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We give a brief discussion of the recently developed Constrained-Path Monte Carlo Method. This method is a quantum Monte Carlo technique that eliminates the fermion sign problem plaguing simulations of systems of interacting electrons. The…

Strongly Correlated Electrons · Physics 2009-10-31 J. E. Gubernatis , M. Guerrero

In this paper we discuss the possibility of using multilevel Monte Carlo (MLMC) methods for weak approximation schemes. It turns out that by means of a simple coupling between consecutive time discretisation levels, one can achieve the same…

Computational Finance · Quantitative Finance 2014-10-07 Denis Belomestny , Tigran Nagapetyan

Emerging quantum processors provide an opportunity to explore new approaches for solving traditional problems in the post Moore's law supercomputing era. However, the limited number of qubits makes it infeasible to tackle massive real-world…

We propose a multi-level method to increase the accuracy of machine learning algorithms for approximating observables in scientific computing, particularly those that arise in systems modeled by differential equations. The algorithm relies…

Numerical Analysis · Mathematics 2020-07-06 Kjetil O. Lye , Siddhartha Mishra , Roberto Molinaro

We introduce a quantum Monte Carlo technique to calculate exactly at finite temperatures the Green function of a fermionic quantum impurity coupled to a bosonic field. While the algorithm is general, we focus on the single impurity Anderson…

Mesoscale and Nanoscale Physics · Physics 2009-11-11 Liliana Arrachea , Marcelo J. Rozenberg

Due to the intrinsic complexity of the quantum many-body problem, quantum Monte Carlo algorithms and their corresponding Monte Carlo configurations can be defined in various ways. Configurations corresponding to few Feynman diagrams often…

Strongly Correlated Electrons · Physics 2019-04-30 Alexander Kowalski , Andreas Hausoel , Markus Wallerberger , Patrik Gunacker , Giorgio Sangiovanni

This work addresses uncertainty quantification of electromagnetic devices determined by the eddy current problem. The multilevel Monte Carlo (MLMC) method is used for the treatment of uncertain parameters while the devices are discretized…

Computational Engineering, Finance, and Science · Computer Science 2020-03-24 Armin Galetzka , Zeger Bontinck , Ulrich Römer , Sebastian Schöps

Many-electron problems pose some of the greatest challenges in computational science, with important applications across many fields of modern science. Fermionic quantum Monte Carlo (QMC) methods are among the most powerful approaches to…

We consider the problem of estimating the expected outcomes of Monte Carlo processes whose outputs are described by multidimensional random variables. We tightly characterize the quantum query complexity of this problem for various choices…

Quantum Physics · Physics 2021-07-09 Arjan Cornelissen , Sofiene Jerbi

We present a numerically exact steady-state inchworm Monte Carlo method for nonequilibrium quantum impurity models. Rather than propagating an initial state to long times, the method is directly formulated in the steady-state. This…

Strongly Correlated Electrons · Physics 2023-05-17 André Erpenbeck , Emanuel Gull , Guy Cohen

Quantum Monte Carlo simulations provide one of the more powerful and versatile numerical approaches to condensed matter systems. However, their application to frustrated quantum spin models, in all relevant temperature regimes, is hamstrung…

Strongly Correlated Electrons · Physics 2017-07-20 Stefan Wessel , B. Normand , Frédéric Mila , Andreas Honecker

We introduce a Monte Carlo scheme for sampling bold-line diagrammatic series specifying an unknown function in terms of itself. The range of convergence of this bold(-line) diagrammatic Monte Carlo (BMC) is significantly broader than that…

Statistical Mechanics · Physics 2009-11-13 Nikolay Prokof'ev , Boris Svistunov

Sign problem in quantum Monte Carlo (QMC) simulation appears to be an extremely hard yet interesting problem. In this article, we present a pedagogical overview on the origin of the sign problem in various quantum Monte Carlo simulation…

Strongly Correlated Electrons · Physics 2023-10-27 Gaopei Pan , Zi Yang Meng

A recent reformulation [1] of the problem of Coulomb gases in the presence of a dynamical dielectric medium showed that finite temperature simulations of such systems can be accomplished on the basis of completely local Hamiltonians on a…

Soft Condensed Matter · Physics 2009-11-11 A. Duncan , R. D. Sedgewick

We present a new, for plasma physics, highly efficient multilevel Monte Carlo numerical method for simulating Coulomb collisions. The method separates and optimally minimizes the finite-timestep and finite-sampling errors inherent in the…

Plasma Physics · Physics 2015-08-12 M. S. Rosin , L. F. Ricketson , A. M. Dimits , R. E. Caflisch , B. I. Cohen

We discuss finite temperature quantum Monte Carlo methods in the framework of the interacting nuclear shell model. The methods are based on a representation of the imaginary-time many-body propagator as a superposition of one-body…

Nuclear Theory · Physics 2009-11-06 Y. Alhassid

A quantum Monte Carlo method with non-local update scheme is presented. The method is based on a path-integral decomposition and a worm operator which is local in imaginary time. It generates states with a fixed number of particles and…

Statistical Mechanics · Physics 2009-11-11 Kris Van Houcke , Stefan Rombouts , Lode Pollet

We develop a continuous-time quantum Monte Carlo (CTQMC) method for quantum impurities coupled to interacting quantum wires described by a Tomonaga-Luttinger liquid. The method is negative-sign free for any values of the Tomonaga-Luttinger…

Strongly Correlated Electrons · Physics 2015-06-19 K. Hattori , A. Rosch

Quasi-Monte Carlo methods have become the industry standard in computer graphics. For that purpose, efficient algorithms for low discrepancy sequences are discussed. In addition, numerical pitfalls encountered in practice are revealed. We…

Graphics · Computer Science 2023-07-31 Alexander Keller , Carsten Wächter , Nikolaus Binder

Strongly correlated quantum impurity problems appear in a wide variety of contexts ranging from nanoscience and surface physics to material science and the theory of strongly correlated lattice models, where they appear as auxiliary systems…

Strongly Correlated Electrons · Physics 2013-02-19 Hartmut Hafermann , Philipp Werner , Emanuel Gull
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