationary Schr\" odinger equation and for evaluation of expectation values. The key…

Other Condensed Matter · Physics 2007-12-20 Michal Bajdich

Quantum annealing algorithms belong to the class of metaheuristic tools, applicable for solving binary optimization problems. Hardware implementations of quantum annealing, such as the quantum annealing machines produced by D-Wave Systems,…

Quantum Physics · Physics 2017-09-18 Florian Neukart , David Von Dollen , Christian Seidel , Gabriele Compostella

In this work we introduce the Dual Boson Diagrammatic Monte Carlo technique for strongly interacting electronic systems. This method combines the strength of dynamical mean-filed theory for non-perturbative description of local correlations…

Strongly Correlated Electrons · Physics 2020-11-06 M. Vandelli , V. Harkov , E. A. Stepanov , J. Gukelberger , E. Kozik , A. Rubio , A. I. Lichtenstein

Conditional Monte Carlo or pre-integration is a powerful tool for reducing variance and improving the regularity of integrands when using Monte Carlo and quasi-Monte Carlo (QMC) methods. To select the variable to pre-integrate, one must…

Computation · Statistics 2023-07-26 Sifan Liu

Many quantum many-body wavefunctions, such as Jastrow-Slater, tensor network, and neural quantum states, are studied with the variational Monte Carlo technique, where stochastic optimization is usually performed to obtain a faithful…

Strongly Correlated Electrons · Physics 2025-08-21 Ruojing Peng , Garnet Kin-Lic Chan

Sequential Monte Carlo techniques are useful for state estimation in non-linear, non-Gaussian dynamic models. These methods allow us to approximate the joint posterior distribution using sequential importance sampling. In this framework,…

Computation · Statistics 2012-07-09 Mike Klaas , Nando de Freitas , Arnaud Doucet

This paper extends the Multilevel Monte Carlo variance reduction technique to nonlinear filtering. In particular, Multilevel Monte Carlo is applied to a certain variant of the particle filter, the Ensemble Transform Particle Filter. A key…

Numerical Analysis · Mathematics 2016-02-24 Alastair Gregory , Colin Cotter , Sebastian Reich

Monte Carlo methods are widely used in particle physics to integrate and sample probability distributions (differential cross sections or decay rates) on multi-dimensional phase spaces. We present a Neural Network (NN) algorithm optimized…

High Energy Physics - Phenomenology · Physics 2020-10-21 Matthew D. Klimek , Maxim Perelstein

A review of the Loop Algorithm, its generalizations, and its relation to some other Monte Carlo techniques is given. The loop algorithm is a Quantum Monte Carlo procedure which employs nonlocal changes of worldline configurations,…

Strongly Correlated Electrons · Physics 2014-10-13 H. G. Evertz

We develop an extension of the Monte Carlo wave function approach that unambiguously identifies dynamical entanglement in general composite, open systems. Our algorithm performs tangential projections onto the set of separable states,…

Quantum Physics · Physics 2026-01-21 Laura Ares , Julien Pinske , Benjamin Hinrichs , Martin Kolb , Jan Sperling

We extend a recently developed method to solve semi-linear PDEs to the case of a degenerated diffusion. Being a pure Monte Carlo method it does not suffer from the so called curse of dimensionality and it can be used to solve problems that…

Probability · Mathematics 2018-05-15 Xavier Warin

The explicit evaluation of linear response coefficients for interacting many-particle systems still poses a considerable challenge to theoreticians. In this work we use a novel many-particle renormalization technique, the so-called…

Strongly Correlated Electrons · Physics 2015-06-18 Van-Nham Phan , Klaus W. Becker , Holger Fehske

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…

Materials Science · Physics 2026-04-15 Yu-Chen Wang , Yi Zhao

We present a method based on the Path Integral Monte Carlo formalism for the calculation of ground-state time correlation functions in quantum systems. The key point of the method is the consideration of time as a complex variable whose…

Statistical Mechanics · Physics 2015-06-24 Riccardo Rota , Joaquim Casulleras , Ferran Mazzanti , Jordi Boronat

We develop a hybrid Monte Carlo method to efficiently compute the physical observables from the samplings of the Laughlin and the Moore-Read wave functions of fractional quantum Hall (FQH) systems. With the advancements in methodology,…

Strongly Correlated Electrons · Physics 2026-02-20 Ting-Tung Wang , Ha Quang Trung , Qianhui Xu , Min Long , Bo Yang , Zi Yang Meng

Neural Networks have been widely used to solve Partial Differential Equations. These methods require to approximate definite integrals using quadrature rules. Here, we illustrate via 1D numerical examples the quadrature problems that may…

Numerical Analysis · Mathematics 2022-03-09 Jon A. Rivera , Jamie M. Taylor , Ángel J. Omella , David Pardo

Obtaining accurate solutions to the Schr\"odinger equation is the key challenge in computational quantum chemistry. Deep-learning-based Variational Monte Carlo (DL-VMC) has recently outperformed conventional approaches in terms of accuracy,…

Chemical Physics · Physics 2023-07-19 Michael Scherbela , Leon Gerard , Philipp Grohs

We generalize the recently developed diagrammatic Monte Carlo techniques for quantum impurity models from an imaginary time to a Keldysh formalism suitable for real-time and nonequilibrium calculations. Both weak-coupling and…

Mesoscale and Nanoscale Physics · Physics 2009-11-13 Philipp Werner , Takashi Oka , Andrew J. Millis

We analyze the accuracy and sample complexity of variational Monte Carlo approaches to simulate the dynamics of many-body quantum systems classically. By systematically studying the relevant stochastic estimators, we are able to: (i) prove…

Quantum Physics · Physics 2023-10-11 Alessandro Sinibaldi , Clemens Giuliani , Giuseppe Carleo , Filippo Vicentini