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In this paper, we consider the numerical solution of a nonlinear Schrodinger equation with spatial random potential. The randomly shifted quasi-Monte Carlo (QMC) lattice rule combined with the time-splitting pseudospectral discretization is…

Numerical Analysis · Mathematics 2023-11-21 Zhizhang Wu , Zhiwen Zhang , Xiaofei Zhao

The hybrid Monte Carlo (HMC) algorithm is arguably the most efficient sampling method for general probability distributions of continuous variables. Together with exact Fourier acceleration (EFA) the HMC becomes equivalent to direct…

High Energy Physics - Lattice · Physics 2025-07-23 Johann Ostmeyer

We present an implementation of Quantum Computing for a Markov Chain Monte Carlo method with an application to cosmological functions, to derive posterior distributions from cosmological probes. The algorithm proposes new steps in the…

Quantum Monte-Carlo (QMC) simulations involving fermions have the notorious sign problem. Some well-known exceptions of the auxiliary field QMC algorithm rely on the factorizibility of the fermion determinant. Recently, a fermionic QMC…

Strongly Correlated Electrons · Physics 2009-02-06 Congjun Wu , Shou-Cheng Zhang

We apply the Quasi Monte Carlo (QMC) and recursive numerical integration methods to evaluate the Euclidean, discretized time path-integral for the quantum mechanical anharmonic oscillator and a topological quantum mechanical rotor model.…

High Energy Physics - Lattice · Physics 2016-01-26 A. Ammon , A. Genz , T. Hartung , K. Jansen , H. Leövey , J. Volmer

We show how the worldline quantum Monte Carlo procedure, which usually relies on an artificial time discretization, can be formulated directly in continuous time, rendering the scheme exact. For an arbitrary system with discrete Hilbert…

Condensed Matter · Physics 2009-10-30 N. V. Prokof'ev , B. V. Svistunov , I. S. Tupitsyn

Sampling-based inference has seen a surge of interest in recent years. Hamiltonian Monte Carlo (HMC) has emerged as a powerful algorithm that leverages concepts from Hamiltonian dynamics to efficiently explore complex target distributions.…

Computation · Statistics 2026-04-07 Arghya Mukherjee , Dootika Vats

We present a guiding principle for designing fermionic Hamiltonians and quantum Monte Carlo (QMC) methods that are free from the infamous sign problem by exploiting the Lie groups and Lie algebras that appear naturally in the Monte Carlo…

Strongly Correlated Electrons · Physics 2015-12-23 Lei Wang , Ye-Hua Liu , Mauro Iazzi , Matthias Troyer , Gergely Harcos

Hamiltonian Monte Carlo (HMC) is a Markov chain Monte Carlo method that allows to sample high dimensional probability measures. It relies on the integration of the Hamiltonian dynamics to propose a move which is then accepted or rejected…

Numerical Analysis · Mathematics 2023-08-08 Tony Lelièvre , Régis Santet , Gabriel Stoltz

Sampling from complicated probability distributions is a hard computational problem arising in many fields, including statistical physics, optimization, and machine learning. Quantum computers have recently been used to sample from…

We consider the one-dimensional quantum-statistical problem of interacting spin-less particles in an infinite deep potential valley and on a ring. Several limits for the applicability of the Quantum Monte Carlo (QMC) methods were revealed…

Statistical Mechanics · Physics 2007-05-23 Z. Neda , Z. Dezso

The Hamiltonian Monte Carlo (HMC) algorithm is a powerful Markov Chain Monte Carlo (MCMC) method that uses Hamiltonian dynamics to generate samples from a target distribution. To fully exploit its potential, we must understand how…

Computation · Statistics 2025-01-27 Abraham Granados , Isaías Bañales

Variational quantum algorithms are poised to have significant impact on high-dimensional optimization, with applications in classical combinatorics, quantum chemistry, and condensed matter. Nevertheless, the optimization landscape of these…

Quantum Physics · Physics 2022-02-02 Taylor L. Patti , Omar Shehab , Khadijeh Najafi , Susanne F. Yelin

Quantum computing is a promising way to systematically solve the longstanding computational problem, the ground state of a many-body fermion system. Many efforts have been made to realise certain forms of quantum advantage in this problem,…

Quantum Physics · Physics 2023-08-09 Xiaosi Xu , Ying Li

We derive and study SQMC (Sequential Quasi-Monte Carlo), a class of algorithms obtained by introducing QMC point sets in particle filtering. SQMC is related to, and may be seen as an extension of, the array-RQMC algorithm of L'Ecuyer et al.…

Computation · Statistics 2014-12-01 Mathieu Gerber , Nicolas Chopin

Quantum algorithms offer the potential for significant computational advantages; however, in many cases, it remains unclear how these advantages can be practically realized. Causal Set Theory is a discrete, Lorentz-invariant approach to…

Quantum Physics · Physics 2025-06-25 Stuart Ferguson , Arad Nasiri , Petros Wallden

We present numerically exact continuous-time Quantum Monte Carlo algorithm for fermions with a general non-local in space-time interaction. The new determinantal grand-canonical scheme is based on a stochastic series expansion for the…

Strongly Correlated Electrons · Physics 2009-11-10 A. N. Rubtsov , V. V. Savkin , A. I. Lichtenstein

We present a specific algorithm that generally satisfies the balance condition without imposing the detailed balance in the Markov chain Monte Carlo. In our algorithm, the average rejection rate is minimized, and even reduced to zero in…

Statistical Mechanics · Physics 2010-10-14 Hidemaro Suwa , Synge Todo

We propose a modification of the Hybrid Monte Carlo (HMC) algorithm that overcomes the topological freezing of a two-dimensional $U(1)$ gauge theory with and without fermion content. This algorithm includes reversible jumps between…

High Energy Physics - Lattice · Physics 2023-05-09 David Albandea , Pilar Hernández , Alberto Ramos , Fernando Romero-López

Quantum Monte Carlo (QMC) is a family of powerful tools for addressing quantum many-body problems. However, its applications are often plagued by the fermionic sign problem. A promising strategy is to simulate an interaction without sign…

Nuclear Theory · Physics 2025-05-01 Jun Liu , Teng Wang , Bing-Nan Lu
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