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Toward scalable quantum computing, the control of quantum systems needs to be robust against both coherent errors induced by parametric uncertainties and incoherent errors induced by environmental decoherence. This poses significant…

Quantum Physics · Physics 2025-07-11 Yidian Fan , Re-Bing Wu

Sequential Monte Carlo methods, also known as particle methods, are a popular set of techniques for approximating high-dimensional probability distributions and their normalizing constants. These methods have found numerous applications in…

Computation · Statistics 2021-06-23 Jeremy Heng , Adrian N. Bishop , George Deligiannidis , Arnaud Doucet

Monte Carlo methods use random sampling to estimate numerical quantities which are hard to compute deterministically. One important example is the use in statistical physics of rapidly mixing Markov chains to approximately compute partition…

Quantum Physics · Physics 2017-07-12 Ashley Montanaro

Polynomial chaos based methods enable the efficient computation of output variability in the presence of input uncertainty in complex models. Consequently, they have been used extensively for propagating uncertainty through a wide variety…

Optimization and Control · Mathematics 2020-09-18 Tuhin Sahai

Quantum computing holds potential for accelerating the simulation of fluid dynamics. However, hardware noise in the noisy intermediate-scale quantum era significantly distorts simulation accuracy. Although error magnitudes are frequently…

Quantum Physics · Physics 2025-12-30 Jiahua Yang , Zhen Lu , Yue Yang

Image-based simulation, the use of 3D images to calculate physical quantities, fundamentally relies on image segmentation to create the computational geometry. However, this process introduces image segmentation uncertainty because there is…

Computational Engineering, Finance, and Science · Computer Science 2021-09-20 Michael C. Krygier , Tyler LaBonte , Carianne Martinez , Chance Norris , Krish Sharma , Lincoln N. Collins , Partha P. Mukherjee , Scott A. Roberts

This topical review describes the methodology of continuum variational and diffusion quantum Monte Carlo calculations. These stochastic methods are based on many-body wave functions and are capable of achieving very high accuracy. The…

Materials Science · Physics 2010-02-11 R. J. Needs , M. D. Towler , N. D. Drummond , P. Lopez Rios

Machine learning (ML) offers promising new approaches to tackle complex problems and has been increasingly adopted in chemical and materials sciences. Broadly speaking, ML models employ generic mathematical functions and attempt to learn…

Materials Science · Physics 2024-08-21 Jin Dai , Santosh Adhikari , Mingjian Wen

Explicit quantification of uncertainty in engineering simulations is being increasingly used to inform robust and reliable design practices. In the aerospace industry, computationally-feasible analyses for design optimization purposes often…

Fluid Dynamics · Physics 2019-11-13 Jayant Mukhopadhaya , Brian T. Whitehead , John F. Quindlen , Juan J. Alonso

Quantum uncertainty relations have deep-rooted significance on the formalism of quantum mechanics. Heisenberg's uncertainty relations attracted a renewed interest for its applications in quantum information science. Robertson derived a…

Quantum Physics · Physics 2023-02-16 Md. Manirul Ali

Monte Carlo simulations of diffusion processes often introduce bias in the final result, due to time discretization. Using an auxiliary Poisson process, it is possible to run simulations which are unbiased. In this article, we propose such…

Computational Finance · Quantitative Finance 2016-05-09 Louis Paulot

In modern process industries, data-driven models are important tools for real-time monitoring when key performance indicators are difficult to measure directly. While accurate predictions are essential, reliable uncertainty quantification…

Machine Learning · Computer Science 2026-04-07 Yiran Ma , Jerome Le Ny , Zhichao Chen , Zhihuan Song

Among the various options to estimate uncertainty in deep neural networks, Monte-Carlo dropout is widely popular for its simplicity and effectiveness. However the quality of the uncertainty estimated through this method varies and choices…

Machine Learning · Computer Science 2021-07-14 Francesco Verdoja , Ville Kyrki

When ignorance due to the lack of knowledge, modeled as epistemic uncertainty using Dempster-Shafer structures on closed intervals, is present in the model parameters, a new uncertainty propagation method is necessary to propagate both…

Methodology · Statistics 2011-07-11 Gabriel Terejanu , Puneet Singla , Tarunraj Singh , Peter D. Scott

Parameter estimation and uncertainty quantification are crucial in computational cardiology, as they enable the construction of digital twins that faithfully replicate the behavior of physical patients. Robust and efficient mathematical…

Numerical Analysis · Mathematics 2022-10-07 Matteo Salvador , Francesco Regazzoni , Luca Dede' , Alfio Quarteroni

Quantum uncertainty is a well-known property of quantum mechanics that states the impossibility of predicting measurement outcomes of multiple incompatible observables simultaneously. In contrast, the uncertainty in the classical domain…

In molecular simulations, efficient methods for investigating equilibration and slow relaxation in dense systems are crucial yet challenging. This study focuses on the diffusional characteristics of monodisperse hard disk systems at…

Soft Condensed Matter · Physics 2024-10-21 Daigo Mugita , Masaharu Isobe

The stochastic-gauge representation is a method of mapping the equation of motion for the quantum mechanical density operator onto a set of equivalent stochastic differential equations. One of the stochastic variables is termed the…

Quantum Physics · Physics 2010-11-02 Mark R. Dowling , Matthew J. Davis , Peter D. Drummond , Joel F. Corney

The standard approach for path integral Monte Carlo simulations of open quantum systems is extended as an efficient tool to monitor the time evolution of coherences (off-diagonal elements of the reduced density matrix) also for strong…

Statistical Mechanics · Physics 2015-06-12 Denis Kast , Joachim Ankerhold

This Perspective focuses on the several overlaps between quantum algorithms and Monte Carlo methods in the domains of physics and chemistry. We will analyze the challenges and possibilities of integrating established quantum Monte Carlo…

Quantum Physics · Physics 2024-09-26 Guglielmo Mazzola