Related papers: Monte Carlo Simulations with Indefinite and Comple…
In a typical finite temperature quantum Monte Carlo (QMC) simulation, estimators for simple static observables such as specific heat and magnetization are known. With a great deal of system-specific manual labor, one can sometimes also…
We present a quantum Monte Carlo method which allows calculations on many-fermion systems at finite temperatures without any sign decay. This enables simulations of the grand-canonical ensemble at large system sizes and low temperatures.…
Building on recent solutions of the fermion sign problem for specific models we present two continuous-time quantum Monte Carlo methods for efficient simulation of mass-imbalanced Hubbard models on bipartite lattices at half-filling. For…
Fast and accurate predictions of uncertainties in the computed dose are crucial for the determination of robust treatment plans in radiation therapy. This requires the solution of particle transport problems with uncertain parameters or…
We propose a method for Monte Carlo simulations of systems with a complex action. The method has the advantages of being in principle applicable to any such system and provides a solution to the overlap problem. In some cases, like in the…
Current reporting of results based on Markov chain Monte Carlo computations could be improved. In particular, a measure of the accuracy of the resulting estimates is rarely reported. Thus we have little ability to objectively assess the…
Monte Carlo studies involving real time dynamics are severely restricted by the sign problem that emerges from highly oscillatory phase of the path integral. In this letter, we present a new method to compute real time quantities on the…
We present a new approach for Monte Carlo simulations of lattice quantum spin systems which is able to eliminate the negative sign problem. Its complexity is linear in the volume of the lattice. Its efficiency is tested on a simple…
Quantum Monte Carlo simulations, while being efficient for bosons, suffer from the "negative sign problem'' when applied to fermions - causing an exponential increase of the computing time with the number of particles. A polynomial time…
This work describes methodologies to successfully implement the Implicit Monte Carlo (IMC) scheme for thermal radiative transfer in reduced-precision floating-point arithmetic. The methods used can be broadly categorized into scaling…
In the finite-size scaling analysis of Monte Carlo data, instead of computing the observables at fixed Hamiltonian parameters, one may choose to keep a renormalization-group invariant quantity, also called phenomenological coupling, fixed…
Quantum Monte Carlo is one of the most promising approaches for dealing with large-scale quantum many-body systems. It has played an extremely important role in understanding strongly correlated physics. However, two fundamental problems,…
We present an algorithm for the simulation of the exact real-time dynamics of classical many-body systems with discrete energy levels. In the same spirit of kinetic Monte Carlo methods, a stochastic solution of the master equation is found,…
We present a multilevel Monte Carlo simulation method for analysing multi-scale physical systems via a hierarchy of coarse-grained representations, to obtain numerically-exact results, at the most detailed level. We apply the method to a…
The main idea of this work is that the quantum-classical isomorphism is a suitable framework for a generalization of the notion of detailed balance. The quantum-classical isomorphism is used in order to develop a Monte Carlo simulation with…
Computation of extreme quantiles and tail-based risk measures using standard Monte Carlo simulation can be inefficient. A method to speed up computations is provided by importance sampling. We show that importance sampling algorithms,…
Estimating risk measures such as large loss probabilities and Value-at-Risk is fundamental in financial risk management and often relies on computationally intensive nested Monte Carlo methods. While Multi-Level Monte Carlo (MLMC)…
One of the key challenges in identifying nonlinear and possibly non-Gaussian state space models (SSMs) is the intractability of estimating the system state. Sequential Monte Carlo (SMC) methods, such as the particle filter (introduced more…
We show several results on convergence of the Monte Carlo method applied to consistent approximations of the isentropic Euler system of gas dynamics with uncertain initial data. Our method is based on combination of several new concepts. We…
A possible solution of the notorious sign problem preventing direct Monte Carlo calculations for systems with non-zero chemical potential is to deform the integration region in the complex plane to a Lefschetz thimble. We investigate this…