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We consider an alternative to the Monte Carlo method for dust continuous radiative transfer simulations: the Quasi-Monte Carlo method. We briefly discuss what it is, its history, and possible implementations. We compare the Monte Carlo…

Solar and Stellar Astrophysics · Physics 2024-06-25 S. G. Shulman

The validation, verification, and uncertainty quantification of computationally expensive theoretical models of quantum many-body systems require the construction of fast and accurate emulators. In this work, we develop emulators for…

We construct Monte Carlo methods for the $L^2$-approximation in Hilbert spaces of multivariate functions sampling no more than $n$ function values of the target function. Their errors catch up with the rate of convergence and the…

Numerical Analysis · Mathematics 2018-03-16 David Krieg

We describe a novel simulation method that eliminates the slowing-down problem in the Monte Carlo simulations of imaginary-time path integrals near the continuum limit. This method combines a stochastic blocking procedure with the multigrid…

Statistical Mechanics · Physics 2007-05-23 C. H. Mak , Sergei Zakharov

The combination of continuum Many-Body Quantum physics and Monte Carlo methods provide a powerful and well established approach to first principles calculations for large systems. Replacing the exact solution of the problem with a…

Computational Physics · Physics 2009-10-01 J. R. Trail

Velazquez and Curilef have proposed a methodology to extend Monte Carlo algorithms that are based on canonical ensemble. According to our previous study, their proposal allows us to overcome slow sampling problems in systems that undergo…

Statistical Mechanics · Physics 2016-02-24 L. Velazquez , J. C. Castro-Palacio

This paper focuses on signal processing tasks in which the signal is transformed from the signal space to a higher dimensional coefficient space (also called phase space) using a continuous frame, processed in the coefficient space, and…

Numerical Analysis · Mathematics 2021-09-14 Ron Levie , Haim Avron

We report a new multicanonical Monte Carlo algorithm to obtain the density of states for physical systems with continuous state variables in statistical mechanics. Our algorithm is able to obtain a closed-form expression for the density of…

Computational Physics · Physics 2018-11-20 Alfred C. K. Farris , Ying Wai Li , Markus Eisenbach

The Quantum Monte Carlo simulations of the ionic Hubbard model on a two-dimensional square lattice at half filling were performed. The method based on the direct-space, proposed by Suzuki and al., Hirsch and al., was used. Cycles of…

Strongly Correlated Electrons · Physics 2010-02-02 Bernard Martinie

The paper proposes a new Monte-Carlo simulator combining the advantages of Sequential Monte Carlo simulators and Hamiltonian Monte Carlo simulators. The result is a method that is robust to multimodality and complex shapes to use for…

Computation · Statistics 2018-12-20 Remi Daviet

We are concerned with a situation in which we would like to test multiple hypotheses with tests whose p-values cannot be computed explicitly but can be approximated using Monte Carlo simulation. This scenario occurs widely in practice. We…

Methodology · Statistics 2018-10-17 Axel Gandy , Georg Hahn

Quantum many-body systems serve as a suitable working medium for realizing quantum thermal machines (QTMs) by offering distinct advantages such as cooperative many-body effects, and performance boost at the quantum critical points. However,…

Quantum Physics · Physics 2024-05-01 Saikat Sur , Pritam Chattopadhyay , Madhuparna Karmakar , Avijit Misra

Many modern production and measurement facilities incorporate multiphase systems at low pressures. In this region of flows at small, non-zero Knudsen- and low Mach numbers the classical mesoscopic Monte Carlo methods become increasingly…

Fluid Dynamics · Physics 2015-09-10 S. Schmieschek , D. K. N. Sinz , F. Keller , U. Nieken , J. Harting

The two-dimensional Hubbard model is studied using the variational quantum Monte Carlo technique with Gutzwiller-type variational wave functions. In addition to the simple one-site correlated Gutzwiller wave function, we use a form with…

Strongly Correlated Electrons · Physics 2007-05-23 A. Harju

Quantum computers have a potential for solving quantum chemistry problems with higher accuracy than classical computers. Quantum computing quantum Monte Carlo (QC-QMC) is a QMC with a trial state prepared in quantum circuit, which is…

Quantum Physics · Physics 2024-06-07 Shu Kanno , Hajime Nakamura , Takao Kobayashi , Shigeki Gocho , Miho Hatanaka , Naoki Yamamoto , Qi Gao

Monte Carlo experiments produce samples in order to estimate features of a given distribution. However, simultaneous estimation of means and quantiles has received little attention, despite being common practice. In this setting we…

Computation · Statistics 2020-04-24 Nathan Robertson , James M. Flegal , Dootika Vats , Galin L. Jones

We present a novel implementation of the parallel tempering Monte Carlo method in a multicanonical ensemble. Multicanonical weights are derived by a self-consistent iterative process using a Boltzmann inversion of global energy histograms.…

Soft Condensed Matter · Physics 2009-11-07 Roland Faller , Qiliang Yan , Juan J. de Pablo

One of the open challenges in quantum computing is to find meaningful and practical methods to leverage quantum computation to accelerate classical machine learning workflows. A ubiquitous problem in machine learning workflows is sampling…

Quantum Physics · Physics 2024-08-08 Owen Lockwood , Peter Weiss , Filip Aronshtein , Guillaume Verdon

This article reviews the basic computational techniques for carrying out multi-scale simulations using statistical methods, with the focus on simulations of epitaxial growth. First, the statistical-physics background behind Monte Carlo…

Materials Science · Physics 2009-04-17 Peter Kratzer

Markov Chain Monte Carlo inference of target posterior distributions in machine learning is predominately conducted via Hamiltonian Monte Carlo and its variants. This is due to Hamiltonian Monte Carlo based samplers ability to suppress…

Machine Learning · Statistics 2021-07-06 Wilson Tsakane Mongwe , Rendani Mbuvha , Tshilidzi Marwala