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We study the Hubbard model using the Cellular Dynamical Mean-Field Theory (CDMFT) with quantum Monte Carlo (QMC) simulations. We present the algorithmic details of CDMFT with the Hirsch-Fye QMC method for the solution of the…

Strongly Correlated Electrons · Physics 2009-11-11 B. Kyung , G. Kotliar , A. -M. S. Tremblay

Accurate ab initio calculations are of fundamental importance in physics, chemistry, biology, and materials science, which have witnessed rapid development in the last couple of years with the help of machine learning computational…

Chemical Physics · Physics 2022-10-27 Yubing Qian , Weizhong Fu , Weiluo Ren , Ji Chen

This study presents a comparative analysis of Monte Carlo (MC) and quasi-Monte Carlo (QMC) methods in the context of derivative pricing, emphasizing convergence rates and the curse of dimensionality. After a concise overview of traditional…

Pricing of Securities · Quantitative Finance 2025-02-26 Giacomo Case

We describe a variational approximation method for efficient inference in large-scale probabilistic models. Variational methods are deterministic procedures that provide approximations to marginal and conditional probabilities of interest.…

Artificial Intelligence · Computer Science 2011-05-30 T. S. Jaakkola , M. I. Jordan

We develop new multilevel Monte Carlo (MLMC) methods to estimate the expectation of the smallest eigenvalue of a stochastic convection-diffusion operator with random coefficients. The MLMC method is based on a sequence of finite element…

Numerical Analysis · Mathematics 2024-02-13 Tiangang Cui , Hans De Sterck , Alexander D. Gilbert , Stanislav Polishchuk , Robert Scheichl

The field of Quantum Machine Learning (QML) has emerged recently in the hopes of finding new machine learning protocols or exponential speedups for classical ones. Apart from problems with vanishing gradients and efficient encoding methods,…

Machine Learning · Computer Science 2023-10-17 Hannah Helgesen , Michael Felsberg , Jan-Åke Larsson

In this paper, we consider the numerical solution of a nonlinear Schrodinger equation with spatial random potential. The randomly shifted quasi-Monte Carlo (QMC) lattice rule combined with the time-splitting pseudospectral discretization is…

Numerical Analysis · Mathematics 2023-11-21 Zhizhang Wu , Zhiwen Zhang , Xiaofei Zhao

Quantile-based randomized Kaczmarz (QRK) was recently introduced to efficiently solve sparsely corrupted linear systems $\mathbf{A} \mathbf{x}^*+\mathbf{\epsilon} = \mathbf{b}$ [SIAM J. Matrix Anal. Appl., 43(2), 605-637], where…

Numerical Analysis · Mathematics 2025-07-22 Jian-Feng Cai , Junren Chen , Anna Ma , Tong Wu

Nuclear physics seeks to describe both bound and unbound states within a unified predictive framework. While coordinate-space Quantum Monte Carlo (QMC) methods have successfully computed bound states for systems with $A \leq 12$, their…

Nuclear Theory · Physics 2025-02-27 Abraham R. Flores , Kenneth M. Nollett , Maria Piarulli

In a previous paper (J. Comp. Phys. 230 (2011), 3668--3694), the authors proposed a new practical method for computing expected values of functionals of solutions for certain classes of elliptic partial differential equations with random…

Numerical Analysis · Mathematics 2018-04-03 Ivan G. Graham , Frances Y. Kuo , Dirk Nuyens , Rob Scheichl , Ian H. Sloan

We consider the problem of estimating an expectation $ \mathbb{E}\left[ h(W)\right]$ by quasi-Monte Carlo (QMC) methods, where $ h $ is an unbounded smooth function on $ \mathbb{R}^d $ and $ W$ is a standard normal distributed random…

Numerical Analysis · Mathematics 2024-11-08 Du Ouyang , Xiaoqun Wang , Zhijian He

A central problem in quantum mechanics involves solving the Electronic Schrodinger Equation for a molecule or material. The Variational Monte Carlo approach to this problem approximates a particular variational objective via sampling, and…

Chemical Physics · Physics 2025-01-22 Daniel Freedman , Eyal Rozenberg , Alex Bronstein

In recent years, the combination of precise quantum Monte Carlo (QMC) methods with realistic nuclear interactions and consistent electroweak currents, in particular those constructed within effective field theories (EFTs), has lead to new…

Nuclear Theory · Physics 2019-09-04 J. E. Lynn , I. Tews , S. Gandolfi , A. Lovato

Quantum machine learning is considered one of the flagship applications of quantum computers, where variational quantum circuits could be the leading paradigm both in the near-term quantum devices and the early fault-tolerant quantum…

Quantum Physics · Physics 2024-12-17 Yuqing Li , Jinglei Cheng , Xulong Tang , Youtao Zhang , Frederic T. Chong , Junyu Liu

Quantum Monte Carlo (QMC) methods have proven invaluable in condensed matter physics, particularly for studying ground states and thermal equilibrium properties of quantum Hamiltonians without a sign problem. Over the past decade,…

Quantum Physics · Physics 2024-11-05 Jun Takahashi , Sam Slezak , Elizabeth Crosson

In this article, we report a fully ab initio variational Monte Carlo study of the linear, and periodic chain of Hydrogen atoms, a prototype system providing the simplest example of strong electronic correlation in low dimensions. In…

Strongly Correlated Electrons · Physics 2015-05-30 Lorenzo Stella , Claudio Attaccalite , Sandro Sorella , Angel Rubio

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

In diffusion Monte Carlo (DMC) methods, the nodes (or zeroes) of the trial wave function dictate the magnitude of the fixed-node (FN) error. Within standard DMC implementations, they emanate from short multideterminant expansions,…

Chemical Physics · Physics 2018-05-31 Anthony Scemama , Yann Garniron , Michel Caffarel , Pierre-François Loos

Quantum Monte Carlo (QMC) methods can very accurately compute ground state properties of quantum systems. We applied these methods to a system of boson hard spheres to get exact, infinite system size results for the ground state at several…

Computational Physics · Physics 2016-09-08 Mark Dewing

In the last decade, sequential Monte-Carlo methods (SMC) emerged as a key tool in computational statistics. These algorithms approximate a sequence of distributions by a sequence of weighted empirical measures associated to a weighted…

Statistics Theory · Mathematics 2007-06-13 R. Douc , France E. Moulines
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