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The Diffusion Monte Carlo method is devoted to the computation of electronic ground-state energies of molecules. In this paper, we focus on implementations of this method which consist in exploring the configuration space with a {\bf fixed}…

Numerical Analysis · Mathematics 2007-05-23 Tony Lelievre , Mohamed El Makrini , Benjamin Jourdain

Algorithms to determine transition probabilities in Monte Carlo simulations are tested using a system of classical particles with effective interactions which reproduce Bose-Einstein statistics. The system is appropriate for testing…

Statistical Mechanics · Physics 2021-01-11 Marisel Di Pietro Martínez , Martín Giuliano , Miguel Hoyuelos

We analyze a new Monte Carlo method which uses transition matrix in the space of energy. This method gives an efficient reweighting technique. The associated artificial dynamics is a constrained random walk in energy, producing the result…

Statistical Mechanics · Physics 2009-10-31 Jian-Sheng Wang

This paper introduces quantum computing methods for Monte Carlo simulations in power systems which are expected to be exponentially faster than their classical computing counterparts. Monte Carlo simulations is a fundamental method, widely…

Quantum Physics · Physics 2023-10-02 Emilie Jong , Brynjar Sævarsson , Hjörtur Jóhannsson , Spyros Chatzivasileiadis

A new method of extracting the low-lying energy spectrum from Monte Carlo estimates of Euclidean-space correlation functions which incorporates Bayesian inference is described and tested. The procedure fully exploits the information present…

High Energy Physics - Lattice · Physics 2009-11-07 Colin Morningstar

Path integral Monte Carlo with Green's function analysis allows the sampling of quantum mechanical properties of molecules at finite temperature. While a high-precision computation of the energy of the Born-Oppenheimer surface from path…

Quantum Physics · Physics 2007-05-23 Daejin Shin , Ming-Chak Ho , J. Shumway

By leveraging the natural geometry of a smooth probabilistic system, Hamiltonian Monte Carlo yields computationally efficient Markov Chain Monte Carlo estimation. At least provided that the algorithm is sufficiently well-tuned. In this…

Methodology · Statistics 2016-01-05 Michael Betancourt

We provide theoretical convergence bounds for the variational Monte Carlo (VMC) method as applied to optimize neural network wave functions for the electronic structure problem. We study both the energy minimization phase and the supervised…

Machine Learning · Computer Science 2025-03-07 Nilin Abrahamsen , Zhiyan Ding , Gil Goldshlager , Lin Lin

Besides the well-known effect of autocorrelations in time series of Monte Carlo simulation data resulting from the underlying Markov process, using the same data pool for computing various estimates entails additional cross correlations.…

Statistical Mechanics · Physics 2014-11-20 Martin Weigel , Wolfhard Janke

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

New machine learning based algorithms have been developed and tested for Monte Carlo integration based on generative Boosted Decision Trees and Deep Neural Networks. Both of these algorithms exhibit substantial improvements compared to…

High Energy Physics - Phenomenology · Physics 2017-07-04 Joshua Bendavid

Estimating the eigenvalue or energy gap of a Hamiltonian H is vital for studying quantum many-body systems. Particularly, many of the problems in quantum chemistry, condensed matter physics, and nuclear physics investigate the energy gap…

Quantum Physics · Physics 2023-05-22 Yongdan Yang , Ying Li , Xiaosi Xu , Xiao Yuan

The increasing frequency of extreme weather events poses significant risks to power distribution systems, leading to widespread outages and severe economic and social consequences. This paper presents a novel simulation framework for…

Systems and Control · Electrical Eng. & Systems 2025-02-13 Xuesong Wang , Shuo Yuan , Sharaf K. Magableh , Oraib Dawaghreh , Caisheng Wang , Le Yi Wang

We give a hybrid two stage design which can be useful to estimate the reliability of a parallel-series and/or by duality a series-parallel system, when the component reliabilities are unknown as well as the total numbers of units allowed to…

Applications · Statistics 2012-12-27 Zohra Benkamra , Mekki Terbeche , Mounir Tlemcani

This paper studies the multilevel Monte-Carlo estimator for the expectation of a maximum of conditional expectations. This problem arises naturally when considering many stress tests and appears in the calculation of the interest rate…

Computational Finance · Quantitative Finance 2021-04-14 Aurélien Alfonsi , Adel Cherchali , Jose Arturo Infante Acevedo

This paper shows a simple implementation of the Histogram Method for extrapolations in Monte Carlo simulations, using the moments of the operators that define the energy, instead of their histogram. This implementation is suitable for…

Statistical Mechanics · Physics 2007-05-23 Gabriel Perez

A Monte Carlo fluence estimator has been designed to take advantage of the computational power of graphical processing units (GPUs). This new estimator, termed the volumetric-ray-casting estimator, is an extension of the expected-value…

Computational Physics · Physics 2018-09-26 Jeremy E. Sweezy

We present a high-performance budgeted multi-level Monte Carlo method for estimates on the entire spatial domain of multi-PDE problems with random input data. The method is designed to operate optimally within memory and CPU-time…

Numerical Analysis · Mathematics 2025-06-10 Niklas Baumgarten , Robert Kutri , Robert Scheichl

Owing to their favorable scaling with dimensionality, Monte Carlo (MC) methods have become the tool of choice for numerical integration across the quantitative sciences. Almost invariably, efficient MC integration schemes are strictly…

Statistical Mechanics · Physics 2010-01-29 Artur B. Adib

The transition to electric transportation demands efficient and cost-effective powertrains. Optimizing energy use is crucial for extending range and reducing expenses. However, comparing inverter and motor efficiency based on inverter…

Systems and Control · Electrical Eng. & Systems 2025-07-08 Christoph Sachs , Fabian Stamer , Jan Allgeier , Duleepa Thrimawithana , Martin Neuburger