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We present a Monte Carlo algorithm that allows the simultaneous determination of a few extremal eigenpairs of a very large matrix without the need to compute the inner product of two vectors or store all the components of any one vector.…

Computational Physics · Physics 2015-05-13 T. E. Booth , J. E. Gubernatis

Diffusion models enable the synthesis of highly accurate samples from complex distributions and have become foundational in generative modeling. Recently, they have demonstrated significant potential for solving Bayesian inverse problems by…

Machine Learning · Computer Science 2025-10-17 Yazid Janati , Alain Durmus , Jimmy Olsson , Eric Moulines

We introduce the Quantization Monte Carlo method to solve thermal radiative transport equations with possibly several collision regimes, ranging from few collisions to massive number of collisions per time unit. For each particle in a given…

Computational Physics · Physics 2024-09-13 Laetitia Laguzet , Gabriel Turinici

The need to calibrate increasingly complex statistical models requires a persistent effort for further advances on available, computationally intensive Monte Carlo methods. We study here an advanced version of familiar Markov Chain Monte…

Methodology · Statistics 2015-03-20 Alexandros Beskos , Konstantinos Kalogeropoulos , Erik Pazos

A continuous-time path integral Quantum Monte Carlo method using the directed-loop algorithm is developed to simulate the Anderson single-impurity model in the occupation number basis. Although the method suffers from a sign problem at low…

Strongly Correlated Electrons · Physics 2009-11-10 Jaebeom Yoo , Shailesh Chandrasekharan , Harold U. Baranger

A boundary-based net-exchange Monte Carlo method was introduced in [1] that allows to bypass the difficulties encountered by standard Monte Carlo algorithms in the limit of optically thick absorption (and/or for quasi-isothermal…

Computational Physics · Physics 2019-03-06 V. Eymet , R. Fournier , S. Blanco , J. L. Dufresne

Effects of geometrical frustration and quantum fluctuation are theoretically investigated for the proton ordering in a quasi-two-dimensional hydrogen-bonded system, squaric acid crystal. We elucidate the phase diagram for an effective…

Strongly Correlated Electrons · Physics 2015-03-19 Hiroaki Ishizuka , Yukitoshi Motome , Nobuo Furukawa , Sei Suzuki

This paper introduces a class of Monte Carlo algorithms which are based upon the simulation of a Markov process whose quasi-stationary distribution coincides with a distribution of interest. This differs fundamentally from, say, current…

Methodology · Statistics 2020-04-14 Murray Pollock , Paul Fearnhead , Adam M. Johansen , Gareth O. Roberts

Quantum Monte Carlo simulations are powerful and versatile tools for the quantum many-body problem. In addition to the usual calculations of energies and eigenstate observables, quantum Monte Carlo simulations can in principle be used to…

Nuclear Theory · Physics 2023-12-29 Avik Sarkar , Dean Lee , Ulf-G. Meißner

We present a continuous-time Monte Carlo method for quantum impurity models, which combines a weak-coupling expansion with an auxiliary-field decomposition. The method is considerably more efficient than Hirsch-Fye and free of time…

Strongly Correlated Electrons · Physics 2008-06-02 Emanuel Gull , Philipp Werner , Olivier Parcollet , Matthias Troyer

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

We present an algorithm for rigid body diffusion Monte Carlo with importance sampling, which is based on a rigorous short-time expansion of the Green's function for rotational motion in three dimensions. We show that this short-time…

Computational Physics · Physics 2009-11-07 Alexandra Viel , Mehul V. Patel , Parhat Niyaz , K. Birgitta Whaley

We propose a bilinear sampling algorithm in Green's function Monte Carlo for expectation values of operators that do not commute with the Hamiltonian and for differences between eigenvalues of different Hamiltonians. The integral…

Condensed Matter · Physics 2010-01-12 Shiwei Zhang , M. H. Kalos

Recently, Velazquez and Curilef have proposed a methodology to extend Monte Carlo algorithms based on canonical ensemble, which is aimed to overcome slow sampling problems associated with temperature-driven discontinuous phase transitions.…

Statistical Mechanics · Physics 2013-07-31 L. Velazquez , J. C. Castro-Palacio

Discontinuous visibility changes remain a major bottleneck when optimizing surfaces within a physically-based inverse renderer. Many previous works have proposed sophisticated algorithms and data structures to sample visibility silhouettes…

Computer Vision and Pattern Recognition · Computer Science 2025-04-30 Ziyi Zhang , Nicolas Roussel , Wenzel Jakob

By precisely writing down the matrix element of the local Boltzmann operator, we have proposed a new path integral formulation for quantum field theory and developed a corresponding Monte Carlo algorithm. With current formula, the…

Strongly Correlated Electrons · Physics 2022-03-08 J. Wang , W. Pan , D. Y. Sun

A Metropolis Monte Carlo algorithm is given for the case of a complex phase space weight, which applies generally in quantum statistical mechanics. Computer simulations using Lennard-Jones $^4$He near the $\lambda$-transition, including an…

Statistical Mechanics · Physics 2026-01-27 Phil Attard

Quantum Monte Carlo methods provide in principle an accurate treatment of the many-body problem of the ground and excited states of condensed systems. In practice, however, uncontrolled errors such as those arising from the fixed-node and…

Materials Science · Physics 2012-03-27 William W. Tipton , Neil D. Drummond , Richard G. Hennig

We put forward a Monte Carlo algorithm that samples the Euclidean time operator growth dynamics at infinite temperature. Crucially, our approach is free from the numerical sign problem for a broad family of quantum many-body spin systems,…

Strongly Correlated Electrons · Physics 2024-11-26 Ayush De , Umberto Borla , Xiangyu Cao , Snir Gazit

On the base of a Feynman-Kac--type formula involving Poisson stochastic processes, recently a Monte Carlo algorithm has been introduced, which describes exactly the real- or imaginary-time evolution of many-body lattice quantum systems. We…

Other Condensed Matter · Physics 2011-07-19 Massimo Ostilli , Carlo Presilla