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Cellular scale decision making is modulated by the dynamics of signalling molecules and their diffusive trajectories from a source to small absorbing sites on the cellular surface. Diffusive capture problems are computationally challenging…

Numerical Analysis · Mathematics 2025-07-16 Alan E. Lindsay , Andrew J. Bernoff

We describe a novel simulation method that eliminates the slowing-down problem in the Monte Carlo simulations of imaginary-time path integrals near the continuum limit. This method combines a stochastic blocking procedure with the multigrid…

Statistical Mechanics · Physics 2007-05-23 C. H. Mak , Sergei Zakharov

Quantum Monte Carlo (QMC) is an advanced simulation methodology for studies of manybody quantum systems. In this review, we focus on the electronic structure QMC, i.e., methods relevant for systems described by the electron-ion…

Other Condensed Matter · Physics 2010-08-16 Michal Bajdich , Lubos Mitas

This work introduces an end-to-end framework for multi-asset option pricing that combines market-consistent risk-neutral density recovery with quantum-accelerated numerical integration. We first calibrate arbitrage-free marginal…

Computational Finance · Quantitative Finance 2026-01-08 Julien Hok , Álvaro Leitao

Quantum Monte Carlo approaches such as the diffusion Monte Carlo (DMC) method are among the most accurate many-body methods for extended systems. Their scaling makes them well suited for defect calculations in solids. We review the various…

Materials Science · Physics 2014-04-23 William D. Parker , John W. Wilkins , Richard G. Hennig

The calculation of thermal conductivity in insulating solids at temperatures below the Debye temperature is problematic, due to the breakdown of classical and semi-classical approaches. In this work, we present a fully quantum methodology…

Statistical Mechanics · Physics 2026-02-19 Vladislav Efremkin , Stefano Mossa , Jean-Louis Barrat , Markus Holzmann

Modeling the dynamics of a quantum system connected to the environment is critical for advancing our understanding of complex quantum processes, as most quantum processes in nature are affected by an environment. Modeling a macroscopic…

We develop a new Monte Carlo method that solves hyperbolic transport equations with stiff terms, characterized by a (small) scaling parameter. In particular, we focus on systems which lead to a reduced problem of parabolic type in the limit…

Numerical Analysis · Mathematics 2017-08-01 G. Dimarco , L. Pareschi , G. Samaey

Recently, Heim, Ronnow, Isakov and Troyer [Science 348 (2015) 215] have reported that Monte Carlo simulations for the Ising spin glass model on the square lattice in the physically relevant continuous-imaginary-time limit do not show…

Disordered Systems and Neural Networks · Physics 2019-06-11 Chiaki Yamaguchi

We consider generalized quantum Ising models, including those which could describe disordered materials or quantum annealers, and we prove that for all temperatures above a system-size independent threshold the path integral Monte Carlo…

Quantum Physics · Physics 2025-07-16 Elizabeth Crosson , Samuel Slezak

We consider the ability of local quantum dynamics to solve the energy matching problem: given an instance of a classical optimization problem and a low energy state, find another macroscopically distinct low energy state. Energy matching is…

Disordered Systems and Neural Networks · Physics 2018-06-20 C. L. Baldwin , C. R. Laumann

The Dynamic Monte Carlo (DMC) method is an established molecular simulation technique for the analysis of the dynamics in colloidal suspensions. An excellent alternative to Brownian Dynamics or Molecular Dynamics simulation, DMC is…

Soft Condensed Matter · Physics 2020-07-15 Fabián A. García Daza , Alejandro Cuetos , Alessandro Patti

Determinant quantum Monte Carlo (DQMC) is a widely used unbiased numerical method for simulating strongly correlated electron systems. However, the update process in DQMC is often a bottleneck for its efficiency. To address this issue, we…

Strongly Correlated Electrons · Physics 2025-06-06 Fanjie Sun , Xiao Yan Xu

The accurate description of non-ideal quantum many-body systems is of prime importance for a host of applications within physics, quantum chemistry, material science, and related disciplines. At finite temperatures, the gold standard is…

Here we develop a new scheme of projective quantum Monte-Carlo (QMC) simulation combining unbiased zero-temperature (projective) determinant QMC and variational Monte-Carlo based on Gutzwiller projection wave function, dubbed as…

Strongly Correlated Electrons · Physics 2026-04-08 Wei-Xuan Chang , Zi-Xiang Li

We introduce methodologies for highly scalable quantum Monte Carlo simulations of electron-phonon models, and report benchmark results for the Holstein model on the square lattice. The determinant quantum Monte Carlo (DQMC) method is a…

Strongly Correlated Electrons · Physics 2022-07-18 Benjamin Cohen-Stead , Owen Bradley , Cole Miles , George Batrouni , Richard Scalettar , Kipton Barros

We develop a Monte Carlo framework to analyze the statistics of quantum work in correlated electron systems. Using the Ising-Kondo model in heavy fermions as a paradigmatic platform, we thoroughly illustrate the process of determining the…

Statistical Mechanics · Physics 2025-05-23 Qian-Xi Zhao , Jian-Jun Dong , Zi-Xiang Hu

Using quantum Monte Carlo (QMC) simulations we study the ground-state properties of the one-dimensional fermionic Hubbard model in traps with an underlying lattice. Since due to the confining potential the density is space dependent,…

Strongly Correlated Electrons · Physics 2007-05-23 Marcos Rigol , Alejandro Muramatsu

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

Quantum particles interacting with potential barriers are ubiquitous in physics, and the question of how much time they spend inside classically forbidden regions has attracted interest for many decades. Recent developments of new…

Quantum Physics · Physics 2021-07-06 Seyedmohammad Yusofsani , Miroslav Kolesik