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Neutrinos have an unique quantum feature as flavor conversions. Recent studies suggested that collective neutrino oscillations play important roles in high-energy astrophysical phenomena. Quantum kinetic equation (QKE) is capable of…
The quasi-random discrete ordinates method (QRDOM) is here proposed for the approximation of transport problems. Its central idea is to explore a quasi Monte Carlo integration within the classical source iteration technique. It preserves…
We consider an alternative to the Monte Carlo method for dust continuous radiative transfer simulations: the Quasi-Monte Carlo method. We briefly discuss what it is, its history, and possible implementations. We compare the Monte Carlo…
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…
Engineering problems are often characterized by significant uncertainty in their material parameters. A typical example coming from geotechnical engineering is the slope stability problem where the soil's cohesion is modeled as a random…
A new Quantum Monte-Carlo (QMC) approach is proposed to investigate low-lying states of nuclei within the shell model. The formalism relies on a variational symmetry-restored wave-function to guide the underlying Brownian motion. Sign/phase…
Markov chain Monte Carlo (MCMC) methods are foundational algorithms for Bayesian inference and probabilistic modeling. However, most MCMC algorithms are inherently sequential and their time complexity scales linearly with the sequence…
This paper considers the problem of optimizing the average tracking error for an elliptic partial differential equation with an uncertain lognormal diffusion coefficient. In particular, the application of the multilevel quasi-Monte Carlo…
We present in this paper a hybrid, Multi-Level Monte Carlo (MLMC) method for solving the neutral particle transport equation. MLMC methods, originally developed to solve parametric integration problems, work by using a cheap, low fidelity…
We present a unified theory of the variational Monte Carlo (VMC) and determinant quantum Monte Carlo (DQMC) methods using a novel density matrix formulation of VMC. We introduce an efficient algorithm for VMC to compute correlation…
Markov chain Monte Carlo (MCMC) methods are a powerful but computationally expensive way of performing non-parametric Bayesian inference. MCMC proposals which utilise gradients, such as Hamiltonian Monte Carlo (HMC), can better explore the…
Nested integration problems arise in various scientific and engineering applications, including Bayesian experimental design, financial risk assessment, and uncertainty quantification. These nested integrals take the form $\int f\left(\int…
In this paper, we propose a general analysis framework for inexact power iteration, which can be used to efficiently solve high dimensional eigenvalue problems arising from quantum many-body problems. Under the proposed framework, we…
Quasi-Monte Carlo (QMC) integration of output functionals of solutions of the diffusion problem with a log-normal random coefficient is considered. The random coefficient is assumed to be given by an exponential of a Gaussian random field…
We explore the use of Array-RQMC, a randomized quasi-Monte Carlo method designed for the simulation of Markov chains, to reduce the variance when simulating stochastic biological or chemical reaction networks with $\tau$-leaping. The task…
Quasi-Monte Carlo (qMC) methods are a powerful alternative to classical Monte-Carlo (MC) integration. Under certain conditions, they can approximate the desired integral at a faster rate than the usual Central Limit Theorem, resulting in…
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…
High-energy physics simulations traditionally rely on classical Monte Carlo methods to model complex particle interactions, often incurring significant computational costs. In this paper, we introduce a novel quantum-enhanced simulation…
The iterative qubit coupled cluster (iQCC) method is a systematic variational approach to solve the electronic structure problem on universal quantum computers. It is able to use arbitrarily shallow quantum circuits at expense of iterative…
In recent years, quaternion matrix completion (QMC) based on low-rank regularization has been gradually used in image de-noising and de-blurring.Unlike low-rank matrix completion (LRMC) which handles RGB images by recovering each color…