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We discuss the sign problem arising in Monte Carlo simulations of frustrated quantum spin systems. We show that for a class of ``semi-frustrated'' systems (Heisenberg models with ferromagnetic couplings $J_z(r) < 0$ along the $z$-axis and…

Strongly Correlated Electrons · Physics 2009-10-31 Patrik Henelius , Anders W. Sandvik

We present a new approach to path integral Monte Carlo (PIMC) simulations based on the worm algorithm, originally developed for lattice models and extended here to continuous-space many-body systems. The scheme allows for efficient…

Statistical Mechanics · Physics 2009-11-11 M. Boninsegni , N. Prokof'ev , B. Svistunov

This paper studies the rate of convergence for conditional quasi-Monte Carlo (QMC), which is a counterpart of conditional Monte Carlo. We focus on discontinuous integrands defined on the whole of $R^d$, which can be unbounded. Under…

Numerical Analysis · Mathematics 2018-06-07 Zhijian He

Interacting single-level quantum dot connected to BCS superconducting leads represents a well-controllable system to study the interplay between the correlation effects and the electron pairing that can result in a $0-\pi$ (singlet-doublet)…

Mesoscale and Nanoscale Physics · Physics 2021-04-07 Vladislav Pokorný , Tomáš Novotný

We describe an embarrassingly parallel, anytime Monte Carlo method for likelihood-free models. The algorithm starts with the view that the stochasticity of the pseudo-samples generated by the simulator can be controlled externally by a…

Machine Learning · Computer Science 2015-12-03 Edward Meeds , Max Welling

Based on the worm algorithm in the path-integral representation, we propose a general quantum Monte Carlo algorithm suitable for parallelizing on a distributed-memory computer by domain decomposition. Of particular importance is its…

Statistical Mechanics · Physics 2014-04-14 Akiko Masaki-Kato , Takafumi Suzuki , Kenji Harada , Synge Todo , Naoki Kawashima

We apply a diagrammatic Monte Carlo method to the problem of an impurity interacting resonantly with a homogeneous Fermi bath for a quasi-two-dimensional setup. Notwithstanding the series divergence, we can show numerically that the three…

Quantum Gases · Physics 2014-09-18 Peter Kroiss , Lode Pollet

We consider the problem of improving the efficiency of randomized Fourier feature maps to accelerate training and testing speed of kernel methods on large datasets. These approximate feature maps arise as Monte Carlo approximations to…

Machine Learning · Statistics 2015-08-11 Haim Avron , Vikas Sindhwani , Jiyan Yang , Michael Mahoney

Dynamical mean-field theory allows access to the physics of strongly correlated materials with nontrivial orbital structure, but relies on the ability to solve auxiliary multi-orbital impurity problems. The most successful approaches to…

Strongly Correlated Electrons · Physics 2023-11-29 Dolev Goldberger , Yehonatan Fridman , Emanuel Gull , Eitan Eidelstein , Guy Cohen

Quantum Monte Carlo simulations of fermions are hampered by the notorious sign problem whose most striking manifestation is an exponential growth of sampling errors with the number of particles. With the sign problem known to be an NP-hard…

Statistical Mechanics · Physics 2016-08-23 Peter Broecker , Simon Trebst

Monte Carlo methods approximate integrals by sample averages of integrand values. The error of Monte Carlo methods may be expressed as a trio identity: the product of the variation of the integrand, the discrepancy of the sampling measure,…

Numerical Analysis · Mathematics 2017-08-18 Fred J. Hickernell

A boundary-based net-exchange Monte Carlo method was introduced in [1] that allows to bypass the difficulties encountered by standard Monte Carlo algorithms in the limit of optically thick absorption (and/or for quasi-isothermal…

Computational Physics · Physics 2019-03-06 V. Eymet , R. Fournier , S. Blanco , J. L. Dufresne

We generalize the recently developed diagrammatic Monte Carlo techniques for quantum impurity models from an imaginary time to a Keldysh formalism suitable for real-time and nonequilibrium calculations. Both weak-coupling and…

Mesoscale and Nanoscale Physics · Physics 2009-11-13 Philipp Werner , Takashi Oka , Andrew J. Millis

Polaron tunneling is a prominent example of a problem characterized by different energy scales, for which the standard quantum Monte Carlo methods face a slowdown problem. We propose a new quantum-tunneling Monte Carlo (QTMC) method which…

Quantum Gases · Physics 2021-04-14 A. S. Popova , V. V. Tiunova , A. N. Rubtsov

Quasi-Monte Carlo (QMC) methods for estimating integrals are attractive since the resulting estimators typically converge at a faster rate than pseudo-random Monte Carlo. However, they can be difficult to set up on arbitrary posterior…

Statistics Theory · Mathematics 2018-10-03 Tobias Schwedes , Ben Calderhead

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

The solution of a generalized impurity model lies at the heart of electronic structure calculations with dynamical mean-field theory (DMFT). In the strongly-correlated regime, the method of choice for solving the impurity model is the…

Strongly Correlated Electrons · Physics 2014-09-23 P. Sémon , Chuck-Hou Yee , Kristjan Haule , A. -M. S. Tremblay

A diffusion Monte Carlo algorithm is introduced that can determine the correct nodal structure of the wave function of a few-fermion system and its ground-state energy without an uncontrolled bias. This is achieved by confining signed…

Computational Physics · Physics 2020-02-05 Alexander A. Kunitsa , So Hirata

We describe modern variants of Monte Carlo methods for Uncertainty Quantification (UQ) of the Neutron Transport Equation, when it is approximated by the discrete ordinates method with diamond differencing. We focus on the mono-energetic 1D…

Numerical Analysis · Mathematics 2017-10-18 Ivan G. Graham , Matthew J. Parkinson , Robert Scheichl

We investigate the performance of the hybrid Monte Carlo algorithm in updating non-trivial global topological structures. We find that the hybrid Monte Carlo algorithm has serious problems decorrelating the global topological charge. This…

High Energy Physics - Lattice · Physics 2016-08-15 G. Boyd , B. Allés , M. D'Elia , A. Di Giacomo , E. Vicari
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