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Quantum Monte Carlo (QMC) methods are some of the most accurate methods for simulating correlated electronic systems. We investigate the compatibility, strengths and weaknesses of two such methods, namely, diffusion Monte Carlo (DMC) and…

Computational Physics · Physics 2020-10-14 Fionn D. Malone , Anouar Benali , Miguel A. Morales , Michel Caffarel , P. R. C. Kent , Luke Shulenburger

In this work we investigate replacing standard quadrature techniques used in deterministic linear solvers with a fixed-seed Quasi-Monte Carlo calculation to obtain more accurate and efficient solutions to the neutron transport equation…

Computational Physics · Physics 2022-09-07 Sam Pasmann , Ilham Variansyah , C. T. Kelley , Ryan McClarren

Sampling from complicated probability distributions is a hard computational problem arising in many fields, including statistical physics, optimization, and machine learning. Quantum computers have recently been used to sample from…

Existing multilevel quasi-Monte Carlo (MLQMC) methods often rely on multiple independent randomizations of a low-discrepancy (LD) sequence to estimate statistical errors on each level. While this approach is standard, it can be less…

The efficient approximation of quantity of interest derived from PDEs with lognormal diffusivity is a central challenge in uncertainty quantification. In this study, we propose a multilevel quasi-Monte Carlo framework to approximate…

Numerical Analysis · Mathematics 2025-08-06 Joakim Beck , Yang Liu , Erik von Schwerin , Raúl Tempone

Using quantum Monte Carlo (QMC) simulations we study the ground-state properties of the one-dimensional fermionic Hubbard model in traps with an underlying lattice. Since due to the confining potential the density is space dependent,…

Strongly Correlated Electrons · Physics 2007-05-23 Marcos Rigol , Alejandro Muramatsu

We consider the problem of computing an approximation to the integral $I=\int_{[0,1]^d}f(x) dx$. Monte Carlo (MC) sampling typically attains a root mean squared error (RMSE) of $O(n^{-1/2})$ from $n$ independent random function evaluations.…

Computation · Statistics 2008-11-05 Art B. Owen

For important classes of many-fermion problems, quantum Monte Carlo (QMC) methods allow exact calculations of ground-state and finite-temperature properties, without the sign problem. The list spans condensed matter, nuclear physics, and…

Computational Physics · Physics 2016-03-23 Hao Shi , Shiwei Zhang

Quasi-Monte Carlo (QMC) points are a substitute for plain Monte Carlo (MC) points that greatly improve integration accuracy under mild assumptions on the problem. Because QMC can give errors that are $o(1/n)$ as $n\to\infty$, changing even…

Numerical Analysis · Mathematics 2021-12-14 Art B. Owen

We show how to obtain a fast component-by-component construction algorithm for higher order polynomial lattice rules. Such rules are useful for multivariate quadrature of high-dimensional smooth functions over the unit cube as they achieve…

Numerical Analysis · Mathematics 2013-08-19 Jan Baldeaux , Josef Dick , Gunther Leobacher , Dirk Nuyens , Friedrich Pillichshammer

We consider the problem of estimating the measure of subsets in very large networks. A prime tool for this purpose is the Markov Chain Monte Carlo (MCMC) algorithm. This algorithm, while extremely useful in many cases, still often suffers…

Data Structures and Algorithms · Computer Science 2020-09-01 Ahmad Askarian , Rupei Xu , András Faragó

We consider the problems of weighted constrained sampling and weighted model counting, where we are given a propositional formula and a weight for each world. The first problem consists of sampling worlds with a probability proportional to…

Quantum Physics · Physics 2024-07-19 Fabrizio Riguzzi

Quantum Monte Carlo approaches such as the diffusion Monte Carlo (DMC) method are among the most accurate many-body methods for extended systems. Their scaling makes them well suited for defect calculations in solids. We review the various…

Materials Science · Physics 2014-04-23 William D. Parker , John W. Wilkins , Richard G. Hennig

Markov Chain Monte Carlo (MCMC) methods are employed to sample from a given distribution of interest, whenever either the distribution does not exist in closed form, or, if it does, no efficient method to simulate an independent sample from…

Computation · Statistics 2008-07-22 Ioana A. Cosma , Masoud Asgharian

This paper investigates the construction of space-filling designs for computer experiments. The space-filling property is characterized by the covering and separation radii of a design, which are integrated through the unified criterion of…

Methodology · Statistics 2026-02-18 Naoki Sakai , Takashi Goda

Variational quantum Monte Carlo (QMC) is an ab-initio method for solving the electronic Schr\"odinger equation that is exact in principle, but limited by the flexibility of the available ansatzes in practice. The recently introduced deep…

Computational Physics · Physics 2021-03-26 Zeno Schätzle , Jan Hermann , Frank Noé

Ab initio quantum Monte Carlo (QMC) is a state-of-the-art numerical approach for evaluating accurate expectation values of many-body wavefunctions. However, one of the major drawbacks that still hinders widespread QMC applications is the…

Materials Science · Physics 2024-07-17 Kousuke Nakano , Michele Casula , Giacomo Tenti

Quasi-Monte Carlo (QMC) is an essential tool for integral approximation, Bayesian inference, and sampling for simulation in science, etc. In the QMC area, the rank-1 lattice is important due to its simple operation, and nice properties for…

Computation · Statistics 2020-11-13 Yueming Lyu , Yuan Yuan , Ivor W. Tsang

Monte Carlo integration approximates an integral of a black-box function by taking the average of many evaluations (i.e., samples) of the function (integrand). For $N$ queries of the integrand, Monte Carlo integration achieves the…

Quantum Physics · Physics 2020-04-27 N. H. Shimada , Toshiya Hachisuka

Uncertainty quantification (UQ) includes the characterization, integration, and propagation of uncertainties that result from stochastic variations and a lack of knowledge or data in the natural world. Monte Carlo (MC) method is a…

Methodology · Statistics 2020-11-03 Jiaxin Zhang