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Bootstrap methods, initially developed for solving statistical and quantum field theories, have recently been shown to capture the discrete spectrum of quantum mechanical problems, such as the single particle Schr\"odinger equation with an…

Mesoscale and Nanoscale Physics · Physics 2021-12-15 Serguei Tchoumakov , Serge Florens

Quantum error mitigation (QEM) is a class of promising techniques for reducing the computational error of variational quantum algorithms. In general, the computational error reduction comes at the cost of a sampling overhead due to the…

Quantum Physics · Physics 2022-01-21 Yifeng Xiong , Soon Xin Ng , Lajos Hanzo

Fredholm integral equations of the first kind are the prototypical example of ill-posed linear inverse problems. They model, among other things, reconstruction of distorted noisy observations and indirect density estimation and also appear…

Methodology · Statistics 2021-04-26 Francesca R Crucinio , Arnaud Doucet , Adam M Johansen

When approximating the expectations of a functional of a solution to a stochastic differential equation, the numerical performance of deterministic quadrature methods, such as sparse grid quadrature and quasi-Monte Carlo (QMC) methods, may…

Computational Finance · Quantitative Finance 2022-11-24 Christian Bayer , Chiheb Ben Hammouda , Raúl Tempone

Quantum Monte Carlo (QMC) methods have received considerable attention over the last decades due to their great promise for providing a direct solution to the many-body Schrodinger equation in electronic systems. Thanks to their low scaling…

Chemical Physics · Physics 2013-03-28 M. A. Morales , J. McMinis , B. K. Clark , J. Kim , G. Scuseria

We present a new method for the solution of the Schrodinger equation applicable to problems of non-perturbative nature. The method works by identifying three different scales in the problem, which then are treated independently: An…

Quantum Physics · Physics 2009-11-10 Paolo Amore , Alfredo Aranda , Arturo De Pace

In solving simulation-based stochastic root-finding or optimization problems that involve rare events, such as in extreme quantile estimation, running crude Monte Carlo can be prohibitively inefficient. To address this issue, importance…

Methodology · Statistics 2021-02-23 Shengyi He , Guangxin Jiang , Henry Lam , Michael C. Fu

The Multilevel Monte Carlo method is an efficient variance reduction technique. It uses a sequence of coarse approximations to reduce the computational cost in uncertainty quantification applications. The method is nowadays often considered…

Numerical Analysis · Mathematics 2018-06-15 Pieterjan Robbe , Dirk Nuyens , Stefan Vandewalle

A numerically stable method to solve the discretized Boltzmann-Enskog equation describing the behavior of non ideal fluids under inhomogeneous conditions is presented. The algorithm employed uses a Lagrangian finite-difference scheme for…

Mesoscale and Nanoscale Physics · Physics 2015-06-04 Simone Melchionna , Umberto Marini Bettolo Marconi

The possibility to simulate the properties of many-body open quantum systems with a large number of degrees of freedom is the premise to the solution of several outstanding problems in quantum science and quantum information. The challenge…

Quantum Physics · Physics 2019-07-03 Alexandra Nagy , Vincenzo Savona

An algorithm is proposed to optimize quantum Monte Carlo (QMC) wave functions based on New ton's method and analytical computation of the first and second derivatives of the variati onal energy. This direct application of the variational…

Chemical Physics · Physics 2016-09-08 Xi Lin , Hongkai Zhang , Andrew M. Rappe

Tuning of measurement models is challenging in real-world applications of sequential Monte Carlo methods. Recent advances in differentiable particle filters have led to various efforts to learn measurement models through neural networks.…

Artificial Intelligence · Computer Science 2022-03-17 Xiongjie Chen , Yunpeng Li

The goal of this paper is to study convergence and error estimates of the Monte Carlo method for the Navier-Stokes equations with random data. To discretize in space and time, the Monte Carlo method is combined with a suitable deterministic…

Numerical Analysis · Mathematics 2022-05-10 Eduard Feireisl , Mária Lukáčová - Medviďová , Bangwei She , Yuhuan Yuan

The auxiliary-field quantum Monte Carlo (AFQMC) method provides a computational framework for solving the time-independent Schroedinger equation in atoms, molecules, solids, and a variety of model systems. AFQMC has recently witnessed…

Computational Physics · Physics 2018-08-14 Mario Motta , Shiwei Zhang

Normalizing Flows are a promising new class of algorithms for unsupervised learning based on maximum likelihood optimization with change of variables. They offer to learn a factorized component representation for complex nonlinear data and,…

Machine Learning · Computer Science 2020-02-17 Reuben Feinman , Nikhil Parthasarathy

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 propose a novel neural algorithm for the fundamental problem of computing the entropic optimal transport (EOT) plan between continuous probability distributions which are accessible by samples. Our algorithm is based on the saddle point…

Machine Learning · Computer Science 2023-11-02 Nikita Gushchin , Alexander Kolesov , Alexander Korotin , Dmitry Vetrov , Evgeny Burnaev

Shor's factoring algorithm illustrates the potential power of quantum computation. Here we present and numerically investigate a proposal for a compiled version of such an algorithm based on a quantum-wire network exploiting the…

Quantum Physics · Physics 2011-01-14 Fabrizio Buscemi

Constructing more expressive ansatz has been a primary focus for quantum Monte Carlo, aimed at more accurate \textit{ab initio} calculations. However, with more powerful ansatz, e.g. various recent developed models based on neural-network…

Computational Physics · Physics 2023-08-07 Weizhong Fu , Weiluo Ren , Ji Chen

This paper considers a version of the Wiener filtering problem for equalization of passive quantum linear quantum systems. We demonstrate that taking into consideration the quantum nature of the signals involved leads to features typically…

Systems and Control · Electrical Eng. & Systems 2024-12-20 V. Ugrinovskii , M. R. James
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