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We analyse a multilevel Monte Carlo method for the approximation of distribution functions of univariate random variables. Since, by assumption, the target distribution is not known explicitly, approximations have to be used. We provide an…

Probability · Mathematics 2017-06-22 Mike B. Giles , Tigran Nagapetyan , Klaus Ritter

A paramount goal in the field of nuclear physics is to unify ab-initio treatments of bound and unbound states. The position-space quantum Monte Carlo (QMC) methods have a long history of successful bound state calculations in light systems…

Nuclear Theory · Physics 2023-08-29 Abraham R. Flores , Kenneth M. Nollett

Monte Carlo methods are widely used importance sampling techniques for studying complex physical systems. Integrating these methods with deep learning has significantly improved efficiency and accuracy in high-dimensional problems and…

Disordered Systems and Neural Networks · Physics 2024-12-24 Yixiong Ren , Jianhui Zhou

We develop a new algorithm based on the time-dependent variational principle applied to matrix product states to efficiently simulate the real- and imaginary time dynamics for infinite one-dimensional quantum lattice systems. This…

Strongly Correlated Electrons · Physics 2012-03-13 Jutho Haegeman , J. Ignacio Cirac , Tobias J. Osborne , Iztok Pizorn , Henri Verschelde , Frank Verstraete

We present a new approach to determine the small-scale statistical behavior of hydrodynamic turbulence by means of lattice simulations. Using the functional integral representation of the random-force-driven Burgers equation we show that…

Chaotic Dynamics · Physics 2011-11-10 David Mesterházy , Karl Jansen

We develop a real-time Full Configuration Interaction Quantum Monte Carlo approach for the modeling of driven-dissipative open quantum systems. The method enables stochastic sampling of the Liouville-von-Neumann time evolution of the…

Quantum Physics · Physics 2018-06-06 Alexandra Nagy , Vincenzo Savona

We present adaptive measurement techniques tailored for variational quantum algorithms on near-term small and noisy devices. In particular, we generalise earlier "learning to measure" strategies in two ways. First, by considering a class of…

Atomistic simulations provide valuable insights into the physical processes governing material behavior. However, their applicability is fundamentally constrained by the limited time scales accessible to brute-force simulations. This…

Computational Physics · Physics 2026-02-16 Michael Kim , Wei Cai

Highly excited states of quantum many-body systems are central objects in the study of quantum dynamics and thermalization that challenge classical computational methods due to their volume-law entanglement content. In this work, we explore…

Quantum Physics · Physics 2022-02-17 Feng Zhang , Niladri Gomes , Yongxin Yao , Peter P. Orth , Thomas Iadecola

This paper describes a new Monte Carlo method based on a novel stochastic potential switching algorithm. This algorithm enables the equilibrium properties of a system with potential $V$ to be computed using a Monte Carlo simulation for a…

Statistical Mechanics · Physics 2007-05-23 C. H. Mak

Contemporary scientific studies often rely on the understanding of complex quantum systems via computer simulation. This paper initiates the statistical study of quantum simulation and proposes a Monte Carlo method for estimating…

Applications · Statistics 2011-08-04 Yazhen Wang

Process monitoring and control requires detection of structural changes in a data stream in real time. This article introduces an efficient sequential Monte Carlo algorithm designed for learning unknown changepoints in continuous time. The…

Applications · Statistics 2015-09-29 Melissa J. M. Turcotte , Nicholas A. Heard

We present an adaptive multilevel Monte Carlo (AMLMC) algorithm for approximating deterministic, real-valued, bounded linear functionals that depend on the solution of a linear elliptic PDE with a lognormal diffusivity coefficient and…

Numerical Analysis · Mathematics 2022-12-07 Joakim Beck , Yang Liu , Erik von Schwerin , Raúl Tempone

This article addresses online variational estimation in parametric state-space models. We propose a new procedure for efficiently computing the evidence lower bound and its gradient in a streaming-data setting, where observations arrive…

Methodology · Statistics 2026-02-09 Mathis Chagneux , Mathias Müller , Pierre Gloaguen , Sylvain Le Corff , Jimmy Olsson

Scientific computing has long relied on double precision (64-bit floating point) arithmetic to guarantee accuracy in simulations of real-world phenomena. However, the growing availability of hardware accelerators such as Graphics Processing…

Quantum Physics · Physics 2026-01-29 Massimo Solinas , Agnes Valenti , Nawaf Bou-Rabee , Roeland Wiersema

Machine-learning (ML) ans\"atze have greatly expanded the accuracy and reach of variational quantum Monte Carlo (QMC) calculations, in particular when exploring the manifold quantum phenomena exhibited by spin systems. However, the…

Quantum Physics · Physics 2025-11-24 Manuel Gallego , Sebastián Roca-Jerat , David Zueco , Jesús Carrete

In this work we present a detailed analysis of variational quantum phase estimation (VQPE), a method based on real-time evolution for ground and excited state estimation on near-term hardware. We derive the theoretical ground on which the…

By using stochastic ensembles of walkers in physical and in one-body Hilbert spaces the recently proposed time-dependent quantum Monte Carlo (TDQMC) method offers the unique capability to calculate one-body density matrices at fully…

Quantum Physics · Physics 2025-02-07 Ivan P. Christov

In this paper, we reexamine the validity of using time quantified Monte Carlo (TQMC) method [Phys. Rev. Lett. 84, 163 (2000); Phys. Rev. Lett. 96, 067208 (2006)] in simulating the stochastic dynamics of interacting magnetic nanoparticles.…

Statistical Mechanics · Physics 2009-11-11 X. Z. Cheng , M. B. A Jalil , Hwee Kuan Lee

We consider the recently introduced Transformation-based Markov Chain Monte Carlo (TMCMC) (Dutta and Bhattacharya (2014)), a methodology that is designed to update all the parameters simultaneously using some simple deterministic…

Methodology · Statistics 2017-01-24 Kushal Kumar Dey , Sourabh Bhattacharya
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