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The one-body reduced density matrix $\gamma$ plays a fundamental role in describing and predicting quantum features of bosonic systems, such as Bose-Einstein condensation. The recently proposed reduced density matrix functional theory for…

Quantum Physics · Physics 2022-01-19 Jonathan Schmidt , Matteo Fadel , Carlos L. Benavides-Riveros

Efficient continuous time quantum Monte Carlo (CT-QMC) algorithms that do not suffer from time discretization errors have become the state-of-the-art for most discrete quantum models. They have not been widely used yet for fermionic quantum…

Strongly Correlated Electrons · Physics 2015-07-08 Mauro Iazzi , Matthias Troyer

We present a simulation algorithm for dynamical fermions that combines the multiboson technique with the Hybrid Monte Carlo algorithm. We find that the algorithm gives a substantial gain over the standard methods in practical simulations.…

High Energy Physics - Lattice · Physics 2009-10-30 Roberto Frezzotti , Karl Jansen

This paper presents algorithms for the included-sums and excluded-sums problems used by scientific computing applications such as the fast multipole method. These problems are defined in terms of a $d$-dimensional array of $N$ elements and…

Data Structures and Algorithms · Computer Science 2021-06-02 Helen Xu , Sean Fraser , Charles E. Leiserson

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

Random batch algorithms are constructed for quantum Monte Carlo simulations. The main objective is to alleviate the computational cost associated with the calculations of two-body interactions, including the pairwise interactions in the…

Computational Physics · Physics 2020-09-01 Shi Jin , Xiantao Li

We present a quantum Monte Carlo algorithm for the simulation of general quantum and classical many-body models within a single unifying framework. The algorithm builds on a power series expansion of the quantum partition function in its…

Statistical Mechanics · Physics 2020-08-05 Lalit Gupta , Tameem Albash , Itay Hen

Monte Carlo sampling is a powerful toolbox of algorithmic techniques widely used for a number of applications wherein some noisy quantity, or summary statistic thereof, is sought to be estimated. In this paper, we survey the literature for…

We consider the numerical analysis of the inchworm Monte Carlo method, which is proposed recently to tackle the numerical sign problem for open quantum systems. We focus on the growth of the numerical error with respect to the simulation…

Numerical Analysis · Mathematics 2021-12-07 Zhenning Cai , Jianfeng Lu , Siyao Yang

The computation of determinants plays a central role in diagrammatic Monte Carlo algorithms for strongly correlated systems. The evaluation of large numbers of determinants can often be the limiting computational factor determining the…

Strongly Correlated Electrons · Physics 2022-04-06 Fedor Šimkovic , Michel Ferrero

We introduce a novel multi-discontinuity algorithm for efficient global update of world-line configurations in Monte Carlo simulations of interacting quantum systems. This new algorithm is a generalization of the two-discontinuity…

Statistical Mechanics · Physics 2013-02-01 Yasuyuki Kato

Monte Carlo simulations are a powerful tool to investigate the thermodynamic properties of atomic systems. In practice however, sampling of the complete configuration space is often hindered by high energy barriers between different regions…

Statistical Mechanics · Physics 2020-05-04 Jonas A. Finkler , Stefan Goedecker

We propose a novel stochastic algorithm that randomly samples entire rows and columns of the matrix as a way to approximate an arbitrary matrix function using the power series expansion. This contrasts with existing Monte Carlo methods,…

Data Structures and Algorithms · Computer Science 2024-09-23 Nicolas L. Guidotti , Juan A. Acebrón , José Monteiro

In this paper, three efficient ensemble algorithms are proposed for fast-solving the random fluid-fluid interaction model. Such a model can be simplified as coupling two heat equations with random diffusion coefficients and a friction…

Numerical Analysis · Mathematics 2023-01-24 Yizhong Sun , Jiangshan Wang , Haibiao Zheng

The fast computation of large kernel sums is a challenging task, which arises as a subproblem in any kernel method. We approach the problem by slicing, which relies on random projections to one-dimensional subspaces and fast Fourier…

Numerical Analysis · Mathematics 2025-02-25 Johannes Hertrich , Tim Jahn , Michael Quellmalz

We present a continuous-variable photonic quantum algorithm for the Monte Carlo evaluation of multi-dimensional integrals. Our algorithm encodes n-dimensional integration into n+3 modes and can provide a quadratic speedup in runtime…

Quantum Physics · Physics 2018-09-10 Patrick Rebentrost , Brajesh Gupt , Thomas R. Bromley

We discuss a simulation algorithm for dynamical fermions, which combines the multiboson technique with the Hybrid Monte Carlo algorithm. The algorithm turns out to give a substantial gain over standard methods in practical simulations and…

High Energy Physics - Lattice · Physics 2009-10-30 Roberto Frezzotti , Karl Jansen

In this paper, we present a very fast Monte Carlo scheme for additive processes: the computational time is of the same order of magnitude of standard algorithms for Brownian motions. We analyze in detail numerical error sources and propose…

Computational Finance · Quantitative Finance 2023-07-17 Michele Azzone , Roberto Baviera

Quantum Monte Carlo (QMC) methods represent a powerful family of computational techniques for tackling complex quantum many-body problems and performing calculations of stationary state properties. QMC is among the most accurate and…

Materials Science · Physics 2025-01-08 Alfonso Annarelli , Dario Alfè , Andrea Zen

This is a review of recent developments in Monte Carlo methods in the field of ultra cold gases. For bosonic atoms in an optical lattice we discuss path integral Monte Carlo simulations with worm updates and show the excellent agreement…

Quantum Gases · Physics 2015-03-20 Lode Pollet