English
Related papers

Related papers: Load-Balanced Diffusion Monte Carlo Method with La…

200 papers

Sampling occupies an important position in theories of various scientific fields, and Markov chain Monte Carlo (MCMC) provides the most common technique of sampling. In the progress of MCMC, a huge number of studies have aimed the…

Statistical Mechanics · Physics 2021-07-20 Akihisa Ichiki , Masayuki Ohzeki

Because of their robustness, efficiency and non-intrusiveness, Monte Carlo methods are probably the most popular approach in uncertainty quantification to computing expected values of quantities of interest (QoIs). Multilevel Monte Carlo…

Numerical Analysis · Mathematics 2022-04-12 Marcus J. Grote , Simon Michel , Fabio Nobile

Quantum Monte Carlo methods are powerful tools for studying quantum many-body systems but face difficulties in accessing excited states and in treating sign problems. We present a continuous-time path-integral Monte Carlo method for…

Strongly Correlated Electrons · Physics 2025-12-16 Abhishek Karna , Hansen S. Wu , Shailesh Chandrasekharan , Ribhu K. Kaul

This article introduces a novel framework for developing quantum algorithms for the Lattice Boltzmann Method (LBM) applied to the advection-diffusion equation. We formulate the collision-streaming evolution of the LBM as a compact…

Mathematical Physics · Physics 2026-02-11 Yuan He , Yuan Yu , Yue Yu

Quantum field theories underlie all of our understanding of the fundamental forces of nature. The are relatively few first principles approaches to the study of quantum field theories [such as quantum chromodynamics (QCD) relevant to the…

High Energy Physics - Lattice · Physics 2010-03-04 F. D. R. Bonnet , Derek B. Leinweber , Anthony G. Williams

The multilevel Monte Carlo (MLMC) method is highly efficient for estimating expectations of a functional of a solution to a stochastic differential equation (SDE). However, MLMC estimators may be unstable and have a poor (noncanonical)…

Computational Finance · Quantitative Finance 2024-05-07 Christian Bayer , Chiheb Ben Hammouda , Raul Tempone

Quantum Monte Carlo (QMC) techniques are used to calculate the one-body density matrix and excitation energies for the valence electrons of bulk silicon. The one-body density matrix and energies are obtained from a Slater-Jastrow wave…

Condensed Matter · Physics 2009-10-31 P. R. C. Kent , Randolph Q. Hood , M. D. Towler , R. J. Needs , G. Rajagopal

The Quantum Lattice Boltzmann Method (QLBM) has emerged as one of the most promising quantum computing approaches for the numerical simulation of problems in computational fluid dynamics (CFD). The dynamics is formulated in terms of…

The sampling of the configuration space in diffusion Monte Carlo (DMC) is done using walkers moving randomly. In a previous work on the Hubbard model [\href{https://doi.org/10.1103/PhysRevB.60.2299}{Assaraf et al.~Phys.~Rev.~B \textbf{60},…

Strongly Correlated Electrons · Physics 2023-01-19 Roland Assaraf , Emmanuel Giner , Vijay Gopal Chilkuri , Pierre-François Loos , Anthony Scemama , Michel Caffarel

Existing multilevel quasi-Monte Carlo (MLQMC) methods often rely on multiple independent randomizations of a low-discrepancy (LD) sequence to estimate statistical errors on each level. While this approach is standard, it can be less…

High-dimensional multimodal sampling problems from lattice field theory (LFT) have become important benchmarks for machine learning assisted sampling methods. We show that GPU-accelerated particle methods, Sequential Monte Carlo (SMC) and…

Machine Learning · Statistics 2025-11-20 David Yallup

A unique feature of the hybrid quantum Monte Carlo (HQMC) method is the potential to simulate negative sign free lattice fermion models with subcubic scaling in system size. Here we will revisit the algorithm for various models. We will…

Strongly Correlated Electrons · Physics 2018-03-09 Stefan Beyl , Florian Goth , Fakher F. Assaad

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 use the diffusion quantum Monte Carlo (DMC) method to calculate the ground state phase diagram of solid molecular hydrogen and examine the stability of the most important insulating phases relative to metallic crystalline molecular…

Materials Science · Physics 2015-06-16 S. Azadi , W. M. C. Foulkes , T. D. Kuehne

Employing a classical density-functional description of liquid environments, we introduce a rigorous method for the diffusion quantum Monte Carlo calculation of free energies and thermodynamic averages of solvated systems that requires…

We investigate the performance of the hybrid Monte Carlo algorithm, the standard algorithm used for lattice QCD simulations involving fermions, in updating non-trivial global topological structures. We find that the hybrid Monte Carlo…

High Energy Physics - Lattice · Physics 2016-08-15 B. Allés , G. Boyd , M. D'Elia , A. Di Giacomo , E. Vicari

In this work we investigate replacing standard quadrature techniques used in deterministic linear solvers with a fixed-seed Quasi-Monte Carlo calculation to obtain more accurate and efficient solutions to the neutron transport equation…

Computational Physics · Physics 2022-09-07 Sam Pasmann , Ilham Variansyah , C. T. Kelley , Ryan McClarren

Boson lattices are theoretically well described by the Hubbard model. The basic model and its variants can be effectively simulated using Monte Carlo techniques. We describe two newly developed approaches, the Stochastic Series Expansion…

Statistical Mechanics · Physics 2009-11-11 Vesa Apaja , Olav F. Syljuasen

Hamiltonian Monte Carlo (HMC) is an efficient method of simulating smooth distributions and has motivated the widely used No-U-turn Sampler (NUTS) and software Stan. We build on NUTS and the technique of "unbiased sampling" to design HMC…

Computation · Statistics 2022-12-26 George M. Leigh , Amanda R. Northrop

Obtaining accurate solutions to the Schr\"odinger equation is the key challenge in computational quantum chemistry. Deep-learning-based Variational Monte Carlo (DL-VMC) has recently outperformed conventional approaches in terms of accuracy,…

Chemical Physics · Physics 2023-07-19 Michael Scherbela , Leon Gerard , Philipp Grohs