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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

The assessment of the reliability of Monte Carlo simulations is discussed, with emphasis on uncertainty quantification and the related impact on experimental results. Methods and techniques to account for epistemic uncertainties, i.e. for…

Computational Physics · Physics 2017-08-23 M. G. Pia , M. Batic , G. Hoff , P. Saracco , M. Begalli , M. Han , C. H Kim , H. Seo , S. Hauf , M. Kuster , L. Quintieri , G. Weidenspointner , A. Zoglauer

The problem of estimating certain distributions over $\{0,1\}^d$ is considered here. The distribution represents a quantum system of $d$ qubits, where there are non-trivial dependencies between the qubits. A maximum entropy approach is…

Computation · Statistics 2019-03-08 Ryan Bennink , Ajay Jasra , Kody J. H. Law , Pavel Lougovski

In this article we look at stochastic processes with uncertain parameters, and consider different ways in which information is obtained when carrying out observations. For example we focus on the case of a the random evolution of a traded…

Mathematical Finance · Quantitative Finance 2024-07-08 Will Hicks

Heisenberg's uncertainty principle implies fundamental constraints on what properties of a quantum system can we simultaneously learn. However, it typically assumes that we probe these properties via measurements at a single point in time.…

Quantum Physics · Physics 2023-06-21 Yunlong Xiao , Yuxiang Yang , Ximing Wang , Qing Liu , Mile Gu

Models are often given in terms of differential equations to represent physical systems. In the presence of uncertainty, accurate prediction of the behavior of these systems using the models requires understanding the effect of uncertainty…

Computational Physics · Physics 2020-08-12 Subhayan De

Propagating nuclear uncertainties to nucleosynthesis simulations is key to understand the impact of theoretical uncertainties on the predictions, especially for processes far from the stability region, where nuclear properties are scarcely…

Solar and Stellar Astrophysics · Physics 2025-10-06 S. Martinet , G. Goriely , A. Choplin , L. Siess

This paper introduces a new approach to quantify the impact of forward propagated demand and weather uncertainty on power system planning and operation models. Recent studies indicate that such sampling uncertainty, originating from demand…

Applications · Statistics 2020-11-17 Adriaan P Hilbers , David J Brayshaw , Axel Gandy

Dynamical systems modeling, particularly via systems of ordinary differential equations, has been used to effectively capture the temporal behavior of different biochemical components in signal transduction networks. Despite the recent…

Quantitative Methods · Quantitative Biology 2023-01-06 Nathaniel J. Linden , Boris Kramer , Padmini Rangamani

A multifidelity method for the nonlinear propagation of uncertainties in the presence of stochastic accelerations is presented. The proposed algorithm treats the uncertainty propagation (UP) problem by separating the propagation of the…

Numerical Analysis · Mathematics 2025-08-19 Alberto Fossà , Roberto Armellin , Emmanuel Delande , Francesco Sanfedino

In the study of complex systems, evaluating physical observables often requires sampling representative configurations via Monte Carlo techniques. These methods rely on repeated evaluations of the system's energy and force fields, which can…

Disordered Systems and Neural Networks · Physics 2025-07-02 Dimitrios Tzivrailis , Alberto Rosso , Eiji Kawasaki

The Monte Carlo (MC) method is the most common technique used for uncertainty quantification, due to its simplicity and good statistical results. However, its computational cost is extremely high, and, in many cases, prohibitive.…

Computation · Statistics 2021-05-21 A. Cunha , R. Nasser , R. Sampaio , H. Lopes , K. Breitman

Starting from the Hamilton-Jacobi equation describing a classical ensemble, one may infer a quantum dynamics using the principle of maximum uncertainty. That procedure requires an appropriate measure of uncertainty: Such a measure is…

Quantum Physics · Physics 2009-11-10 Rajesh R. Parwani

A numerical technique is introduced that reduces exponentially the time required for Monte Carlo simulations of non-equilibrium systems. Results for the quasi-stationary probability distribution in two model systems are compared with the…

Adaptation and Self-Organizing Systems · Physics 2009-11-07 A. Bandrivskyy , S. Beri , D. G. Luchinsky , R. Mannella , P. V. E. McClintock

The issue of how epistemic uncertainties affect the outcome of Monte Carlo simulation is discussed by means of a concrete use case: the simulation of the longitudinal energy deposition profile of low energy protons. A variety of…

Computational Physics · Physics 2010-12-16 Maria Grazia Pia , Matej Batič , Marcia Begalli , Anton Lechner , Lina Quintieri , Paolo Saracco

We study the effects of dynamical imperfections in quantum computers. By considering an explicit example, we identify different regimes ranging from the low-frequency case, where the imperfections can be considered as static but with…

Quantum Physics · Physics 2009-11-10 Paolo Facchi , Simone Montangero , Rosario Fazio , Saverio Pascazio

The issue of how epistemic uncertainties affect the outcome of Monte Carlo simulation is discussed by means of a concrete use case: the simulation of the longitudinal energy deposition profile of low energy protons. A variety of…

Computational Physics · Physics 2010-12-16 Maria Grazia Pia , Marcia Begalli , Anton Lechner , Lina Quintieri , Paolo Saracco

Much of uncertainty quantification to date has focused on determining the effect of variables modeled probabilistically, and with a known distribution, on some physical or engineering system. We develop methods to obtain information on the…

Numerical Analysis · Mathematics 2015-03-19 Kamaljit Chowdhary , Paul Dupuis

With the increasing penetration of Inverter-Based Resources (IBRs) and their impact on power system stability and operation, the concept of stability-constrained optimization has drawn significant attention from researchers. In order to…

Systems and Control · Electrical Eng. & Systems 2024-04-23 Zhongda Chu , Fei Teng

Propagating uncertainties introduced by chemical reaction rate parameters to high-fidelity numerical simulations of complex combustion devices is necessary to ascertain impact on computational predictions. However, the high cost of detailed…

Computational Physics · Physics 2026-03-12 Vansh Sharma , Shuzhi Zhang , Rahul Jain , Venkat Raman