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Computer simulation plays a central role in modern day materials science. The utility of a given computational approach depends largely on the balance it provides between accuracy and computational cost. Molecular crystals are a class of…

When simulating a complex stochastic system, the behavior of output response depends on input parameters estimated from finite real-world data, and the finiteness of data brings input uncertainty into the system. The quantification of the…

Risk Management · Quantitative Finance 2017-12-20 Helin Zhu , Tianyi Liu , Enlu Zhou

We consider the problem of estimating the expected outcomes of Monte Carlo processes whose outputs are described by multidimensional random variables. We tightly characterize the quantum query complexity of this problem for various choices…

Quantum Physics · Physics 2021-07-09 Arjan Cornelissen , Sofiene Jerbi

This paper presents a framework for the representation of uncertainty in the estimates for software design projects for use throughout the entire project lifecycle. The framework is flexible in order to accommodate uncertainty in the…

Software Engineering · Computer Science 2016-06-21 Andy M. Connor

Starting from considerations about meaning and subsequent use of asymmetric uncertainty intervals of experimental results, we review the issue of uncertainty propagation. We show that, using a probabilistic approach (the so-called Bayesian…

High Energy Physics - Experiment · Physics 2007-05-23 G. D'Agostini , M. Raso

The propagation of uncertainties in reaction cross sections and rates of neutron-, proton-, and $\alpha$-induced reactions into the final isotopic abundances obtained in nucleosynthesis models is an important issue in studies of…

High Energy Astrophysical Phenomena · Physics 2020-12-24 T. Rauscher

Nonlinear initial value turbulence simulations often exhibit large temporal variations in their dynamics. Quantifying the temporal uncertainty of turbulence simulation outputs is an important component of validating the simulation results…

Plasma Physics · Physics 2019-03-01 Payam Vaezi , Chris Holland

We present a new quantum Monte Carlo algorithm suitable for generically complex problems, such as systems coupled to external magnetic fields or anyons in two spatial dimensions. We find that the choice of gauge plays a nontrivial role, and…

Condensed Matter · Physics 2009-10-22 Lizeng Zhang , Geoff Canright , Ted Barnes

We investigate the Monte Carlo approach to propagation of experimental uncertainties within the context of the established "MSTW 2008" global analysis of parton distribution functions (PDFs) of the proton at next-to-leading order in the…

High Energy Physics - Phenomenology · Physics 2012-08-13 G. Watt , R. S. Thorne

We develop Monte Carlo methods for sampling random states and corresponding bit strings in qubit systems. To this end, we derive exact probability density functions that yield the Porter-Thomas distribution in the limit of large systems. We…

Quantum Physics · Physics 2025-09-05 Andreas Raab

Uncertainty principle plays a crucial role in quantum mechanics, because it captures the essence of the inevitable randomness associated with the outcomes of two incompatible quantum measurements. Information entropy can perfectly describe…

Quantum Physics · Physics 2021-10-25 Xi-Hao Fang , Fei Ming , Dong Wang

We present an approach to the simulation of quantum systems driven by classical stochastic processes that is based on the polynomial chaos expansion, a well-known technique in the field of uncertainty quantification. The polynomial chaos…

Quantum Physics · Physics 2013-12-17 Kevin C. Young , Matthew D. Grace

Metropolis Monte Carlo simulation is a powerful tool for studying the equilibrium properties of matter. In complex condensed-phase systems, however, it is difficult to design Monte Carlo moves with high acceptance probabilities that also…

Statistical Mechanics · Physics 2014-05-27 Jerome P. Nilmeier , Gavin E. Crooks , David D. L. Minh , John D. Chodera

Analyzing the impact of noise is of fundamental importance to understand the advantages provided by quantum systems. While the classical simulability of noisy discrete-variable systems is increasingly well understood, noisy bosonic circuits…

Quantum Physics · Physics 2026-01-12 Varun Upreti , Ulysse Chabaud , Zoë Holmes , Armando Angrisani

While generally considered computationally expensive, Uncertainty Quantification using Monte Carlo sampling remains beneficial for applications with uncertainties of high dimension. As an extension of the naive Monte Carlo method, the…

Computational Engineering, Finance, and Science · Computer Science 2026-01-06 Robert Hahn , Sebastian Schöps

We have developed an Uncertainty Quantification process for multistep pipelines and applied it to the ACORN particle tracking pipeline. All our experiments are made using the TrackML open dataset. Using the Monte Carlo Dropout method, we…

High Energy Physics - Experiment · Physics 2025-08-25 Lukas Péron , Paolo Calafiura , Xiangyang Ju , Jay Chan

We investigate instability and reversibility within Hybrid Monte Carlo simulations using a non-perturbatively improved Wilson action. We demonstrate the onset of instability as tolerance parameters and molecular dynamics step sizes are…

When we use simulation to assess the performance of stochastic systems, the input models used to drive simulation experiments are often estimated from finite real-world data. There exist both input model and simulation estimation…

Methodology · Statistics 2021-08-10 Wei Xie , Cheng Li , Yuefeng Wu , Pu Zhang

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

A Monte Carlo sampling of diagrammatic corrections to the non-crossing approximation is shown to provide numerically exact estimates of the long-time dynamics and steady state properties of nonequilibrium quantum impurity models. This…

Strongly Correlated Electrons · Physics 2012-12-21 Emanuel Gull , David R. Reichman , Andrew J. Millis
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