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We present real-time inchworm quantum Monte Carlo results for single-site dynamical mean field theory on an infinite coordination number Bethe lattice. Our numerically exact results are obtained on the L-shaped Keldysh contour and, being…

Strongly Correlated Electrons · Physics 2017-10-18 Qiaoyuan Dong , Igor Krivenko , Joseph Kleinhenz , Andrey E. Antipov , Guy Cohen , Emanuel Gull

Monte-Carlo simulations are routinely used for estimating the scaling exponents of complex systems. However, due to finite-size effects, determining the exponent values is often difficult and not reliable. Here we present a novel technique…

Computational Physics · Physics 2013-03-05 Indrek Mandre , Jaan Kalda

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…

Quantum Physics · Physics 2025-07-01 Johannes Christmann , Petr Ivashkov , Mattia Chiurco , Guglielmo Mazzola

Quantum Monte Carlo is a powerful tool for studying quantum many-body physics, yet its efficacy is often curtailed by the notorious sign problem. In this Letter, we introduce a novel criterion for the "intrinsic" sign problem in…

Strongly Correlated Electrons · Physics 2025-10-06 Donghae Seo , Minyoung You , Hee-Cheol Kim , Gil Young Cho

Monte Carlo sampling of any system may be analyzed in terms of an associated glass model -- a variant of the Random Energy Model -- with, whenever there is a sign problem, complex fields. This model has three types of phases (liquid, frozen…

Statistical Mechanics · Physics 2011-01-17 Gustavo During , Jorge Kurchan

Contemporary scientific studies often rely on the understanding of complex quantum systems via computer simulation. This paper initiates the statistical study of quantum simulation and proposes a Monte Carlo method for estimating…

Applications · Statistics 2011-08-04 Yazhen Wang

Density matrix quantum Monte Carlo (DMQMC) is a recently-developed method for stochastically sampling the $N$-particle thermal density matrix to obtain exact-on-average energies for model and \emph{ab initio} systems. We report a systematic…

We present a general technique for addressing sign problems that arise in Monte Carlo simulations of field theories. This method deforms the domain of the path integral to a manifold in complex field space that maximizes the average sign…

High Energy Physics - Lattice · Physics 2018-06-06 Andrei Alexandru , Paulo Bedaque , Henry Lamm , Scott Lawrence

We present novel Monte Carlo methods for treating the interacting shell model that allow exact calculations much larger than those heretofore possible. The two-body interaction is linearized by an auxiliary field; Monte Carlo evaluation of…

Nuclear Theory · Physics 2008-11-26 C. W. Johnson , S. E. Koonin , G. H. Lang , W. E. Ormand

In this talk we show how the sign problem, occurring in dynamical simulations of random matrices at nonzero chemical potential, can be avoided by judiciously combining matrices into subsets. One can prove that these subsets have real and…

High Energy Physics - Lattice · Physics 2011-11-22 Jacques C. R. Bloch

The standard Kernel Quadrature method for numerical integration with random point sets (also called Bayesian Monte Carlo) is known to converge in root mean square error at a rate determined by the ratio $s/d$, where $s$ and $d$ encode the…

Machine Learning · Statistics 2017-08-01 Francois-Xavier Briol , Chris J. Oates , Jon Cockayne , Wilson Ye Chen , Mark Girolami

In this review we discuss, from a unified point of view, a variety of Monte Carlo methods used to solve eigenvalue problems in statistical mechanics and quantum mechanics. Although the applications of these methods differ widely, the…

Condensed Matter · Physics 2011-05-21 M. P. Nightingale , C. J. Umrigar

This work aims at understanding of bold diagrammatic Monte Carlo (BDMC) methods for stochastic summation of Feynman diagrams from the angle of stochastic iterative methods. The convergence enhancement trick of the BDMC is investigated from…

Computational Physics · Physics 2020-02-25 Yingzhou Li , Jianfeng Lu

Quantum Monte Carlo methods are sophisticated numerical techniques for simulating interacting quantum systems. In some cases, however, they suffer from the notorious "sign problem" and become too inefficient to be useful. A recent…

Strongly Correlated Electrons · Physics 2008-05-16 K. S. D. Beach , Matthieu Mambrini , Fabien Alet

Monte Carlo algorithms are barely considered in spin foam quantum gravity. Due to the quantum nature of spin foam amplitudes one cannot readily apply them, and the present sign problem is a threat to convergence and thus efficiency. Yet,…

General Relativity and Quantum Cosmology · Physics 2024-07-25 Sebastian Steinhaus

Towards a solution to the sign problem in the simulations of systems having indefinite or complex-valued measures, we propose a new approach which yields statistical errors smaller than the crude Monte Carlo using absolute values of the…

High Energy Physics - Lattice · Physics 2008-11-26 T D Kieu , C J Griffin

Quantum Monte Carlo method is applied to fractional quantum Hall systems. The use of the linear programming method enables us to avoid the negative-sign problem in the Quantum Monte Carlo calculations. The formulation of this method and the…

Mesoscale and Nanoscale Physics · Physics 2009-11-10 Sei Suzuki , Tatsuya Nakajima

The negative sign problem in quantum Monte Carlo (QMC) simulations of cluster impurity problems is the major bottleneck in cluster dynamical mean field calculations. In this paper we systematically investigate the dependence of the sign…

Strongly Correlated Electrons · Physics 2015-11-18 Hiroshi Shinaoka , Yusuke Nomura , Silke Biermann , Matthias Troyer , Philipp Werner

We consider Monte-Carlo discretizations of partial differential equations based on a combination of semi-lagrangian schemes and probabilistic representations of the solutions. We study the Monte-Carlo error in a simple case, and show that…

Numerical Analysis · Mathematics 2013-03-18 Charles-Edouard Bréhier , Erwan Faou

We construct numerical integrators for Hamiltonian problems that may advantageously replace the standard Verlet time-stepper within Hybrid Monte Carlo and related simulations. Past attempts have often aimed at boosting the order of accuracy…

Numerical Analysis · Mathematics 2015-04-10 Sergio Blanes , Fernando Casas , J. M. Sanz-Serna