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We develop a pure Monte Carlo method to compute $E(g(X_T))$ where $g$ is a bounded and Lipschitz function and $X_t$ an Ito process. This approach extends a previously proposed method to the general multidimensional case with a SDE with…

Probability · Mathematics 2016-07-18 Mahamadou Doumbia , Nadia Oudjane , Xavier Warin

The paper proposes a Riemannian Manifold Hamiltonian Monte Carlo sampler to resolve the shortcomings of existing Monte Carlo algorithms when sampling from target densities that may be high dimensional and exhibit strong correlations. The…

Computation · Statistics 2019-12-18 Mark Girolami , Ben Calderhead , Siu A. Chin

With our recently proposed effective Hamiltonian via Monte Carlo, we are able to compute low energy physics of quantum systems. The advantage is that we can obtain not only the spectrum of ground and excited states, but also wave functions.…

High Energy Physics - Lattice · Physics 2015-06-25 Xiang-Qian Luo , C. Q. Huang , J. Q. Jiang , H. Jirari , H. Kroeger , K. Moriarty

We develop an algorithm for sampling from the unitary invariant random matrix ensembles. The algorithm is based on the representation of their eigenvalues as a determinantal point process whose kernel is given in terms of orthogonal…

Mathematical Physics · Physics 2014-04-02 Sheehan Olver , Raj Rao Nadakuditi , Thomas Trogdon

We present an algorithm for the computation of unbiased Green functions and self-energies for quantum lattice models, free from systematic errors and valid in the thermodynamic limit. The method combines direct lattice simulations using the…

Strongly Correlated Electrons · Physics 2015-10-28 D. Rost , N. Blümer

Metropolis Monte Carlo simulation is a powerful tool for studying the equilibrium properties of matter. In complex condensed-phase systems, however, it is difficult to design Monte Carlo moves with high acceptance probabilities that also…

Statistical Mechanics · Physics 2014-05-27 Jerome P. Nilmeier , Gavin E. Crooks , David D. L. Minh , John D. Chodera

Accurate numerical solution of the five-body Schrodinger equation is effected via variational Monte Carlo in a correlated quark model. The spectrum is assumed to exhibit a narrow resonance with strangeness S=+1. A fully antisymmetrized and…

Nuclear Theory · Physics 2014-11-18 Mark W. Paris

Recently the general form of a translation-covariant quantum Boltzmann equation has been derived which describes the dynamics of a tracer particle in a quantum gas. We develop a stochastic wave function algorithm that enables full…

Quantum Physics · Physics 2007-09-24 Heinz-Peter Breuer , Bassano Vacchini

We are interested in computing the expectation of a functional of a PDE solution under a Bayesian posterior distribution. Using Bayes' rule, we reduce the problem to estimating the ratio of two related prior expectations. For a model…

Numerical Analysis · Mathematics 2017-03-03 R. Scheichl , A. M. Stuart , A. L. Teckentrup

Recently, a diffusion Monte Carlo algorithm was applied to the study of spin dependent interactions in condensed matter. Following some of the ideas presented therein, and applied to a Hamiltonian containing a Rashba-like interaction, a…

Strongly Correlated Electrons · Physics 2015-05-27 Alberto Ambrosetti , Pier Luigi Silvestrelli , Flavio Toigo , Lubos Mitas , Francesco Pederiva

Monte Carlo methods are widely used importance sampling techniques for studying complex physical systems. Integrating these methods with deep learning has significantly improved efficiency and accuracy in high-dimensional problems and…

Disordered Systems and Neural Networks · Physics 2024-12-24 Yixiong Ren , Jianhui Zhou

We present a novel method for precise numerical solution of the irreducible two-body problem and apply it to excitons in solids. The approach is based on the Monte Carlo simulation of the two-body Green function specified by Feynman's…

Strongly Correlated Electrons · Physics 2009-11-07 E. A. Burovski , A. S. Mishchenko , N. V. Prokof'ev , B. V. Svistunov

We propose a quantum Monte Carlo scheme capable of extracting large-scale data of R\'enyi entanglement entropy (EE) with high precision and low technical barrier. Instead of directly computing the ratio of two partition functions within…

Strongly Correlated Electrons · Physics 2025-05-19 Zhe Wang , Zhiyan Wang , Yi-Ming Ding , Bin-Bin Mao , Zheng Yan

Monte Carlo simulations are performed for the S = 1/2 XY and ferro- and antiferromagnetic Heisenberg model in two dimensions using the loop algorithm. Thermodynamic properties of all these models are investigated in wide temperature range.…

Statistical Mechanics · Physics 2013-02-07 A. K. Murtazaev , M. A. Magomedov

Diffusion Monte Carlo (DMC) calculations typically yield highly accurate results in solid-state and quantum-chemical calculations. However, operators that do not commute with the Hamiltonian are at best sampled correctly up to second order…

Other Condensed Matter · Physics 2009-11-13 R. Gaudoin , J. M. Pitarke

A simple Monte Carlo procedure is described for simulating the multiple scattering and absorption of electrons with the incident energy in the range 1-50 keV moving through a slab of uniformly distributed material of given atomic number,…

Materials Science · Physics 2007-05-23 Nima Ghal-eh , Mohammad Farhad Rahimi , Mehrnoush Manouchehri

A simple technique is proposed for numerically determining equilibrium ion distribution functions belonging to free energies of the Poisson-Boltzmann type. The central idea is to perform a conventional Monte-Carlo simulation using the free…

Soft Condensed Matter · Physics 2009-10-31 Markus Deserno

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

We introduce a powerful Monte Carlo (MC) algorithm for the atomistic simulation of bulk models of oligo- and poly-thiophenes by redesigning MC moves originally developed for considerably simpler polymer structures and architectures, such as…

Soft Condensed Matter · Physics 2019-03-06 Flora D. Tsourtou , Stavros D. Peroukidis , Loukas D. Peristeras , Vlasis G. Mavrantzas

This paper proposes a Sequential Monte Carlo approach for the Bayesian estimation of mixed causal and noncausal models. Unlike previous Bayesian estimation methods developed for these models, Sequential Monte Carlo offers extensive…

Econometrics · Economics 2025-01-08 Gianluca Cubadda , Francesco Giancaterini , Stefano Grassi