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Diagrammatic Monte Carlo -- the technique for numerically exact summation of all Feynman diagrams to high orders -- offers a unique unbiased probe of continuous phase transitions. Being formulated directly in the thermodynamic limit, the…

Strongly Correlated Electrons · Physics 2022-09-07 Connor Lenihan , Aaram J. Kim , Fedor Šimkovic IV. , Evgeny Kozik

On the base of a Feynman-Kac--type formula involving Poisson stochastic processes, recently a Monte Carlo algorithm has been introduced, which describes exactly the real- or imaginary-time evolution of many-body lattice quantum systems. We…

Other Condensed Matter · Physics 2011-07-19 Massimo Ostilli , Carlo Presilla

In this paper, we present a very fast Monte Carlo scheme for additive processes: the computational time is of the same order of magnitude of standard algorithms for Brownian motions. We analyze in detail numerical error sources and propose…

Computational Finance · Quantitative Finance 2023-07-17 Michele Azzone , Roberto Baviera

We review the basic outline of the highly successful diffusion Monte Carlo technique commonly used in contexts ranging from electronic structure calculations to rare event simulation and data assimilation, and propose a new class of…

Numerical Analysis · Mathematics 2017-10-10 Lek-Heng Lim , Jonathan Weare

Models of fermions interacting with classical degrees of freedom are applied to a large variety of systems in condensed matter physics. For this class of models, Wei{\ss}e [Phys. Rev. Lett. {\bf 102}, 150604 (2009)] has recently proposed a…

Strongly Correlated Electrons · Physics 2015-06-15 Shixun Zhang , Shinichi Yamagiwa , Seiji Yunoki

This project investigates the applicability of quasi-Monte Carlo methods to Euclidean lattice systems in order to improve the asymptotic error scaling of observables for such theories. The error of an observable calculated by averaging over…

High Energy Physics - Lattice · Physics 2013-11-20 Andreas Ammon , Tobias Hartung , Karl Jansen , Hernan Leovey , Andreas Griewank , Micheal Müller-Preussker

In this paper we provide a detailed description of the inchworm Monte Carlo formalism for the exact study of real-time non-adiabatic dynamics. This method optimally recycles Monte Carlo information from earlier times to greatly suppress the…

Chemical Physics · Physics 2017-02-10 Hsing-Ta Chen , Guy Cohen , David R. Reichman

In this work, we discuss the implications of a recently obtained equilibrium fluctuation-dissipation relation on the extension of the available Monte Carlo methods based on the consideration of the Gibbs canonical ensemble to account for…

Statistical Mechanics · Physics 2013-07-31 L. Velazquez , S. Curilef

We introduce a Markov Chain Monte Carlo (MCMC) algorithm that dramatically accelerates the simulation of quantum many-body systems, a grand challenge in computational science. State-of-the-art methods for these problems are severely limited…

Strongly Correlated Electrons · Physics 2025-10-17 Deqian Kong , Shi Feng , Jianwen Xie , Ying Nian Wu

The theoretical analysis of the Adiabatic Quantum Computation protocol presents several challenges resulting from the difficulty of simulating, with classical resources, the unitary dynamics of a large quantum device. We present here a…

Quantum Physics · Physics 2024-03-11 Giuseppe Carleo , Bela Bauer , Matthias Troyer

We suggest and implement a new Monte Carlo strategy for correlated models involving fermions strongly coupled to classical degrees of freedom, with accurate handling of quenched disorder as well. Current methods iteratively diagonalise the…

Strongly Correlated Electrons · Physics 2007-05-23 Sanjeev Kumar , Pinaki Majumdar

Gaussian processes (GPs) are a highly flexible, nonparametric statistical model that are commonly used to fit nonlinear relationships or account for correlation between observations. However, the computational load of fitting a Gaussian…

Computation · Statistics 2023-10-30 Matthew J Heaton , Jacob A. Johnson

We present a technique that enables the evaluation of perturbative expansions based on one-loop-renormalized vertices up to large expansion orders. Specifically, we show how to compute large-order corrections to the random phase…

Strongly Correlated Electrons · Physics 2020-11-19 Fedor Šimkovic , Riccardo Rossi , Michel Ferrero

Quantum Monte Carlo and quantum simulation are both important tools for understanding quantum many-body systems. As a classical algorithm, quantum Monte Carlo suffers from the sign problem, preventing its application to most fermion systems…

Quantum Physics · Physics 2022-01-06 Yongdan Yang , Bing-Nan Lu , Ying Li

I will review the progress toward a finite baryon density algorithm in the canonical ensemble approach which entails particle number projection from the fermion determinant. These include an efficient Pad\'{e}-Z$_2$ stochastic estimator of…

High Energy Physics - Lattice · Physics 2007-05-23 Keh-Fei Liu

The Variational Monte Carlo method has recently seen important advances through the use of neural network quantum states. While more and more sophisticated ans\"atze have been designed to tackle a wide variety of quantum many-body problems,…

Nuclear Theory · Physics 2025-07-09 M. Drissi , J. W. T. Keeble , J. Rozalén Sarmiento , A. Rios

We have developed an efficient Monte Carlo algorithm, which accelerates slow Monte Carlo dynamics in quasi-one-dimensional Ising spin systems. The loop algorithm of the quantum Monte Carlo method is applied to the classical spin models with…

Statistical Mechanics · Physics 2009-11-13 Tota Nakamura

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 present a new quantum Monte Carlo algorithm suitable for generically complex problems, such as systems coupled to external magnetic fields or anyons in two spatial dimensions. We find that the choice of gauge plays a nontrivial role, and…

Condensed Matter · Physics 2009-10-22 Lizeng Zhang , Geoff Canright , Ted Barnes

Tailoring the performance of next-generation high entropy materials requires a deep understanding of the competition between entropy-driven random solid solution and enthalpy-driven chemical ordering. Investigating such order and disorder…

Materials Science · Physics 2026-03-24 Fanli Zhou , Hao Chen , Pengxiang Xu , Kai Yang , Zongrui Pei , Xianglin Liu