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We study the far-from-equilibrium properties of quenched magnetic nanoscopic classical spin systems. In particular, we focus on the interplay between lattice vibrations and magnetic frustrations induced by surface effects typical of an…

Mesoscale and Nanoscale Physics · Physics 2020-01-01 Carla Lupo , Cedric Weber

Stochastic processes play a fundamental role in physics, mathematics, engineering and finance. One potential application of quantum computation is to better approximate properties of stochastic processes. For example, quantum algorithms for…

Quantum Physics · Physics 2023-03-14 Adam Bouland , Aditi Dandapani , Anupam Prakash

We present a lattice Monte Carlo algorithm based on the one originally proposed by Maggs and Rossetto for simulating electrostatic interactions in inhomogeneous dielectric media. The original algorithm is known to produce attractive…

Soft Condensed Matter · Physics 2017-05-12 Xiaozheng Duan , Issei Nakamura , Zhen-Gang Wang

Recently, Stochastic Gradient Markov Chain Monte Carlo (SG-MCMC) methods have been proposed for scaling up Monte Carlo computations to large data problems. Whilst these approaches have proven useful in many applications, vanilla SG-MCMC…

Machine Learning · Statistics 2016-12-13 Umut Şimşekli , Roland Badeau , A. Taylan Cemgil , Gaël Richard

We have reformulated the quantum Monte Carlo (QMC) technique so that a large part of the calculation scales linearly with the number of atoms. The reformulation is related to a recent alternative proposal for achieving linear-scaling QMC,…

Other Condensed Matter · Physics 2016-08-31 D. Alfe` , M. J. Gillan

We use a quantum Monte Carlo method to investigate various classes of 2D spin models with long-range interactions at low temperatures. In particular, we study a dipolar XXZ model with U(1) symmetry that appears as a hard-core boson limit of…

Quantum Gases · Physics 2016-11-11 Michal Maik , Philipp Hauke , Omjyoti Dutta , Jakub Zakrzewski , Maciej Lewenstein

Monte Carlo simulations are useful tools for modeling quantum systems, but in some cases they suffer from a sign problem, leading to an exponential slow down in their convergence to a value. While solving the sign problem is generically…

Quantum Physics · Physics 2022-12-21 T. C. Mooney , Jacob Bringewatt , Neill C. Warrington , Lucas T. Brady

We present the results of Monte Carlo simulation for a Kondo lattice model in which itinerant electrons interact with Ising spins with spin-ice type easy-axis anisotropy on a pyrochlore lattice. We demonstrate the efficiency of the…

Strongly Correlated Electrons · Physics 2012-12-19 Hiroaki Ishizuka , Masafumi Udagawa , Yukitoshi Motome

In this paper we investigate the approximation properties of the coarse-graining procedure applied to kinetic Monte Carlo simulations of lattice stochastic dynamics. We provide both analytical and numerical evidence that the hierarchy of…

Numerical Analysis · Mathematics 2007-05-23 Markos A Katsoulakis , Petr Plechac , Alexandros Sopasakis

We review efficient Monte Carlo methods for simulating quantum systems which couple to a dissipative environment. A brief introduction of the Caldeira-Leggett model and the Monte Carlo method will be followed by a detailed discussion of…

Statistical Mechanics · Physics 2009-11-11 Philipp Werner , Matthias Troyer

We propose a general framework of quantum kinetic Monte Carlo algorithm, based on a stochastic representation of a series expansion of the quantum evolution. Two approaches have been developed in the context of quantum many-body spin…

Computational Physics · Physics 2018-01-17 Zhenning Cai , Jianfeng Lu

We consider the problem of estimating the probability of a large loss from a financial portfolio, where the future loss is expressed as a conditional expectation. Since the conditional expectation is intractable in most cases, one may…

Numerical Analysis · Mathematics 2020-11-25 Zhenghang Xu , Zhijian He , Xiaoqun Wang

We investigate the challenge of classical simulation of unitary quantum dynamics with variational Monte Carlo approaches, addressing the instabilities and high computational demands of existing methods. By systematically analyzing the…

Quantum Physics · Physics 2025-07-30 Luca Gravina , Vincenzo Savona , Filippo Vicentini

Monte Carlo methods are widely used to estimate observables in many-body quantum systems. However, conventional sampling schemes often require a large number of samples to achieve sufficient accuracy. In this work we propose the…

Quantum Physics · Physics 2026-01-29 Wenxuan Zhang , Dingzu Wang , Dario Poletti

We study the site-diluted double exchange (DE) model and its effective Ruderman-Kittel-Kasuya-Yosida-like interactions, where localized spins are randomly distributed, with the use of the Self-learning Monte Carlo (SLMC) method. The SLMC…

Disordered Systems and Neural Networks · Physics 2021-02-22 Hidehiko Kohshiro , Yuki Nagai

Recently, the stochastic series expansion (SSE) has been proposed as a powerful MC-method, which allows simulations at low $T$ for quantum-spin systems. We show that the SSE allows to compute the magnetic conductance for various…

Condensed Matter · Physics 2009-11-10 Kim Louis , Claudius Gros

We propose a generalization of the Quantum Monte Carlo loop algorithm to the t-J model by a mapping to three coupled six-vertex models. The autocorrelation times are reduced by orders of magnitude compared to the conventional local…

Strongly Correlated Electrons · Physics 2007-05-23 Beat Ammon , Hans Gerd Evertz , Naoki Kawashima , Matthias Troyer , Beat Frischmuth

In this paper, we consider the numerical solution of a nonlinear Schrodinger equation with spatial random potential. The randomly shifted quasi-Monte Carlo (QMC) lattice rule combined with the time-splitting pseudospectral discretization is…

Numerical Analysis · Mathematics 2023-11-21 Zhizhang Wu , Zhiwen Zhang , Xiaofei Zhao

We introduce methodology for real-time inference in general-state-space hidden Markov models. Specifically, we extend recent advances in controlled sequential Monte Carlo (CSMC) methods-originally proposed for offline smoothing-to the…

Computation · Statistics 2025-08-04 Liwen Xue , Axel Finke , Adam M. Johansen

We describe an efficient numerical method for simulating the dynamics of interacting spin ensembles in the presence of dephasing and decay. The method builds on the discrete truncated Wigner approximation for isolated systems, which…

Quantum Physics · Physics 2022-02-01 Julian Huber , Ana Maria Rey , Peter Rabl
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