Related papers: Notes on the Hybrid Monte Carlo Method
We obtain an exact necessary and sufficient condition for the existence and uniqueness of equilibrium asset prices in infinite horizon, discrete-time, arbitrage free environments. Through several applications we show how the condition…
The Picard-Lefschetz theory has been attracting much attention as a tool to evaluate a multi-variable integral with a complex weight, which appears in various important problems in theoretical physics. The idea is to deform the integration…
We discuss an alternative accurate Monte Carlo method to calculate the ground-state energy and related quantities for Laughlin states of the fractional quantum Hall effect in a disk geometry. This alternative approach allows us to obtain…
Importance sampling Monte-Carlo methods are widely used for the approximation of expectations with respect to partially known probability measures. In this paper we study a deterministic version of such an estimator based on quasi-Monte…
We investigate the inclusion of variable spins in electronic structure quantum Monte Carlo, with a focus on diffusion Monte Carlo with Hamiltonians that include spin-orbit interactions. Following our previous introduction of fixed-phase…
We discuss the adaptation of the Hybrid Monte Carlo algorithm to overlap fermions. We derive a method which can be used to account for the delta function in the fermionic force caused by the differential of the sign function. We discuss the…
The hybrid Monte Carlo (HMC) algorithm is arguably the most efficient sampling method for general probability distributions of continuous variables. Together with exact Fourier acceleration (EFA) the HMC becomes equivalent to direct…
We present a hybrid method for time-dependent particle transport that combines Monte Carlo (MC) estimation with a deterministic discrete ordinates (\(S_N\)) solve, augmented by quasi-Monte Carlo (QMC) sampling. For spatial discretizations,…
The transition metal-oxygen bond appears prominently throughout chemistry and solid-state physics. Many materials, from biomolecules to ferroelectrics to the components of supernova remnants contain this bond in some form. Many of these…
We present in this paper a hybrid, Multi-Level Monte Carlo (MLMC) method for solving the neutral particle transport equation. MLMC methods, originally developed to solve parametric integration problems, work by using a cheap, low fidelity…
We combine the one-dimensional Monte Carlo simulation and the semi-analytical one-dimensional heat potential method to design an efficient technique for pricing barrier options on assets with correlated stochastic volatility. Our approach…
This topical review describes the methodology of continuum variational and diffusion quantum Monte Carlo calculations. These stochastic methods are based on many-body wave functions and are capable of achieving very high accuracy. The…
In this paper, we re-analyze the $1^{-+}$ and $0^{++}$ light hybrids from QCD sum rules with a Monte-Carlo based uncertainty analysis. With $30\%$ uncertainties in the accepted central values for QCD condensates and other input parameters,…
We introduce and discuss Monte Carlo methods in quantum field theories. Methods of independent Monte Carlo, such as random sampling and importance sampling, and methods of dependent Monte Carlo, such as Metropolis sampling and Hamiltonian…
We explore two complementary modifications of the hybridization-expansion continuous-time Monte Carlo method, aiming at large multi-orbital quantum impurity problems. One idea is to compute the imaginary-time propagation using a matrix…
We construct an effective Hamiltonian via Monte Carlo from a given action. This Hamiltonian describes physics in the low energy regime. We test it by computing spectrum, wave functions and thermodynamical observables (average energy and…
Equilibrium systems evolve according to Detailed Balance (DB). This principe guided development of the Monte-Carlo sampling techniques, of which Metropolis-Hastings (MH) algorithm is the famous representative. It is also known that DB is…
We present an algorithm for measurement of the Green's function in the hybridization expansion continuous-time quantum Monte-Carlo based on continuous estimators. Compared to the standard method, the present algorithm has similar or better…
We perform a comprehensive analysis of the quantum-enhanced Monte Carlo method [Nature, 619, 282-287 (2023)], aimed at identifying the optimal working point of the algorithm. We observe an optimal mixing Hamiltonian strength and analyze the…
In this paper, we construct a hierarchy of hybrid numerical methods for multi-scale kinetic equations based on moment realizability matrices, a concept introduced by Levermore, Morokoff and Nadiga. Following such a criterion, one can…