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We propose a Monte Carlo algorithm designed to simulate quantum as well as classical systems at equilibrium, bridging the algorithmic gap between quantum and classical thermal simulation algorithms. The method is based on a novel…

Statistical Mechanics · Physics 2017-12-27 Tameem Albash , Gene Wagenbreth , Itay Hen

We generalized the recently introduced new impurity solver based on the diagrammatic expansion around the atomic limit and Quantum Monte Carlo summation of the diagrams. We present generalization to the cluster of impurities, which is at…

Strongly Correlated Electrons · Physics 2009-11-11 Kristjan Haule

In this paper, we consider the implementation of multi-level Monte Carlo method to a stochastic optimal control problem with log-normal coefficients and its surrogate model problem. From the perspective of two optimization problems, i.e.,…

Optimization and Control · Mathematics 2016-01-19 Qi Sun , Ju Ming

We present a real-time quantum Monte Carlo algorithm that simulates the dynamics of open quantum systems by stochastically compressing and evolving the density matrix under both Markovian and non-Markovian master equations. Our algorithm…

Quantum Physics · Physics 2025-09-11 Tong Shen , Daniel A. Lidar

Quantum systems can be used as probes in the context of metrology for enhanced parameter estimation. In particular, the delicacy of critical systems to perturbations can make them ideal sensors. Arguably the simplest realistic probe system…

Quantum Physics · Physics 2024-07-04 George Mihailescu , Abolfazl Bayat , Steve Campbell , Andrew K. Mitchell

We present a new Monte Carlo algorithm for simulating quantum spin systems which is able to suppress the negative sign problem. This algorithm has only a linear complexity in the lattice size used for the simulation. A general description…

High Energy Physics - Lattice · Physics 2007-05-23 A. Galli

The construction of good effective models is an essential part of understanding and simulating complex systems in many areas of science. It is a particular challenge for correlated many body quantum systems displaying emergent physics. We…

Strongly Correlated Electrons · Physics 2020-07-01 Jonas B. Rigo , Andrew K. Mitchell

We introduce a Diagrammatic Monte Carlo (DiagMC) approach to angular momentum properties of quantum many-particle systems possessing a macroscopic number of degrees of freedom. The treatment is based on a diagrammatic expansion that merges…

Quantum Gases · Physics 2018-10-24 G. Bighin , T. V. Tscherbul , M. Lemeshko

In the framework of uncertainty quantification, we consider a quantity of interest which depends non-smoothly on the high-dimensional parameter representing the uncertainty. We show that, in this situation, the multilevel Monte Carlo…

Numerical Analysis · Mathematics 2017-06-27 Laura Scarabosio

It is commonly believed that in quantum Monte Carlo approaches to fermionic many- body problems, the infamous sign problem generically implies prohibitively large computational times for obtaining thermodynamic-limit quantities. We point…

Strongly Correlated Electrons · Physics 2017-06-13 R. Rossi , N. Prokof'ev , B. Svistunov , K. Van Houcke , F. Werner

We present a multilevel Monte Carlo simulation method for analysing multi-scale physical systems via a hierarchy of coarse-grained representations, to obtain numerically-exact results, at the most detailed level. We apply the method to a…

Statistical Mechanics · Physics 2022-10-04 Paul B. Rohrbach , Hideki Kobayashi , Robert Scheichl , Nigel B. Wilding , Robert L. Jack

When one tries to simulate quantum spin systems by the Monte Carlo method, often the 'minus-sign problem' is encountered. In such a case, an application of probabilistic methods is not possible. In this paper the method has been proposed…

Statistical Mechanics · Physics 2009-11-11 Jacek Wojtkiewicz

An acceleration of continuous time quantum Monte Carlo (CTQMC) methods is a potentially interesting branch of work as they are matchless as impurity solvers of a density functional theory in combination with a dynamical mean field theory…

Strongly Correlated Electrons · Physics 2019-08-07 Taegeun Song , Hunpyo Lee

Monte Carlo calculations in the framework of lattice field theory provide non-perturbative access to the equilibrium physics of quantum fields. When applied to certain fermionic systems, or to the calculation of out-of-equilibrium physics,…

High Energy Physics - Lattice · Physics 2020-06-23 Scott Lawrence

Multilevel sampling methods, such as multilevel and multifidelity Monte Carlo, multilevel stochastic collocation, or delayed acceptance Markov chain Monte Carlo, have become standard uncertainty quantification (UQ) tools for a wide class of…

Numerical Analysis · Mathematics 2025-10-01 Josef Martínek , Erin Carson , Robert Scheichl

This article provides an introduction to the ideas behind the multilevel blocking (MLB) approach to the fermion sign problem in path-integral Monte Carlo simulations, and also gives a detailed discussion of MLB results for quantum dots. MLB…

Strongly Correlated Electrons · Physics 2016-11-23 R. Egger , C. H. Mak

Many problems require to approximate an expected value by some kind of Monte Carlo (MC) sampling, e.g. molecular dynamics (MD) or simulation of stochastic reaction models (also termed kinetic Monte Carlo (kMC)). Often, we are furthermore…

Numerical Analysis · Mathematics 2019-02-18 Sandra Döpking , Sebastian Matera

A quantum world-line Monte Carlo method for high-symmetrical quantum models is proposed. Firstly, based on a representation of a partition function using the Matsubara formula, the principle of quantum world-line Monte Carlo methods is…

Statistical Mechanics · Physics 2013-05-29 Kenji Harada

We introduce the concept of directed loops in stochastic series expansion and path integral quantum Monte Carlo methods. Using the detailed balance rules for directed loops, we show that it is possible to smoothly connect generally…

Strongly Correlated Electrons · Physics 2009-11-07 Olav F. Syljuasen , Anders W. Sandvik

We present a quantum Monte Carlo method capable of sampling the full density matrix of a many-particle system at finite temperature. This allows arbitrary reduced density matrix elements and expectation values of complicated non-local…

Computational Physics · Physics 2015-06-15 N. S. Blunt , T. W. Rogers , J. S. Spencer , W. M. C. Foulkes