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Conventional Monte Carlo simulations are stochastic in the sense that the acceptance of a trial move is decided by comparing a computed acceptance probability with a random number, uniformly distributed between 0 and 1. Here we consider the…

Statistical Mechanics · Physics 2018-05-24 Daan Frenkel , K. Julian Schrenk , Stefano Martiniani

The implementation and reliability of a quadratic diffusion Monte Carlo method for the study of ground-state properties of atoms are discussed. We show in the simple yet non-trivial calculation of the binding energy of the Li atom that the…

Condensed Matter · Physics 2009-11-07 A. Sarsa , J. Boronat , J. Casulleras

Most research regarding quantum adiabatic optimization has focused on stoquastic Hamiltonians, whose ground states can be expressed with only real, nonnegative amplitudes. This raises the question of whether classical Monte Carlo algorithms…

Quantum Physics · Physics 2018-02-21 Jacob Bringewatt , William Dorland , Stephen P. Jordan , Alan Mink

Aims. We present an implementation of an algorithm for 3D time-dependent Monte Carlo radiative transfer. It allows one to simulate temperature distributions as well as images and spectral energy distributions of the scattered light and…

Instrumentation and Methods for Astrophysics · Physics 2022-12-14 A. Bensberg , S. Wolf

Population Monte Carlo (PMC) sampling methods are powerful tools for approximating distributions of static unknowns given a set of observations. These methods are iterative in nature: at each step they generate samples from a proposal…

Computation · Statistics 2022-01-17 Víctor Elvira , Luca Martino , David Luengo , Mónica F. Bugallo

The development of efficient and accurate image reconstruction algorithms is one of the cornerstones of computed tomography. Existing algorithms for quantitative photoacoustic tomography currently operate in a two-stage procedure: First an…

Analysis of PDEs · Mathematics 2015-05-20 Markus Haltmeier , Lukas Neumann , Simon Rabanser

Recently the general form of a translation-covariant quantum Boltzmann equation has been derived which describes the dynamics of a tracer particle in a quantum gas. We develop a stochastic wave function algorithm that enables full…

Quantum Physics · Physics 2007-09-24 Heinz-Peter Breuer , Bassano Vacchini

We review the method of stochastic error correction which eliminates the truncation error associated with any subspace diagonalization. Monte Carlo sampling is used to compute the contribution of the remaining basis vectors not included in…

High Energy Physics - Lattice · Physics 2009-10-31 Dean Lee

Monte Carlo simulations of diffusion processes often introduce bias in the final result, due to time discretization. Using an auxiliary Poisson process, it is possible to run simulations which are unbiased. In this article, we propose such…

Computational Finance · Quantitative Finance 2016-05-09 Louis Paulot

We propose a novel approach to intranuclear cascades which takes as input quantum MonteCarlo nuclear configurations and uses a semi-classical, impact-parameter based algorithm to modelthe propagation of protons and neutrons in the nuclear…

High Energy Physics - Phenomenology · Physics 2021-02-03 Joshua Isaacson , William I. Jay , Alessandro Lovato , Pedro A. N. Machado , Noemi Rocco

Real photonic devices are subject to photon losses that can decohere quantum information encoded in the system. In the absence of full fault tolerance, quantum error mitigation techniques have been introduced to help manage errors in noisy…

Quantum Physics · Physics 2025-01-16 Adam Taylor , Gabriele Bressanini , Hyukjoon Kwon , M. S. Kim

In stochastic processes with absorbing states, the quasi-stationary distribution provides valuable insights into the long-term behaviour prior to absorption. In this work, we revisit two well-established numerical methods for its…

Statistical Mechanics · Physics 2026-04-01 Sara Oliver-Bonafoux , Javier Aguilar , Tobias Galla , Raúl Toral

We derive analytical expressions to describe how light is frequency-shifted when interacting with ultrasound within scattering media, due to the modulation of the refractive index induced by the ultrasound pressure waves. The model is…

Optics · Physics 2024-10-16 Adam Kinos

Monte Carlo simulations are widely used in many areas including particle accelerators. In this lecture, after a short introduction and reviewing of some statistical backgrounds, we will discuss methods such as direct inversion, rejection…

Computational Physics · Physics 2020-06-19 Ji Qiang

An ab initio quantum Monte Carlo method is introduced for calculating total rates of muon weak capture in light nuclei with mass number $A \leq 12$. As a first application of the method, we perform a calculation of the rate in $^4$He in a…

Nuclear Theory · Physics 2019-09-18 A. Lovato , N. Rocco , R. Schiavilla

Discrepancies play an important role in the study of uniformity properties of point sets. Their probability distributions are a help in the analysis of the efficiency of the Quasi Monte Carlo method of numerical integration, which uses…

High Energy Physics - Phenomenology · Physics 2007-05-23 A. F. W. van Hameren

This paper investigates a novel a-posteriori variance reduction approach in Monte Carlo image synthesis. Unlike most established methods based on lateral filtering in the image space, our proposition is to produce the best possible estimate…

Graphics · Computer Science 2019-06-04 Oskar Elek , Manu M. Thomas , Angus Forbes

Standard quantum amplitude estimation algorithms provide quadratic speedup to Monte-Carlo simulations but require a circuit depth that scales as inverse of the estimation error. In view of the shallow depth in near-term devices, the…

Quantum Physics · Physics 2024-10-03 Dinh-Long Vu , Bin Cheng , Patrick Rebentrost

The main idea of this work is that the quantum-classical isomorphism is a suitable framework for a generalization of the notion of detailed balance. The quantum-classical isomorphism is used in order to develop a Monte Carlo simulation with…

Probability · Mathematics 2007-10-29 Yefim I. Leifman

A real-time path integral Monte Carlo approach is developed to study the dynamics in a many-body quantum system until reaching a nonequilibrium stationary state. The approach is based on augmenting an exact reduced equation for the…

Mesoscale and Nanoscale Physics · Physics 2009-11-13 Lothar Mühlbacher , Eran Rabani