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Coulomb collisions in particle simulations for weakly coupled plasmas are modeled by the Landau-Fokker-Planck equation, which is typically solved by Monte-Carlo (MC) methods. One of the main disadvantages of MC is the timestep accuracy…

Computational Physics · Physics 2025-01-03 G. Chen , A. J. Stanier , L. Chacón , S. E. Anderson , B. Philip

We have studied the Hubbard model with bond-charge interaction on a triangular lattice for a half-filled band. At the point of particle-hole symmetry the model could be analyzed in detail in two opposite regimes of the parameter space.…

Strongly Correlated Electrons · Physics 2009-10-31 Bibhas Bhattacharyya , Shreekantha Sil

Our previously developed Constrained-Pairing Mean-Field Theory (CPMFT) is shown to map onto an Unrestricted Hartree-Fock (UHF) type method if one imposes a corresponding pair constraint to the correlation problem that forces occupation…

Strongly Correlated Electrons · Physics 2015-05-19 Takashi Tsuchimochi , Thomas M. Henderson , Gustavo E. Scuseria , Andreas Savin

We study the feature-scaled version of the Monte Carlo algorithm with linear function approximation. This algorithm converges to a scale-invariant solution, which is not unduly affected by states having feature vectors with large norms. The…

Machine Learning · Computer Science 2022-05-31 Rahul Madhavan , Hemanta Makwana

Hamiltonian Monte Carlo and underdamped Langevin Monte Carlo are state-of-the-art methods for taking samples from high-dimensional distributions with a differentiable density function. To generate samples, they numerically integrate…

Computation · Statistics 2025-05-20 Jakob Robnik , Reuben Cohn-Gordon , Uroš Seljak

We derive non-asymptotic quantitative bounds for convergence to equilibrium of the exact preconditioned Hamiltonian Monte Carlo algorithm (pHMC) on a Hilbert space. As a consequence, explicit and dimension-free bounds for pHMC applied to…

Probability · Mathematics 2021-02-26 Nawaf Bou-Rabee , Andreas Eberle

Ab initio quantum Monte Carlo (QMC) is a stochastic approach for solving the many-body Schr\"odinger equation without resorting to one-body approximations. QMC algorithms are readily parallelizable via ensembles of $N_w$ walkers, making…

Chemical Physics · Physics 2025-08-19 Kousuke Nakano , Sandro Sorella , Michele Casula

In this paper, we present a generalisation of the Multilevel Monte Carlo (MLMC) method to a setting where the level parameter is a continuous variable. This Continuous Level Monte Carlo (CLMC) estimator provides a natural framework in PDE…

Numerical Analysis · Mathematics 2018-02-22 Gianluca Detommaso , Tim Dodwell , Rob Scheichl

We have simulated the three-dimensional Heisenberg model on simple cubic lattices, using the single-cluster Monte Carlo update algorithm. The expected pronounced reduction of critical slowing down at the phase transition is verified. This…

High Energy Physics - Lattice · Physics 2009-10-22 Christian Holm , Wolfhard Janke

We extend Quantum Computing Quantum Monte Carlo (QCQMC) beyond ground-state energy estimation by systematically constructing the quantum circuits used for state preparation. Replacing the original Variational Quantum Eigensolver (VQE)…

The effect of Coulomb correlations in the half-filled Hubbard model of the honeycomb lattice is studied within the dynamical cluster approximation (DCA) combined with exact diagonalization (ED) and continuous-time quantum Monte Carlo (QMC).…

Strongly Correlated Electrons · Physics 2015-06-15 Ansgar Liebsch , Wei Wu

We examine Gaussian-basis Monte Carlo method (GBMC) introduced by Corney and Drummond. This method is based on an expansion of the density-matrix operator rho by means of the coherent Gaussian-type operator basis Lambda and does not suffer…

Strongly Correlated Electrons · Physics 2007-08-29 Takeshi Aimi , Masatoshi Imada

In this project we initiate an investigation of the applicability of Quasi-Monte Carlo methods to lattice field theories in order to improve the asymptotic error behavior of observables for such theories. In most cases the error of an…

High Energy Physics - Lattice · Physics 2015-06-12 K. Jansen , H. Leovey , A. Nube , A. Griewank , M. Mueller-Preussker

We investigate the properties of the Hybrid Monte-Carlo algorithm (HMC) in high dimensions. HMC develops a Markov chain reversible w.r.t. a given target distribution $\Pi$ by using separable Hamiltonian dynamics with potential $-\log\Pi$.…

We investigate a Hamiltonian lattice version of the two-dimensional Wess-Zumino model by Quantum Monte Carlo simulations. In order to study the pattern of supersymmetry breaking, we measure the ground state energy and the correlation length…

High Energy Physics - Lattice · Physics 2009-11-07 Matteo Beccaria , Massimo Campostrini , Alessandra Feo

High-quality random samples of quantum states are needed for a variety of tasks in quantum information and quantum computation. Searching the high-dimensional quantum state space for a global maximum of an objective function with many local…

Quantum Physics · Physics 2015-04-28 Yi-Lin Seah , Jiangwei Shang , Hui Khoon Ng , David John Nott , Berthold-Georg Englert

In simple ferromagnetic quantum Ising models characterized by an effective double-well energy landscape the characteristic tunneling time of path-integral Monte Carlo (PIMC) simulations has been shown to scale as the incoherent…

Statistical Mechanics · Physics 2018-03-13 E. M. Inack , G. Giudici , T. Parolini , G. Santoro , S. Pilati

We employ constrained path Auxiliary Field Quantum Monte Carlo (AFQMC) in the pursuit of studying physical nuclear systems using a lattice formalism. Since AFQMC has been widely used in the study of condensed-matter systems such as the…

Nuclear Theory · Physics 2024-07-16 Ryan Curry , Jayani Dissanayake , Stefano Gandolfi , Alexandros Gezerlis

This study presents a comparative analysis of Monte Carlo (MC) and quasi-Monte Carlo (QMC) methods in the context of derivative pricing, emphasizing convergence rates and the curse of dimensionality. After a concise overview of traditional…

Pricing of Securities · Quantitative Finance 2025-02-26 Giacomo Case

We present a symmetry-adapted extension of sample-based quantum diagonalization (SQD) that rigorously embeds space-group symmetry into the many-body subspace sampled by quantum hardware. The method is benchmarked on the two-leg ladder…

Quantum Physics · Physics 2025-05-05 Kosuke Nogaki , Steffen Backes , Tomonori Shirakawa , Seiji Yunoki , Ryotaro Arita