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This paper concerns numerical assessment of Monte Carlo error in particle filters. We show that by keeping track of certain key features of the genealogical structure arising from resampling operations, it is possible to estimate variances…

Computation · Statistics 2016-06-29 Anthony Lee , Nick Whiteley

We report on what seems to be an intriguing connection between variable integration time and partial velocity refreshment of Ideal Hamiltonian Monte Carlo samplers, both of which can be used for reducing the dissipative behavior of the…

Computation · Statistics 2023-09-20 Qijia Jiang

We prove optimal annealed decay estimates on the derivative and mixed second derivative of the elliptic Green functions on $\mathbb{R}^d$ for random stationary measurable coefficients that satisfy a certain logarithmic Sobolev inequality…

Analysis of PDEs · Mathematics 2015-04-08 Antoine Gloria , Daniel Marahrens

We extend the concept of Anderson localization, the confinement of quantum information in a spatially irregular potential, to quantum circuits. Considering matchgate circuits, generated by time-dependent spin-1/2 XY Hamiltonians, we give an…

Quantum Physics · Physics 2018-07-18 Adrian Chapman , Akimasa Miyake

The well-known spatial integration schemes in molecular electronic structure theory, immune to cusps and point singularities of some kind at atomic positions, use a set of weighting functions to split the integrand into a sum of…

Chemical Physics · Physics 2022-09-14 Dimitri N. Laikov

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

In this paper, we present an extended dissipaton equation of motion for studying the dynamics of electronic impurity systems. Compared with the original theoretical formalism, the quadratic couplings are introduced into the Hamiltonian…

Strongly Correlated Electrons · Physics 2023-07-12 Yu Su , Zi-Hao Chen , Yao Wang , Xiao Zheng , Rui-Xue Xu , YiJing Yan

In this paper we propose new algorithm to reduce autocorrelation in Markov chain Monte-Carlo algorithms for euclidean field theories on the lattice. Our proposing algorithm is the Hybrid Monte-Carlo algorithm (HMC) with restricted Boltzmann…

High Energy Physics - Lattice · Physics 2017-12-13 Akinori Tanaka , Akio Tomiya

Two specialized algorithms for the numerical integration of the equations of motion of a Brownian walker obeying detailed balance are introduced. The algorithms become symplectic in the appropriate limits, and reproduce the equilibrium…

Statistical Mechanics · Physics 2009-11-10 R Mannella

High frequency based estimation methods for a semiparametric pure-jump subordinated Brownian motion exposed to a small additive microstructure noise are developed building on the two-scales realized variations approach originally developed…

Statistics Theory · Mathematics 2017-02-07 Jose E. Figueroa-Lopez , K. Lee

The subject of the present study is the Monte Carlo path-integral evaluation of the moments of spectral functions. Such moments can be computed by formal differentiation of certain estimating functionals that are infinitely-differentiable…

Statistical Mechanics · Physics 2009-11-11 Cristian Predescu

Adiabatic quantum computers, such as the quantum annealers commercialized by D-Wave Systems Inc., are routinely used to tackle combinatorial optimization problems. In this article, we show how to exploit them to accelerate equilibrium…

Disordered Systems and Neural Networks · Physics 2023-07-12 Giuseppe Scriva , Emanuele Costa , Benjamin McNaughton , Sebastiano Pilati

We introduce a Monte-Carlo algorithm for the simulation of charged particles moving in the continuum. Electrostatic interactions are not instantaneous as in conventional approaches, but are mediated by a constrained, diffusing electric…

Soft Condensed Matter · Physics 2009-11-10 Joerg Rottler , A. C. Maggs

We introduce a new Monte Carlo method by incorporating a guided distribution function to the conventional Monte Carlo method. In this way, the efficiency of Monte Carlo methods is drastically improved. To further speed up the algorithm, we…

Computational Physics · Physics 2009-11-07 S. P. 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 present different methods to increase the performance of Hybrid Monte Carlo simulations of the Hubbard model in two-dimensions. Our simulations concentrate on a hexagonal lattice, though can be easily generalized to other lattices. It is…

Strongly Correlated Electrons · Physics 2019-01-16 Stefan Krieg , Thomas Luu , Johann Ostmeyer , Philippos Papaphilippou , Carsten Urbach

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…

Computational Physics · Physics 2016-07-27 Cody A. Melton , M. Chandler Bennett , Lubos Mitas

Impurity solvers play an essential role in the numerical investigation of strongly correlated electrons systems within the "dynamical mean field" approximation. Recently, a new class of continuous-time solvers has been developed, based on a…

Strongly Correlated Electrons · Physics 2011-11-09 Emanuel Gull , Philipp Werner , Andrew J. Millis , Matthias Troyer

We study the discretization of a linear evolution partial differential equation when its Green function is known. We provide error estimates both for the spatial approximation and for the time stepping approximation. We show that, in fact,…

Numerical Analysis · Mathematics 2021-11-02 Wen Cheng , Anna L. Mazzucato , Victor Nistor

An algorithm to compute efficiently the first two derivatives of (very) large multideterminant wavefunctions for quantum Monte Carlo calculations is presented. The calculation of determinants and their derivatives is performed using the…

Chemical Physics · Physics 2017-04-20 Anthony Scemama , Thomas Applencourt , Emmanuel Giner , Michel Caffarel