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A number of optimal decision problems with uncertainty can be formulated into a stochastic optimal control framework. The Least-Squares Monte Carlo (LSMC) algorithm is a popular numerical method to approach solutions of such stochastic…

Computational Finance · Quantitative Finance 2019-01-23 Zhiyi Shen , Chengguo Weng

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

Quantum Monte Carlo methods are powerful numerical tools to accurately solve the Schr\"odinger equation for nuclear systems, a necessary step to describe the structure and reactions of nuclei and nucleonic matter starting from realistic…

Nuclear Theory · Physics 2020-05-01 Stefano Gandolfi , Diego Lonardoni , Alessandro Lovato , Maria Piarulli

This paper investigates quasi-Monte Carlo (QMC) integration of Lebesgue integrable functions with respect to a density function over $\mathbb{R}^s$. We extend the construction-free median QMC rule proposed by Goda and L'ecuyer (SIAM J. Sci.…

Numerical Analysis · Mathematics 2026-02-11 Ziyang Ye , Josef Dick , Xiaoqun Wang

Quantum Monte Carlo (QMC) methods offer exact solutions for quantum many-body systems but face severe limitations in fermionic systems like atomic nuclei due to the sign problem. While sign-problem-free QMC algorithms exist and provide…

Nuclear Theory · Physics 2026-01-06 Zhong-Wang Niu , Bing-Nan Lu

We introduce a novel approach for a fully quantum description of coupled electron-ion systems from first principles. It combines the variational quantum Monte Carlo (QMC) solution of the electronic part with the path integral (PI) formalism…

Chemical Physics · Physics 2018-03-06 Félix Mouhat , Sandro Sorella , Rodolphe Vuilleumier , Antonino M. Saitta , Michele Casula

In this paper, we reexamine the validity of using time quantified Monte Carlo (TQMC) method [Phys. Rev. Lett. 84, 163 (2000); Phys. Rev. Lett. 96, 067208 (2006)] in simulating the stochastic dynamics of interacting magnetic nanoparticles.…

Statistical Mechanics · Physics 2009-11-11 X. Z. Cheng , M. B. A Jalil , Hwee Kuan Lee

Using Quantum Monte Carlo we compute thermodynamics and spectra for the orbitally degenerate Hubbard model in infinite spatial dimensions. With increasing orbital degeneracy we find in the one-particle spectra: broader Hubbard bands…

Strongly Correlated Electrons · Physics 2009-10-31 J. E. Han , M. Jarrell , D. L. Cox

We present a unified theory of the variational Monte Carlo (VMC) and determinant quantum Monte Carlo (DQMC) methods using a novel density matrix formulation of VMC. We introduce an efficient algorithm for VMC to compute correlation…

Strongly Correlated Electrons · Physics 2018-10-02 Mohammad-Sadegh Vaezi , Abolhassan Vaezi

We formulate a quantum Monte Carlo (QMC) method for calculating the ground state of many-boson systems. The method is based on a field-theoretical approach, and is closely related to existing fermion auxiliary-field QMC methods which are…

Computational Physics · Physics 2009-11-10 Wirawan Purwanto , Shiwei Zhang

In many financial applications Quasi Monte Carlo (QMC) based on Sobol low-discrepancy sequences (LDS) outperforms Monte Carlo showing faster and more stable convergence. However, unlike MC QMC lacks a practical error estimate. Randomized…

Computational Finance · Quantitative Finance 2023-10-17 J. Hok , S. Kucherenko

Over 90 % of all chemical manufacture uses a solid catalyst. Related work thus responds to major societal demand. This study is of water-gas shift on platinum for hydrogen production. The close-packed Pt(111) surface catalyses this process.…

Materials Science · Physics 2020-04-23 Rajesh O. Sharma , Tapio T Rantala , Philip E Hoggan

We propose a generalization of the Quantum Monte Carlo loop algorithm to the t-J model by a mapping to three coupled six-vertex models. The autocorrelation times are reduced by orders of magnitude compared to the conventional local…

Strongly Correlated Electrons · Physics 2007-05-23 Beat Ammon , Hans Gerd Evertz , Naoki Kawashima , Matthias Troyer , Beat Frischmuth

We propose and analyze a quasi-Monte Carlo (QMC) algorithm for efficient simulation of wave propagation modeled by the Helmholtz equation in a bounded region in which the refractive index is random and spatially heterogenous. Our focus is…

Numerical Analysis · Mathematics 2021-01-27 M. Ganesh , Frances Y. Kuo , Ian H. Sloan

Direct sampling of multi-dimensional systems with quantum Monte Carlo methods allows exact account of many-body effects or particle correlations. The most straightforward approach to solve the Schr\"odinger equation, Diffusion Monte Carlo,…

Quantum Physics · Physics 2017-09-07 Ilkka Ruokosenmäki , Tapio T. Rantala

We extend a recently proposed Monte Carlo scheme for computing stationary solutions of the general-relativistic Vlasov equation to the Kerr spacetime. As an example, we focus on razor-thin configurations of a gas confined to the equatorial…

General Relativity and Quantum Cosmology · Physics 2025-12-22 Ghafran Khan , Patryk Mach

Deep learning has deeply changed the paradigms of many research fields. At the heart of chemical and physical sciences is the accurate ab initio calculation of many-body wavefunction, which has become one of the most notable examples to…

Chemical Physics · Physics 2025-04-01 Yubing Qian , Xiang Li , Zhe Li , Weiluo Ren , Ji Chen

We present a quantum algorithm for simulating a family of Markovian master equations that can be realized through a probabilistic application of unitary channels and state preparation. Our approach employs a second-order product formula for…

Quantum Physics · Physics 2024-07-02 Evan Borras , Milad Marvian

We propose a Monte Carlo algorithm designed to simulate quantum as well as classical systems at equilibrium, bridging the algorithmic gap between quantum and classical thermal simulation algorithms. The method is based on a novel…

Statistical Mechanics · Physics 2017-12-27 Tameem Albash , Gene Wagenbreth , Itay Hen

Computing accurate yet efficient approximations to the solutions of the electronic Schr\"odinger equation has been a paramount challenge of computational chemistry for decades. Quantum Monte Carlo methods are a promising avenue of…

Chemical Physics · Physics 2023-09-25 Zeno Schätzle , Bernát Szabó , Matĕj Mezera , Jan Hermann , Frank Noé
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