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This work presents stochastic optimization methods targeted at least-squares problems involving Monte Carlo integration. While the most common approach to solving these problems is to apply stochastic gradient descent (SGD) or similar…

Optimization and Control · Mathematics 2018-04-27 Gustavo T. Pfeiffer , Yoichi Sato

We give an introduction to the calculation of path integrals on a lattice, with the quantum harmonic oscillator as an example. In addition to providing an explicit computational setup and corresponding pseudocode, we pay particular…

Computational Physics · Physics 2018-04-03 Marise J. E. Westbroek , Peter R. King , Dimitri D. Vvedensky , Stephan Durr

Monte Carlo integration is a powerful tool for scientific and statistical computation, but faces significant challenges when the integrand is a multi-modal distribution, even when the mode locations are known. This work introduces novel…

Methodology · Statistics 2025-03-11 Fei Ding , Shiyuan He , David E. Jones , Xiao-Li Meng

Quantum Monte Carlo simulations are powerful and versatile tools for the quantum many-body problem. In addition to the usual calculations of energies and eigenstate observables, quantum Monte Carlo simulations can in principle be used to…

Nuclear Theory · Physics 2023-12-29 Avik Sarkar , Dean Lee , Ulf-G. Meißner

We provide a new paradigm for quantum simulation that is based on path integration that allows quantum speedups to be observed for problems that are more naturally expressed using the path integral formalism rather than the conventional…

Quantum Physics · Physics 2024-10-15 Serene Shum , Nathan Wiebe

Standard gradient-based iteration algorithms for optimization, such as gradient descent and its various proximal-based extensions to nonsmooth problems, are known to converge slowly for ill-conditioned problems, sometimes requiring many…

Numerical Analysis · Mathematics 2026-03-24 G. H. M. Araújo , O. A. Krzysik , H. De Sterck

In dynamic Monte Carlo simulations, using for example the Metropolis dynamic, it is often required to simulate for long times and to simulate large systems. We present an overview of advanced algorithms to simulate for larger times and to…

Statistical Mechanics · Physics 2007-05-23 M. A. Novotny , Alice K. Kolakowska , G. Korniss

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

This paper proposes an efficient method for the simultaneous estimation of the state of a quantum system and the classical parameters that govern its evolution. This hybrid approach benefits from efficient numerical methods for the…

Quantum Physics · Physics 2017-11-08 Jason F Ralph , Simon Maskell , Kurt Jacobs

We introduce a Monte Carlo method, as a modification of existing cluster algorithms, which allows simulations directly on systems of infinite size, and for quantum models also at beta=infinity. All two-point functions can be obtained,…

Statistical Mechanics · Physics 2007-05-23 H. G. Evertz , W. von der Linden

Computing the ground-state properties of quantum many-body systems is a promising application of near-term quantum hardware with a potential impact in many fields. The conventional algorithm quantum phase estimation uses deep circuits and…

Quantum Physics · Physics 2023-02-14 Mingxia Huo , Ying Li

We explore to what extent path-integral quantum Monte Carlo methods can efficiently simulate the tunneling behavior of quantum adiabatic optimization algorithms. Specifically we look at symmetric cost functions defined over n bits with a…

Quantum Physics · Physics 2016-03-09 Lucas T. Brady , Wim van Dam

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

We address the possibility of performing numerical Monte Carlo simulations for the thermodynamics of quantum dissipative systems. Dissipation is considered within the Caldeira-Leggett formulation, which describes the system in the…

Statistical Mechanics · Physics 2007-05-23 Luca Capriotti , Alessandro Cuccoli , Andrea Fubini , Valerio Tognetti , Ruggero Vaia

First of all, this paper presents some improvements of DSMC method in the form of new schemes and approaches, that, for a wide class of problems, increase performance and reduce the demands on computer resources. The most important…

Fluid Dynamics · Physics 2012-01-16 Roman V. Maltsev

The basic problem in equilibrium statistical mechanics is to compute phase space average, in which Monte Carlo method plays a very important role. We begin with a review of nonlocal algorithms for Markov chain Monte Carlo simulation in…

Statistical Mechanics · Physics 2007-05-23 Jian-Sheng Wang

Monte Carlo methods play a central role in particle physics, where they are indispensable for simulating scattering processes, modeling detector responses, and performing multi-dimensional integrals. However, traditional Monte Carlo methods…

Quantum Physics · Physics 2025-10-14 Heechan Yi , Kayoung Ban , Myeonghun Park , Kyoungchul Kong

Quantum mechanics for many-body systems may be reduced to the evaluation of integrals in 3N dimensions using Monte-Carlo, providing the Quantum Monte Carlo ab initio methods. Here we limit ourselves to expectation values for trial…

Computational Physics · Physics 2010-11-22 John Robert Trail , Ryo Maezono

A simple and efficient method for quantum Monte Carlo simulation is presented, based on discretization of the action in the path integral, and a Gaussian averaging of the potential, which works well e.g. with the Coulomb potential.

Computational Physics · Physics 2007-05-23 Jan Myrheim

We propose here some new sampling algorithms for Path Sampling in the case when stochastic dynamics are used. In particular, we present a new proposal function for equilibrium sampling of paths with a Monte-Carlo dynamics (the so-called…

Statistical Mechanics · Physics 2009-11-11 Gabriel Stoltz