English
Related papers

Related papers: The Monte Carlo method in quantum field theory

200 papers

We explore correlated electron states in harmonically confined few-electron quantum dots in an external magnetic field by the path-integral Monte Carlo method for a wide range of the field and the Coulomb interaction strength. Using the…

Strongly Correlated Electrons · Physics 2020-01-07 Csaba Tőke , Tamás Haidekker Galambos

High-quality random samples of quantum states are needed for a variety of tasks in quantum information and quantum computation. Searching the high-dimensional quantum state space for a global maximum of an objective function with many local…

Quantum Physics · Physics 2015-04-28 Yi-Lin Seah , Jiangwei Shang , Hui Khoon Ng , David John Nott , Berthold-Georg Englert

Variational quantum algorithms are poised to have significant impact on high-dimensional optimization, with applications in classical combinatorics, quantum chemistry, and condensed matter. Nevertheless, the optimization landscape of these…

Quantum Physics · Physics 2022-02-02 Taylor L. Patti , Omar Shehab , Khadijeh Najafi , Susanne F. Yelin

This review treats the mathematical and algorithmic foundations of non-reversible Markov chains in the context of event-chain Monte Carlo (ECMC), a continuous-time lifted Markov chain that employs the factorized Metropolis algorithm. It…

Soft Condensed Matter · Physics 2022-08-31 Werner Krauth

Markov chain Monte Carlo methods are often deemed too computationally intensive to be of any practical use for big data applications, and in particular for inference on datasets containing a large number $n$ of individual data points, also…

Methodology · Statistics 2015-05-13 Rémi Bardenet , Arnaud Doucet , Chris Holmes

The equilibrium properties of a single quantum particle (qp) interacting with a classical gas for a wide range of temperatures that explore the system's behavior in the classical as well as in the quantum regime is investigated. Both the…

Quantum Physics · Physics 2015-06-18 Mark O'Callaghan , Bruce N. Miller

This chapter is devoted to the computation of equilibrium (thermodynamic) properties of quantum systems. In particular, we will be interested in the situation where the interaction between particles is so strong that it cannot be treated as…

Mesoscale and Nanoscale Physics · Physics 2016-02-03 Alexei Filinov , Jens Böning , Michael Bonitz

This paper proposes an eigenvalue-based small-sample approximation of the celebrated Markov Chain Monte Carlo that delivers an invariant steady-state distribution that is consistent with traditional Monte Carlo methods. The proposed…

Econometrics · Economics 2026-05-05 Irene Aldridge

Monte Carlo methods use random sampling to estimate numerical quantities which are hard to compute deterministically. One important example is the use in statistical physics of rapidly mixing Markov chains to approximately compute partition…

Quantum Physics · Physics 2017-07-12 Ashley Montanaro

Quasi-Monte Carlo (QMC) methods for estimating integrals are attractive since the resulting estimators typically converge at a faster rate than pseudo-random Monte Carlo. However, they can be difficult to set up on arbitrary posterior…

Statistics Theory · Mathematics 2018-10-03 Tobias Schwedes , Ben Calderhead

These lecture notes introduce quantum spin systems and several computational methods for studying their ground-state and finite-temperature properties. Symmetry-breaking and critical phenomena are first discussed in the simpler setting of…

Strongly Correlated Electrons · Physics 2015-03-17 Anders W. Sandvik

In this review we discuss, from a unified point of view, a variety of Monte Carlo methods used to solve eigenvalue problems in statistical mechanics and quantum mechanics. Although the applications of these methods differ widely, the…

Condensed Matter · Physics 2011-05-21 M. P. Nightingale , C. J. Umrigar

Sequential Monte Carlo Samplers are a class of stochastic algorithms for Monte Carlo integral estimation w.r.t. probability distributions, which combine elements of Markov chain Monte Carlo methods and importance sampling/resampling…

Probability · Mathematics 2007-05-23 Andreas Eberle , Carlo Marinelli

The discrete time path integral Monte Carlo (PIMC) with a one-particle density matrix approximation is applied to study the quantum phase transition in the coupled double-well chain. To improve the convergence properties, the exact action…

Statistical Mechanics · Physics 2015-06-25 Dong-Hee Kim , Yu-Cheng Lin , Heiko Rieger

We consider quantile estimation using Markov chain Monte Carlo and establish conditions under which the sampling distribution of the Monte Carlo error is approximately Normal. Further, we investigate techniques to estimate the associated…

Statistics Theory · Mathematics 2018-04-20 Charles Doss , James M. Flegal , Galin L. Jones , Ronald C. Neath

The Markov chain Monte Carlo method (MCMC), especially the Metropolis-Hastings (MH) algorithm, is a widely used technique for sampling from a target probability distribution $P$ on a state space $\Omega$ and applied to various problems such…

Quantum Physics · Physics 2023-03-13 Koichi Miyamoto

A quantum Monte Carlo method combining update of the loop algorithm with the global flip of the world line is proposed as an efficient method to study the magnetization process in an external field, which has been difficult because of…

Statistical Mechanics · Physics 2009-10-31 Hiroaki Onishi , Masamichi Nishino , Naoki Kawashima , Seiji Miyashita

We discuss modern ideas in Monte Carlo algorithms in the simplified setting of the one-dimensional anharmonic oscillator. After reviewing the connection between molecular dynamics and Monte Carlo, we introduce to the Metropolis and the…

Statistical Mechanics · Physics 2024-08-07 Gabriele Tartero , Werner Krauth

Monte Carlo methods play a central role in particle physics, where they are indispensable for simulating scattering processes, modeling detector responses, and performing multi-dimensional integrals. However, traditional Monte Carlo methods…

Quantum Physics · Physics 2025-10-14 Heechan Yi , Kayoung Ban , Myeonghun Park , Kyoungchul Kong

Probabilistic modeling provides the capability to represent and manipulate uncertainty in data, models, predictions and decisions. We are concerned with the problem of learning probabilistic models of dynamical systems from measured data.…

Computation · Statistics 2018-03-14 Thomas B. Schön , Andreas Svensson , Lawrence Murray , Fredrik Lindsten