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Related papers: Complex Langevin Equation and the Many-Fermion Pro…

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We study numerical methods for the generalized Langevin equation (GLE) with a positive Prony series memory kernel, in which case the GLE can be written in an extended variable Markovian formalism. We propose a new splitting method that is…

Computational Physics · Physics 2022-05-31 Manh Hong Duong , Xiaocheng Shang

Complex Langevin simulations provide an alternative to sample path integrals with complex weights and therefore are suited to determine the phase diagram of QCD from first principles. We use our proposed method of Dynamic Stabilisation (DS)…

High Energy Physics - Lattice · Physics 2016-07-20 Gert Aarts , Felipe Attanasio , Benjamin Jäger , Dénes Sexty

Quantum computing is a promising way to systematically solve the longstanding computational problem, the ground state of a many-body fermion system. Many efforts have been made to realise certain forms of quantum advantage in this problem,…

Quantum Physics · Physics 2023-08-09 Xiaosi Xu , Ying Li

Recent studies on diffusion-based sampling methods have shown that Langevin Monte Carlo (LMC) algorithms can be beneficial for non-convex optimization, and rigorous theoretical guarantees have been proven for both asymptotic and finite-time…

Optimization and Control · Mathematics 2019-01-23 Thanh Huy Nguyen , Umut Şimşekli , Gaël Richard

Sampling from high-dimensional distributions has wide applications in data science and machine learning but poses significant computational challenges. We introduce Subspace Langevin Monte Carlo (SLMC), a novel and efficient sampling method…

Machine Learning · Statistics 2025-05-21 Tyler Maunu , Jiayi Yao

This paper investigates the problem of simultaneously predicting multiple binary responses by utilizing a shared set of covariates. Our approach incorporates machine learning techniques for binary classification, without making assumptions…

Methodology · Statistics 2024-03-07 The Tien Mai

The fermion sign problem constitutes one of the most fundamental obstacles in quantum many-body theory. Recently, it has been suggested to circumvent the sign problem by carrying out path integral simulations with a fictitious quantum…

We present novel Monte Carlo methods for treating the interacting shell model that allow exact calculations much larger than those heretofore possible. The two-body interaction is linearized by an auxiliary field; Monte Carlo evaluation of…

Nuclear Theory · Physics 2008-11-26 C. W. Johnson , S. E. Koonin , G. H. Lang , W. E. Ormand

The quantum Monte Carlo (QMC) is one of the most promising many-body electronic structure approaches. It employs stochastic techniques for solving the stationary Schr\" odinger equation and for evaluation of expectation values. The key…

Other Condensed Matter · Physics 2007-12-20 Michal Bajdich

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…

High Energy Physics - Lattice · Physics 2016-08-24 Andrei Alexandru , Gokce Basar , Paulo F. Bedaque , Sohan Vartak , Neill C. Warrington

Sign problem in fermion quantum Monte Carlo (QMC) simulation appears to be an extremely hard problem. Traditional lore passing around for years tells people that when there is a sign problem, the average sign in QMC simulation approaches…

Strongly Correlated Electrons · Physics 2022-07-20 Xu Zhang , Gaopei Pan , Xiao Yan Xu , Zi Yang Meng

Recently there has been remarkable progress in the complex Langevin method, which aims at solving the complex action problem by complexifying the dynamical variables in the original path integral. In particular, a new technique called the…

High Energy Physics - Lattice · Physics 2015-12-30 Keitaro Nagata , Jun Nishimura , Shinji Shimasaki

Towards a solution to the sign problem in the simulations of systems having indefinite or complex-valued measures, we propose a new approach which yields statistical errors smaller than the crude Monte Carlo using absolute values of the…

High Energy Physics - Lattice · Physics 2008-11-26 T D Kieu , C J Griffin

We present results of the numerical simulation of the two-dimensional Thirring model at finite density and temperature. The severe sign problem is dealt with by deforming the domain of integration into complex field space. This is the first…

High Energy Physics - Lattice · Physics 2017-01-11 Andrei Alexandru , Gokce Basar , Paulo F. Bedaque , Gregory W. Ridgway , Neill C. Warrington

We introduce a Monte Carlo scheme for sampling bold-line diagrammatic series specifying an unknown function in terms of itself. The range of convergence of this bold(-line) diagrammatic Monte Carlo (BMC) is significantly broader than that…

Statistical Mechanics · Physics 2009-11-13 Nikolay Prokof'ev , Boris Svistunov

We investigate a simple model using the numerical simulation in the complex Langevin equation (CLE) and the analytical approximation with the Gaussian Ansatz. We find that the Gaussian Ansatz captures the essential and even quantitative…

High Energy Physics - Lattice · Physics 2016-12-07 Yuya Abe , Kenji Fukushima

We analyze the accuracy and sample complexity of variational Monte Carlo approaches to simulate the dynamics of many-body quantum systems classically. By systematically studying the relevant stochastic estimators, we are able to: (i) prove…

Quantum Physics · Physics 2023-10-11 Alessandro Sinibaldi , Clemens Giuliani , Giuseppe Carleo , Filippo Vicentini

The Multilevel Monte Carlo (MLMC) approach usually works well when estimating the expected value of a quantity which is a Lipschitz function of intermediate quantities, but if it is a discontinuous function it can lead to a much slower…

Numerical Analysis · Mathematics 2023-09-06 Michael B Giles

We review a recently proposed approach to the problem of alternating signs for fermionic many body Monte Carlo simulations in finite temperature simulations. We derive an estimate for fermion wandering lengths and introduce the notion of…

High Energy Physics - Lattice · Physics 2009-11-07 Dean Lee

Quantum Monte Carlo (QMC) is a family of powerful tools for addressing quantum many-body problems. However, its applications are often plagued by the fermionic sign problem. A promising strategy is to simulate an interaction without sign…

Nuclear Theory · Physics 2025-05-01 Jun Liu , Teng Wang , Bing-Nan Lu