Related papers: Green Function Monte Carlo with Stochastic Reconfi…
A classical Monte Carlo algorithm based on the quasi-classical approximation is applied to the pseudospin Hamiltonian of the model cuprate. The model takes into account both local and non-local correlations, Heisenberg spin-exchange…
This paper addresses the complexity reduction of stochastic homogenisation of a class of random materials for a stationary diffusion equation. A cost-efficient approximation of the correctors is built using a method designed to exploit…
Quantum Monte Carlo is one of the most powerful numerical tools for studying nonpeturbative properties of quantum many-body systems. However, its application to real-time problems is limited since the complex and highly-oscillating…
We offer a new proposal for the Monte Carlo treatment of many-fermion systems in continuous space. It is based upon Diffusion Monte Carlo with significant modifications: correlated pairs of random walkers that carry opposite signs;…
Lattice field theory with the $\theta$ term suffers from the sign problem. The sign problem appears as flattening of the free energy. As an alternative to the conventional method, the Fourier transform method (FTM), we apply the maximum…
We use the technique of information relaxation to develop a duality-driven iterative approach to obtaining and improving confidence interval estimates for the true value of finite-horizon stochastic dynamic programming problems. We show…
A nonperturbative method to obtain on- and off-site one-particle Green's function is introduced and applied to noninteracting Hubbard model with next nearest neighbor hopping and interacting Hubbard model in large dimensions, for example.…
We present a quantum Monte-Carlo algorithm for computing the perturbative expansion in power of the coupling constant $U$ of the out-of-equilibrium Green's functions of interacting Hamiltonians of fermions. The algorithm extends the one…
We suggest an approach for simulating theories with a sign problem that relies on optimisation of complex integration contours that are not restricted to lie along Lefschetz thimbles. To that end we consider the toy model of a…
We assess numerical stabilization methods employed in fermion many-body quantum Monte Carlo simulations. In particular, we empirically compare various matrix decomposition and inversion schemes to gain control over numerical instabilities…
Hamiltonian Monte Carlo is a widely used algorithm for sampling from posterior distributions of complex Bayesian models. It can efficiently explore high-dimensional parameter spaces guided by simulated Hamiltonian flows. However, the…
A numerical explicit method to evaluates transient solutions of linear partial differential non-homogeneous equation with constant coefficients is proposed.
We introduce a new Monte Carlo method for pure gauge theories. It is not intended for use with dynamical fermions. It belongs to the class of Local Hybrid Monte Carlo (LHMC) algorithms, which make use of the locality of the action by…
In this paper we explore new ways to study the zero temperature limit of quantum statistical mechanics using Quantum Monte Carlo simulations. We develop a Quantum Monte Carlo method in which one fixes the ground state energy as a parameter.…
A precise dynamical characterization of quantum impurity models with multiple interacting orbitals is challenging. In quantum Monte Carlo methods, this is embodied by sign problems. A dynamical sign problem makes it exponentially difficult…
Markov chain Monte Carlo methods are a powerful tool for sampling equilibrium configurations in complex systems. One problem these methods often face is slow convergence over large energy barriers. In this work, we propose a novel method…
A diffusion Monte Carlo algorithm is introduced that can determine the correct nodal structure of the wave function of a few-fermion system and its ground-state energy without an uncontrolled bias. This is achieved by confining signed…
We introduce a stacking version of the Monte Carlo algorithm in the context of option pricing. Introduced recently for aeronautic computations, this simple technique, in the spirit of current machine learning ideas, learns control variates…
The sign problem is a notorious problem, which occurs in Monte Carlo simulations of a system with the partition function whose integrand is not real positive. The basic idea of the factorization method applied on such a system is to control…
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…