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Many problems require to approximate an expected value by some kind of Monte Carlo (MC) sampling, e.g. molecular dynamics (MD) or simulation of stochastic reaction models (also termed kinetic Monte Carlo (kMC)). Often, we are furthermore…

Numerical Analysis · Mathematics 2019-02-18 Sandra Döpking , Sebastian Matera

We introduce a novel learning framework for accelerated Monte Carlo (MC) dose calculation termed Energy-Shifting. This approach leverages deep learning to synthesize highly complex polyenergetic dose distributions directly from simple…

We propose an approach to lossy source coding, utilizing ideas from Gibbs sampling, simulated annealing, and Markov Chain Monte Carlo (MCMC). The idea is to sample a reconstruction sequence from a Boltzmann distribution associated with an…

Information Theory · Computer Science 2016-11-17 Shirin Jalali , Tsachy Weissman

The Diffusion Monte Carlo method is devoted to the computation of electronic ground-state energies of molecules. In this paper, we focus on implementations of this method which consist in exploring the configuration space with a {\bf fixed}…

Numerical Analysis · Mathematics 2007-05-23 Tony Lelievre , Mohamed El Makrini , Benjamin Jourdain

By formulating the inverse problem of partial differential equations (PDEs) as a statistical inference problem, the Bayesian approach provides a general framework for quantifying uncertainties. In the inverse problem of PDEs, parameters are…

Numerical Analysis · Mathematics 2026-02-10 Haoyu Lu , Junxiong Jia , Deyu Meng

Wavefunction correction scheme, which was developed as a variance reduction tool for the pure and fixed-node diffusion Monte Carlo (DMC) computations by Anderson and Freihaut, is applied to the DMC computations of fermions without using the…

Computational Physics · Physics 2010-03-29 Nazim Dugan , Inanc Kanik , Sakir Erkoc

The theme of the present paper is numerical integration of $C^r$ functions using randomized methods. We consider variance reduction methods that consist in two steps. First the initial interval is partitioned into subintervals and the…

Numerical Analysis · Mathematics 2023-06-21 Leszek Plaskota , Paweł Przybyłowicz , Łukasz Stępień

Neural-network variational Monte Carlo (NNVMC) has emerged as a powerful tool for solving quantum many-body problems, yet systematic pathways for improving its accuracy remain largely heuristic. Here, we introduce a physically motivated…

Strongly Correlated Electrons · Physics 2026-04-20 Zhixuan Liu , Dongheng Qian , Jing Wang

Quantiles and expected shortfalls are usually used to measure risks of stochastic systems, which are often estimated by Monte Carlo methods. This paper focuses on the use of quasi-Monte Carlo (QMC) method, whose convergence rate is…

Numerical Analysis · Mathematics 2020-05-07 Zhijian He , Xiaoqun Wang

In this paper, we present a probabilistic numerical algorithm combining dynamic programming, Monte Carlo simulations and local basis regressions to solve non-stationary optimal multiple switching problems in infinite horizon. We provide the…

Numerical Analysis · Mathematics 2019-06-04 René Aïd , Luciano Campi , Nicolas Langrené , Huyên Pham

The Variational Method is applied within the context of Supersymmetric Quantum Mechanics to provide information about the energy and eigenfunction of the lowest levels of a Hamiltonian. The approach is illustrated by the case of the Morse…

High Energy Physics - Theory · Physics 2009-10-31 Elso Drigo Filho , Regina Maria Ricotta

We present diffusion Monte Carlo (DMC) and path-integral Monte Carlo (PIMC) calculations of a one-dimensional Bose system with realistic interparticle interactions in a periodic external potential. Our main aim is to test the predictions of…

Quantum Gases · Physics 2020-02-19 K. Dzelalija , L. Vranjes Markic

We present ground and excited state energies obtained from Diffusion Monte Carlo (DMC) calculations, using accurate multiconfiguration wave functions, for $N$ electrons ($N\le13$) confined to a circular quantum dot. We analyze the…

Condensed Matter · Physics 2009-10-31 F. Pederiva , C. J. Umrigar , E. Lipparini

The attempt to solve inverse scattering problems often leads to optimization and sampling problems that require handling moderate to large amounts of partial differential equations acting as constraints. We focus here on determining…

Numerical Analysis · Mathematics 2025-04-09 Carolina Abugattas , Ana Carpio , Elena Cebrián , Gerardo Oleaga

Neural-network quantum states (NQS) offer a powerful and expressive ansatz for representing quantum many-body wave functions. However, their training via Variational Monte Carlo (VMC) methods remains challenging. It is well known that some…

Quantum Physics · Physics 2025-07-09 Antoine Misery , Luca Gravina , Alessandro Santini , Filippo Vicentini

We address the problem of approximating the posterior probability distribution of the fixed parameters of a state-space dynamical system using a sequential Monte Carlo method. The proposed approach relies on a nested structure that employs…

Computation · Statistics 2017-05-12 Dan Crisan , Joaquin Miguez

We use inverse scattering methods, generalized for a specific class of complex potentials, to construct a one parameter family of complex potentials V(s, r) which have the property that the zero energy s-wave Jost function, as a function of…

High Energy Physics - Theory · Physics 2007-05-23 N. N. Khuri

Recent technical advances in dealing with finite-size errors make quantum Monte Carlo methods quite appealing for treating extended systems in electronic structure calculations, especially when commonly-used density functional theory (DFT)…

Materials Science · Physics 2016-10-06 Kyle G. Reeves , Yi Yao , Yosuke Kanai

The coupled-channel technique augments a non-relativistic distorted wave born approximation scattering calculation to include a coupling to virtual states from the negative energy region. It has been found to be important in low energy…

Nuclear Theory · Physics 2023-11-29 S. P. Weppner , Prakrut Patel , C. Miller , C. Ogg , I. Mazumdar

The Markov chain Monte Carlo (MCMC) method is used to evaluate the imaginary-time path integral of a quantum oscillator with a potential that includes both a quadratic term and a quartic term whose coupling is varied by several orders of…

Computational Physics · Physics 2020-08-27 Shikhar Mittal , Marise J. E. Westbroek , Peter R. King , Dimitri D. Vvedensky