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Quantum computing and quantum Monte Carlo (QMC) are respectively the state-of-the-art quantum and classical computing methods for understanding many-body quantum systems. Here, we propose a hybrid quantum-classical algorithm that integrates…

Quantum Physics · Physics 2025-11-17 Yukun Zhang , Yifei Huang , Jinzhao Sun , Dingshun Lv , Xiao Yuan

Over the past five years, graphics processing units (GPUs) have had a transformational effect on numerical lattice quantum chromodynamics (LQCD) calculations in nuclear and particle physics. While GPUs have been applied with great success…

High Energy Physics - Lattice · Physics 2016-11-15 R. Babich , M. A. Clark , B. Joó , G. Shi , R. C. Brower , S. Gottlieb

Monte Carlo (MC) simulations are widely used in financial risk management, from estimating value-at-risk (VaR) to pricing over-the-counter derivatives. However, they come at a significant computational cost due to the number of scenarios…

Quantum Physics · Physics 2024-04-10 Titos Matsakos , Stuart Nield

We use the graphics processing unit (GPU) for fast calculations of helicity amplitudes of physics processes. As our first attempt, we compute $u\bar{u}\to n\gamma$ ($n=2$ to 8) processes in $pp$ collisions at $\sqrt{s} = 14$TeV by…

Computational Physics · Physics 2010-10-12 K. Hagiwara , J. Kanzaki , N. Okamura , D. Rainwater , T. Stelzer

Highly-parallel graphics processing units (GPUs) can improve the speed of micromagnetic simulations significantly as compared to conventional computing using central processing units (CPUs). We present a strategy for performing…

Computational Physics · Physics 2015-12-18 C. L. Jermain , G. E. Rowlands , R. A. Buhrman , D. C. Ralph

Solving discretized versions of the Dirac equation represents a large share of execution time in lattice Quantum Chromodynamics (QCD) simulations. Many high-performance computing (HPC) clusters use graphics processing units (GPUs) to offer…

High Energy Physics - Lattice · Physics 2024-07-02 Tilmann Matthaei

It has been widely accepted that Graphics Processing Units (GPU) is one of promising schemes for encryption acceleration, in particular, the support of complex mathematical calculations such as integer and logical operations makes the…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-02-15 Canhui Wang , Xiaowen Chu

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

We generalize a recently developed method for accelerated Monte Carlo calculation of path integrals to the physically relevant case of generic many-body systems. This is done by developing an analytic procedure for constructing a hierarchy…

Statistical Mechanics · Physics 2011-08-08 Aleksandar Bogojevic , Ivana Vidanovic , Antun Balaz , Aleksandar Belic

Particle-in-cell (PIC) simulations with Monte-Carlo collisions are used in plasma science to explore a variety of kinetic effects. One major problem is the long run-time of such simulations. Even on modern computer systems, PIC codes take a…

Basic uniform pseudo-random number generators are implemented on ATI Graphics Processing Units (GPU). The performance results of the realized generators (multiplicative linear congruential (GGL), XOR-shift (XOR128), RANECU, RANMAR, RANLUX…

High Energy Physics - Lattice · Physics 2011-01-27 Vadim Demchik

A finite-difference Micromagnetic solver is presented utilizing the C++ Accelerated Massive Parallelism (C++ AMP). The high speed performance of a single Graphics Processing Unit (GPU) is demonstrated compared to a typical CPU-based solver.…

Computational Engineering, Finance, and Science · Computer Science 2014-07-07 Ru Zhu

In this paper, we explore how numerical calculations can be accelerated by implementing several numerical methods of fractional-order systems using parallel computing techniques. We investigate the feasibility of parallel computing…

Dynamical Systems · Mathematics 2016-11-29 A. Baban , C. Bonchiş , A. Fikl , F. Roşu

High order perturbation theory has seen an unexpected recent revival for controlled calculations of quantum many-body systems, even at strong coupling. We adapt integration methods using low-discrepancy sequences to this problem. They…

Strongly Correlated Electrons · Physics 2020-08-27 Marjan Maček , Philipp T. Dumitrescu , Corentin Bertrand , Bill Triggs , Olivier Parcollet , Xavier Waintal

We achieve a quantum speed-up of fully polynomial randomized approximation schemes (FPRAS) for estimating partition functions that combine simulated annealing with the Monte-Carlo Markov Chain method and use non-adaptive cooling schedules.…

Quantum Physics · Physics 2013-06-12 Pawel Wocjan , Chen-Fu Chiang , Anura Abeyesinghe , Daniel Nagaj

The increasing complexity and scale of cosmological N-body simulations, driven by astronomical surveys like Euclid, call for a paradigm shift towards more sustainable and energy-efficient high-performance computing (HPC). The rising energy…

General-purpose Computing on Graphics Processing Units (GPGPU) has been introduced to many areas of scientific research such as bioinformatics, cryptography, computer vision, and deep learning. However, computing models in the High-energy…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-07-23 Max Isacson , Mattias Ellert , Richard Brenner

We propose a Multi-level Monte Carlo technique to accelerate Monte Carlo sampling for approximation of properties of materials with random defects. The computational efficiency is investigated on test problems given by tight-binding models…

Numerical Analysis · Mathematics 2016-11-30 Petr Plecháč , Erik von Schwerin

The realized stochastic volatility (RSV) model that utilizes the realized volatility as additional information has been proposed to infer volatility of financial time series. We consider the Bayesian inference of the RSV model by the Hybrid…

Computational Finance · Quantitative Finance 2016-11-28 Tetsuya Takaishi

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
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