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We use a Monte Carlo method to assemble finite element matrices for polynomial Chaos approximations of elliptic equations with random coefficients. In this approach, all required expectations are approximated by a Monte Carlo method. The…

Numerical Analysis · Mathematics 2017-09-12 Juan Galvis , O. Andres Cuervo

We propose a novel class of Sequential Monte Carlo (SMC) algorithms, appropriate for inference in probabilistic graphical models. This class of algorithms adopts a divide-and-conquer approach based upon an auxiliary tree-structured…

We review the basic outline of the highly successful diffusion Monte Carlo technique commonly used in contexts ranging from electronic structure calculations to rare event simulation and data assimilation, and propose a new class of…

Numerical Analysis · Mathematics 2017-10-10 Lek-Heng Lim , Jonathan Weare

In statistical analysis, Monte Carlo (MC) stands as a classical numerical integration method. When encountering challenging sample problem, Markov chain Monte Carlo (MCMC) is a commonly employed method. However, the MCMC estimator is biased…

Numerical Analysis · Mathematics 2024-11-05 Jiarui Du , Zhijian He

We consider a wide range of matrix models and study them using the Monte Carlo technique in the large $N$ limit. The results we obtain agree with exact analytic expressions and recent numerical bootstrap methods for models with one and two…

High Energy Physics - Theory · Physics 2022-04-05 Raghav G. Jha

Monte Carlo sampling is a powerful toolbox of algorithmic techniques widely used for a number of applications wherein some noisy quantity, or summary statistic thereof, is sought to be estimated. In this paper, we survey the literature for…

In recent decades, a number of profound theorems concerning approximation of hard counting problems have appeared. These include estimation of the permanent, estimating the volume of a convex polyhedron, and counting (approximately) the…

Data Structures and Algorithms · Computer Science 2020-09-07 Isabel Beichl , Alathea Jensen

Quantum Monte Carlo (QMC) methods are the gold standard for studying equilibrium properties of quantum many-body systems -- their phase transitions, ground and thermal state properties. However, in many interesting situations QMC methods…

Quantum Physics · Physics 2020-08-19 Dominik Hangleiter , Ingo Roth , Daniel Nagaj , Jens Eisert

Quantum Monte Carlo is one of the most promising approaches for dealing with large-scale quantum many-body systems. It has played an extremely important role in understanding strongly correlated physics. However, two fundamental problems,…

Strongly Correlated Electrons · Physics 2026-03-03 Zhiyan Wang , Zenan Liu , Bin-Bin Mao , Zhe Wang , Zheng Yan

Sequential Monte Carlo methods, also known as particle methods, are a popular set of techniques for approximating high-dimensional probability distributions and their normalizing constants. These methods have found numerous applications in…

Computation · Statistics 2021-06-23 Jeremy Heng , Adrian N. Bishop , George Deligiannidis , Arnaud Doucet

A Monte Carlo method is presented to evaluate quantum states with many particles moving in the continuum. The scattering state is generated at each time by a Monte Carlo random sampling algorithm. The same calculation are repeated until the…

Nuclear Theory · Physics 2013-06-06 Zhen-Xiang Xu , Chong Qi

We consider the problem of placing k queens on an nxn board so that the total number of attacked squares is as small as possible. In particular, we consider the domain where k is small relative to n and derive nearly tight bounds in this…

Combinatorics · Mathematics 2017-03-16 Daniel M Kane

Estimating failure probabilities of engineering systems is an important problem in many engineering fields. In this work we consider such problems where the failure probability is extremely small (e.g $\leq10^{-10}$). In this case, standard…

Numerical Analysis · Mathematics 2017-05-24 Xinjuan Chen , Jinglai Li

In this review we discuss, from a unified point of view, a variety of Monte Carlo methods used to solve eigenvalue problems in statistical mechanics and quantum mechanics. Although the applications of these methods differ widely, the…

Condensed Matter · Physics 2011-05-21 M. P. Nightingale , C. J. Umrigar

Let $M(n)$ denote the number of distinct entries in the $n \times n$ multiplication table. The function $M(n)$ has been studied by Erd\H{o}s, Tenenbaum, Ford, and others, but the asymptotic behaviour of $M(n)$ as $n \to \infty$ is not known…

Number Theory · Mathematics 2021-10-20 Richard Brent , Carl Pomerance , David Purdum , Jonathan Webster

Quantum many-body problems are some of the most challenging problems in science and are central to demystifying some exotic quantum phenomena, e.g., high-temperature superconductors. The combination of neural networks (NN) for representing…

Quantum Physics · Physics 2022-12-23 Or Sharir , Garnet Kin-Lic Chan , Anima Anandkumar

Kingdomino is introduced as an interesting game for studying game playing: the game is multiplayer (4 independent players per game); it has a limited game depth (13 moves per player); and it has limited but not insignificant interaction…

Artificial Intelligence · Computer Science 2018-07-17 Magnus Gedda , Mikael Z. Lagerkvist , Martin Butler

A novel algorithm for computing the action of a matrix exponential over a vector is proposed. The algorithm is based on a multilevel Monte Carlo method, and the vector solution is computed probabilistically generating suitable random paths…

Numerical Analysis · Mathematics 2019-07-05 Juan A. Acebron , Jose R. Herrero , Jose Monteiro

We introduce the Quantization Monte Carlo method to solve thermal radiative transport equations with possibly several collision regimes, ranging from few collisions to massive number of collisions per time unit. For each particle in a given…

Computational Physics · Physics 2024-09-13 Laetitia Laguzet , Gabriel Turinici

A famous (and hard) chess problem asks what is the maximum number of safe squares possible in placing $n$ queens on an $n\times n$ board. We examine related problems from placing $n$ rooks. We prove that as $n\to\infty$, the probability…

Probability · Mathematics 2021-05-11 Steven J. Miller , Haoyu Sheng , Daniel Turek