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An efficient Path Integral Monte Carlo procedure is proposed to simulate the behavior of quantum many-body dissipative systems described within the framework of the influence functional. Thermodynamic observables are obtained by Monte Carlo…

Statistical Mechanics · Physics 2009-11-07 Luca Capriotti , Alessandro Cuccoli , Andrea Fubini , Valerio Tognetti , Ruggero Vaia

The possibility to simulate the properties of many-body open quantum systems with a large number of degrees of freedom is the premise to the solution of several outstanding problems in quantum science and quantum information. The challenge…

Quantum Physics · Physics 2019-07-03 Alexandra Nagy , Vincenzo Savona

An efficient sampling method, the pmmLang+RBM, is proposed to compute the quantum thermal average in the interacting quantum particle system. Benefiting from the random batch method (RBM), the pmmLang+RBM reduces the complexity due to the…

Quantum Physics · Physics 2021-06-16 Xuda Ye , Zhennan Zhou

We provide an overview of Monte Carlo algorithms based on Markovian stochastic dynamics of interacting and reacting many-particle systems not in thermal equilibrium. These agent-based simulations are an effective way of introducing students…

Statistical Mechanics · Physics 2025-07-24 Mohamed Swailem , Ulrich Dobramysl , Ruslan Mukhamadiarov , Uwe C. Täuber

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

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

We describe an algorithm for dynamic load balancing of geometrically parallelized synchronous Monte Carlo simulations of physical models. This algorithm is designed for a (heterogeneous) multiprocessor system of the MIMD type with…

High Energy Physics - Lattice · Physics 2009-10-22 P. Altevogt , A. Linke

Monte Carlo methods play important part in modern statistical physics. The application of these methods suffer from two main difficulties.The first is caused by the relatively small number of particles that can participate in any numerical…

Statistical Mechanics · Physics 2007-05-23 A. Brandt , V. Ilyin

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 building blocks of quantum algorithms and software are quantum gates, with the appropriate combination of quantum gates leading to a desired quantum circuit. Deep expert knowledge is necessary to discover effective combinations of…

Quantum Physics · Physics 2023-07-17 Bodo Rosenhahn , Tobias J. Osborne

Quantum computing and quantum Monte Carlo (QMC) are respectively the state-of-the-art quantum and classical computing methods for understanding many-body quantum systems. Here, we propose a hybrid quantum-classical algorithm that integrates…

Quantum Physics · Physics 2025-11-17 Yukun Zhang , Yifei Huang , Jinzhao Sun , Dingshun Lv , Xiao Yuan

Rydberg atom arrays have emerged as a powerful platform to simulate a number of exotic quantum ground states and phase transitions. To verify these capabilities numerically, we develop a versatile quantum Monte Carlo sampling technique…

Strongly Correlated Electrons · Physics 2026-01-28 Pranay Patil

Classical Monte Carlo algorithms can theoretically be sped up on a quantum computer by employing amplitude estimation (AE). To realize this, an efficient implementation of state-dependent functions is crucial. We develop a straightforward…

Quantum Physics · Physics 2024-03-26 Mark-Oliver Wolf , Tom Ewen , Ivica Turkalj

We present a novel, generally applicable Monte Carlo algorithm for the simulation of fluid systems. Geometric transformations are used to identify clusters of particles in such a manner that every cluster move is accepted, irrespective of…

Statistical Mechanics · Physics 2016-08-31 Jiwen Liu , Erik Luijten

The use of sequential Monte Carlo within simulation for path-dependent option pricing is proposed and evaluated. Recently, it was shown that explicit solutions and importance sampling are valuable for efficient simulation of spot price and…

Computational Finance · Quantitative Finance 2019-11-13 Michael A. Kouritzin , Anne MacKay

Microscopic processes on surfaces such as adsorption, desorption, diffusion and reaction of interacting particles can be simulated using kinetic Monte Carlo (kMC) algorithms. Even though kMC methods are accurate, they are computationally…

Mathematical Physics · Physics 2013-12-24 Yannis Pantazis , Markos Katsoulakis

Langevin algorithms are popular Markov chain Monte Carlo (MCMC) methods for large-scale sampling problems that often arise in data science. We propose Monte Carlo algorithms based on the discretizations of $P$-th order Langevin dynamics for…

Machine Learning · Statistics 2025-08-26 Thanh Dang , Mert Gurbuzbalaban , Mohammad Rafiqul Islam , Nian Yao , Lingjiong Zhu

High-energy physics simulations traditionally rely on classical Monte Carlo methods to model complex particle interactions, often incurring significant computational costs. In this paper, we introduce a novel quantum-enhanced simulation…

Quantum Physics · Physics 2025-02-28 Euimin Lee , Sangmin Lee , Shiho Kim

Various kinetic Monte Carlo algorithms become inefficient when some of the population sizes in a system are large, which gives rise to a large number of reaction events per unit time. Here, we present a new acceleration algorithm based on…

Quantitative Methods · Quantitative Biology 2019-07-24 Yen Ting Lin , Song Feng , William S. Hlavacek

Based on the worm algorithm in the path-integral representation, we propose a general quantum Monte Carlo algorithm suitable for parallelizing on a distributed-memory computer by domain decomposition. Of particular importance is its…

Statistical Mechanics · Physics 2014-04-14 Akiko Masaki-Kato , Takafumi Suzuki , Kenji Harada , Synge Todo , Naoki Kawashima
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