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The aim of this paper is to introduce a new Monte Carlo method based on importance sampling techniques for the simulation of stochastic differential equations. The main idea is to combine random walk on squares or rectangles methods with…

Probability · Mathematics 2010-10-22 Madalina Deaconu , Antoine Lejay

These lecture notes introduce quantum spin systems and several computational methods for studying their ground-state and finite-temperature properties. Symmetry-breaking and critical phenomena are first discussed in the simpler setting of…

Strongly Correlated Electrons · Physics 2015-03-17 Anders W. Sandvik

Quantum algorithms present a quadratically improved complexity over classical ones for certain sampling tasks. For instance, the Quantum Amplitude Estimation (QAE) algorithm promises to speedup the estimation of the mean of certain…

Quantum Physics · Physics 2026-03-13 Baptiste Claudon , Sergi Ramos-Calderer , Jean-Philip Piquemal

We present a continuous-variable photonic quantum algorithm for the Monte Carlo evaluation of multi-dimensional integrals. Our algorithm encodes n-dimensional integration into n+3 modes and can provide a quadratic speedup in runtime…

Quantum Physics · Physics 2018-09-10 Patrick Rebentrost , Brajesh Gupt , Thomas R. Bromley

Quantum walks are widely and successfully used to model diverse physical processes. This leads to computation of the models, to explore their properties. Quantum walks have also been shown to be universal for quantum computing. This is a…

Emerging Technologies · Computer Science 2020-04-06 Viv Kendon

The directed-loop quantum Monte Carlo method is generalized to the case of retarded interactions. Using the path integral, fermion-boson or spin-boson models are mapped to actions with retarded interactions by analytically integrating out…

Strongly Correlated Electrons · Physics 2017-09-06 Manuel Weber , Fakher F. Assaad , Martin Hohenadler

We propose an end-to-end integrated strategy to produce highly accurate quantum chemistry (QC) synthetic datasets (energies and forces) aimed at deriving Foundation Machine Learning models for molecular simulation. Starting from Density…

Quantum random walks use interference to obtain faster state space exploration, which can be used for algorithmic purposes. Photonic technologies provide a natural platform for many recent experimental demonstrations. Here we analyze…

Quantum Physics · Physics 2022-03-04 Ricardo M. R. Adão , Manuel Caño-García , Jana B. Nieder , Ernesto F. Galvão

Discrete stochastic processes (DSP) are instrumental for modelling the dynamics of probabilistic systems and have a wide spectrum of applications in science and engineering. DSPs are usually analyzed via Monte Carlo methods since the number…

Quantum Physics · Physics 2020-08-17 Carsten Blank , Daniel K. Park , Francesco Petruccione

Recently, Huggins et. al. [Nature, 603, 416-420 (2022)] devised a general projective Quantum Monte Carlo method suitable for implementation on quantum computers. This hybrid approach, however, relies on a subroutine -the computation of the…

Quantum Physics · Physics 2022-05-20 Guglielmo Mazzola , Giuseppe Carleo

We introduce a variational Monte Carlo framework that combines neural-network quantum states with the Lorentz integral transform technique to compute the dynamical properties of self-bound quantum many-body systems in continuous Hilbert…

Nuclear Theory · Physics 2025-04-30 Elad Parnes , Nir Barnea , Giuseppe Carleo , Alessandro Lovato , Noemi Rocco , Xilin Zhang

The Metropolis-Hastings algorithm is a cornerstone of Markov Chain Monte Carlo methods, underpinning a wide range of applications in computational physics, Bayesian inference, and machine learning. Quantum variants of Metropolis-Hastings…

Quantum Physics · Physics 2026-05-07 Miguel Carrasco-Arango , Rosa M. Badia , Artur Garcia-Saez

We present a new efficient method for Monte Carlo simulations of diffusion-reaction processes. First introduced by us in [Phys. Rev. Lett., 97:230602, 2006], the new algorithm skips the traditional small diffusion hops and propagates the…

Materials Science · Physics 2013-05-29 T. Oppelstrup , V. V. Bulatov , A. Donev , M. H. Kalos , G. H. Gilmer , B. Sadigh

This tutorial article showcases the many varieties and uses of quantum walks. Discrete time quantum walks are introduced as counterparts of classical random walks. The emphasis is on the connections and differences between the two types of…

Quantum Physics · Physics 2013-05-16 Daniel Reitzner , Daniel Nagaj , Vladimir Buzek

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

The discrete time path integral Monte Carlo (PIMC) with a one-particle density matrix approximation is applied to study the quantum phase transition in the coupled double-well chain. To improve the convergence properties, the exact action…

Statistical Mechanics · Physics 2015-06-25 Dong-Hee Kim , Yu-Cheng Lin , Heiko Rieger

In recent years, there has been an emerging trend of combining two innovations in computer science and physics to achieve better computation capability. Exploring the potential of quantum computation to achieve highly efficient performance…

Quantum Physics · Physics 2023-03-13 Yen-Jui Chang , Wei-Ting Wang , Hao-Yuan Chen , Shih-Wei Liao , Ching-Ray Chang

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

Long-range interactions are relevant for a large variety of quantum systems in quantum optics and condensed matter physics. In particular, the control of quantum-optical platforms promises to gain deep insights in quantum-critical…

Strongly Correlated Electrons · Physics 2024-03-04 P. Adelhardt , J. A. Koziol , A. Langheld , K. P. Schmidt

Quantum Monte Carlo (QMC) methods have proven invaluable in condensed matter physics, particularly for studying ground states and thermal equilibrium properties of quantum Hamiltonians without a sign problem. Over the past decade,…

Quantum Physics · Physics 2024-11-05 Jun Takahashi , Sam Slezak , Elizabeth Crosson