Related papers: The directed-loop algorithm
High-energy physics simulations traditionally rely on classical Monte Carlo methods to model complex particle interactions, often incurring significant computational costs. In this paper, we introduce a novel quantum-enhanced simulation…
We propose a new class of structured methods for Monte Carlo (MC) sampling, called DPPMC, designed for high-dimensional nonisotropic distributions where samples are correlated to reduce the variance of the estimator via determinantal point…
Monte Carlo is a versatile and frequently used tool in statistical physics and beyond. Correspondingly, the number of algorithms and variants reported in the literature is vast, and an overview is not easy to achieve. In this pedagogical…
Loop quantum cosmological methods are extended to homogeneous models in diagonalized form. It is shown that the diagonalization leads to a simplification of the volume operator such that its spectrum can be determined explicitly. This…
A method is presented to solve a stochastic, nonlinear optimal control problem representative of spacecraft trajectory design under uncertainty. The problem is reformulated as a chance constrained nonlinear program, or what is known as a…
We develop a diagrammatic Monte Carlo method for the real-time dynamics of dissipative quantum impurity models. These are small open quantum systems with interaction and local Markovian dissipation, coupled to a large quantum bath. Our…
The Direct Simulation Monte Carlo (DSMC) method is widely employed for simulating rarefied nonequilibrium gas flows. With advances in aerospace engineering and micro/nano-scale technologies, gas flows exhibit the coexistence of rarefied and…
Many problems in machine learning can be formulated as solving entropy-regularized optimal transport on the space of probability measures. The canonical approach involves the Sinkhorn iterates, renowned for their rich mathematical…
Inhomogeneous quantum cosmology is modeled as a dynamical system of discrete patches, whose interacting many-body equations can be mapped to a non-linear minisuperspace equation by methods analogous to Bose-Einstein condensation.…
We show that the common local Monte Carlo rules used to simulate the motion of driven flux lines in disordered media cannot capture the interplay between elasticity and disorder which lies at the heart of these systems. We therefore discuss…
Monte Carlo particle transport codes are well established on classical hardware and are considered as the reference tool for nuclear applications. In a growing number of domains, the design of algorithms is progressively shifting towards…
Sequential Monte Carlo Samplers are a class of stochastic algorithms for Monte Carlo integral estimation w.r.t. probability distributions, which combine elements of Markov chain Monte Carlo methods and importance sampling/resampling…
We propose directed time series regression, a new approach to estimating parameters of time-series models for use in certainty equivalent model predictive control. The approach combines merits of least squares regression and empirical…
A new Markov Chain Monte Carlo method for simulating the dynamics of molecular systems characterized by hard-core interactions is introduced. In contrast to traditional Kinetic Monte Carlo approaches, where the state of the system is…
We present a detailed discussion of our novel diagrammatic coupled cluster Monte Carlo (diagCCMC) [Scott et al. J. Phys. Chem. Lett. 2019, 10, 925]. The diagCCMC algorithm performs an imaginary-time propagation of the similarity-transformed…
The recently introduced non-iterative imaging method entitled \enquote{direct sampling method} (DSM) is known to be fast, robust, and effective for inverse scattering problems in the multi-static configuration but fails when applied to the…
Advanced algorithms are necessary to obtain faster-than-real-time dynamic simulations in a number of different physical problems that are characterized by widely disparate time scales. Recent advanced dynamic Monte Carlo algorithms that…
The Monte Carlo wave function method or the quantum trajectory/jump approach is a powerful tool to study dissipative dynamics governed by the Markovian master equation, in particular for high-dimensional systems and when it is difficult to…
The discovery of equations with knowledge of the process origin is a tempting prospect. However, most equation discovery tools rely on gradient methods, which offer limited control over parameters. An alternative approach is the…
The emergence of variational quantum applications has led to the development of automatic differentiation techniques in quantum computing. Recently, Zhu et al. (PLDI 2020) have formulated differentiable quantum programming with bounded…