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We consider the one-dimensional quantum-statistical problem of interacting spin-less particles in an infinite deep potential valley and on a ring. Several limits for the applicability of the Quantum Monte Carlo (QMC) methods were revealed…

Statistical Mechanics · Physics 2007-05-23 Z. Neda , Z. Dezso

The negative sign problem in quantum Monte Carlo (QMC) simulations of cluster impurity problems is the major bottleneck in cluster dynamical mean field calculations. In this paper we systematically investigate the dependence of the sign…

Strongly Correlated Electrons · Physics 2015-11-18 Hiroshi Shinaoka , Yusuke Nomura , Silke Biermann , Matthias Troyer , Philipp Werner

In low-temperature high-density plasmas quantum effects of the electrons are becoming increasingly important. This requires the development of new theoretical and computational tools. Quantum Monte Carlo methods are among the most…

Statistical Mechanics · Physics 2014-08-12 T. Schoof , S. Groth , M. Bonitz

Discrete diffusion models have become highly effective across various domains. However, real-world applications often require the generative process to adhere to certain constraints. To this end, we propose a Sequential Monte Carlo (SMC)…

Machine Learning · Computer Science 2026-03-17 Zijing Ou , Chinmay Pani , Yingzhen Li

Continuous-time quantum Monte Carlo refers to a class of algorithms designed to sample the thermal distribution of a quantum Hamiltonian through exact expansions of the Boltzmann exponential in terms of stochastic trajectories which are…

Statistical Mechanics · Physics 2024-07-17 Luke Causer , Konstantinos Sfairopoulos , Jamie F. Mair , Juan P. Garrahan

A simple model of a quantum clock is applied to the old and controversial problem of how long a particle takes to tunnel through a quantum barrier. The model I employ has the advantage of yielding sensible results for energy eigenstates,…

Quantum Physics · Physics 2009-11-10 P. C. W. Davies

The computational cost of a Monte Carlo algorithm can only be meaningfully discussed when taking into account the magnitude of the resulting statistical error. Aiming for a fixed error per particle, we study the scaling behavior of the…

Computational Physics · Physics 2010-02-11 Norbert Nemec

We present a study of spin-unpolarized and spin-polarized two-dimensional uniform electron liquids using variational and diffusion quantum Monte Carlo (VMC and DMC) methods with Slater-Jastrow-backflow trial wave functions. Ground-state VMC…

Strongly Correlated Electrons · Physics 2025-11-11 Sam Azadi , N. D. Drummond , S. M. Vinko

The new method for the simulation of nonstationary quantum processes is proposed. The method is based on the tomography representation of quantum mechanics, {\it i.e.}, the state of the system is described by the {\it nonnegative} function…

Mesoscale and Nanoscale Physics · Physics 2009-11-10 Yu. E. Lozovik , V. A. Sharapov , A. S. Arkhipov

Monte Carlo (MC) simulations are widely used in financial risk management, from estimating value-at-risk (VaR) to pricing over-the-counter derivatives. However, they come at a significant computational cost due to the number of scenarios…

Quantum Physics · Physics 2024-04-10 Titos Matsakos , Stuart Nield

We study the transverse-field Ising model on a square lattice with bond- and site-dilution at zero temperature by stochastic series expansion quantum Monte Carlo simulations. Tuning the transverse field $h$ and the dilution $p$, the quantum…

Strongly Correlated Electrons · Physics 2025-05-13 C. Krämer , M. Hörmann , K. P. Schmidt

The study of alloys using computational methods has been a difficult task due to the usually unknown stoichiometry and local atomic ordering of the different structures experimentally. In order to combat this, first-principles methods have…

Materials Science · Physics 2021-12-08 Daniel Wines , Kayahan Saritas , Can Ataca

Quasi-Monte Carlo (QMC) method is a useful numerical tool for pricing and hedging of complex financial derivatives. These problems are usually of high dimensionality and discontinuities. The two factors may significantly deteriorate the…

Numerical Analysis · Mathematics 2019-02-27 Zhijian He , Xiaoqun Wang

We follow up the work, where in light of the Picard-Lefschetz thimble approach, we split up the real-time path integral into two parts: the initial density matrix part which can be represented via an ensemble of initial conditions, and the…

High Energy Physics - Theory · Physics 2020-01-29 Zong-Gang Mou , Paul M. Saffin , Anders Tranberg

Sampling from complicated probability distributions is a hard computational problem arising in many fields, including statistical physics, optimization, and machine learning. Quantum computers have recently been used to sample from…

In these lectures we describe the use of Monte Carlo simulations in understanding the role of tunneling events, instantons, in a quantum mechanical toy model. We study, in particular, a variety of methods that have been used in the QCD…

High Energy Physics - Lattice · Physics 2007-05-23 Thomas Schaefer

The application of Tensor Networks (TN) in quantum computing has shown promise, particularly for data loading. However, the assumption that data is readily available often renders the integration of TN techniques into Quantum Monte Carlo…

We numericaly demonstrate that, in double well models, the autocorrelation time of open path integral Monte Carlo simulations can be much smaller compared to standard ones using ring polymers. We also provide an intuitive explanation based…

Computational Physics · Physics 2016-08-04 Guglielmo Mazzola , Matthias Troyer

We investigate the quantum phase transitions of a disordered nanowire from superconducting to metallic behavior by employing extensive Monte Carlo simulations. To this end, we map the quantum action onto a (1+1)-dimensional classical XY…

Strongly Correlated Electrons · Physics 2019-01-01 Ahmed K. Ibrahim , Thomas Vojta

The iterative Quasi-Monte Carlo (iQMC) method is a recently proposed method for multigroup neutron transport simulations. iQMC can be viewed as a hybrid between deterministic iterative techniques, Monte Carlo simulation, and Quasi-Monte…

Computational Physics · Physics 2024-01-09 Samuel Pasmann , Ilham Variansyah , C. T. Kelley , Ryan G. McClarren
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