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We propose a Multi-Cell Monte Carlo algorithm, or (MC)^2, for predicting stable phases in chemically complex crystalline systems. Free atomic transfer among cells is achieved via the application of the lever rule, where an assigned molar…

Materials Science · Physics 2018-11-13 Changning Niu , You Rao , Wolfgang Windl , Maryam Ghazisaeidi

We investigate Monte Carlo energy and variance minimization techniques for optimizing many-body wave functions. Several variants of the basic techniques are studied, including limiting the variations in the weighting factors which arise in…

Condensed Matter · Physics 2009-10-31 P. R. C. Kent , R. J. Needs , G. Rajagopal

In this paper we present a new approach to control variates for improving computational efficiency of Ensemble Monte Carlo. We present the approach using simulation of paths of a time-dependent nonlinear stochastic equation. The core idea…

Computational Engineering, Finance, and Science · Computer Science 2008-09-25 T. Borogovac , F. J. Alexander , P. Vakili

We revisit the accuracy of the variational Monte Carlo (VMC) method by taking an example of ground state properties for the one-dimensional Hubbard model. We start from the variational wave functions with the Gutzwiller and long-range…

Strongly Correlated Electrons · Physics 2013-08-13 Ryui Kaneko , Satoshi Morita , Masatoshi Imada

We provide a pedagogical introduction to the two main variants of real-space quantum Monte Carlo methods for electronic-structure calculations: variational Monte Carlo (VMC) and diffusion Monte Carlo (DMC). Assuming no prior knowledge on…

Chemical Physics · Physics 2015-08-13 Julien Toulouse , Roland Assaraf , C. J. Umrigar

Quantum Monte Carlo methods have proven to predict atomic and bulk properties of light and non-light elements with high accuracy. Here we report on the first variational quantum Monte Carlo (VMC) calculations for solid surfaces. Taking the…

Materials Science · Physics 2009-10-31 R. Bahnsen , H. Eckstein , W. Schattke , N. Fitzer , R. Redmer

In this article, we present a review of the recent developments on the topic of Multilevel Monte Carlo (MLMC) algorithm, in the paradigm of applications in financial engineering. We specifically focus on the recent studies conducted in two…

Computational Finance · Quantitative Finance 2022-09-30 Devang Sinha , Siddhartha P. Chakrabarty

This work introduces a novel multilevel Monte Carlo (MLMC) metamodeling approach for variance function estimation. Although devising an efficient experimental design for simulation metamodeling can be elusive, the MLMC-based approach…

Methodology · Statistics 2025-04-22 Jingtao Zhang , Xi Chen

Monte Carlo methods are widely used importance sampling techniques for studying complex physical systems. Integrating these methods with deep learning has significantly improved efficiency and accuracy in high-dimensional problems and…

Disordered Systems and Neural Networks · Physics 2024-12-24 Yixiong Ren , Jianhui Zhou

The conventional tensor-network states employ real-space product states as reference wave functions. Here, we propose a many-variable variational Monte Carlo (mVMC) method combined with tensor networks by taking advantages of both to study…

Strongly Correlated Electrons · Physics 2017-08-09 Hui-Hai Zhao , Kota Ido , Satoshi Morita , Masatoshi Imada

The VB-QMC method is presented in this chapter. It consists of using in quantum Monte Carlo (QMC) approaches with a wave function expressed as a usually short expansion of classical Valence-Bond (VB) structures supplemented by a Jastrow…

Chemical Physics · Physics 2022-08-01 Slavko Radenković , Dominik Domin , Julien Toulouse , Benoît Braïda

We propose a new algorithm for sampling the $N$-body density $|\Psi({\bf R})|^2/\int_{\mathbb{R}^{3N}} |\Psi|^2$ in the Variational Monte Carlo (VMC) framework. This algorithm is based upon a modified Ricci-Ciccotti discretization of the…

Other Condensed Matter · Physics 2016-07-25 Anthony Scemama , Tony Lelièvre , Gabriel Stoltz , Eric Cancès , Michel Caffarel

The sampling importance resampling method is widely utilized in various fields, such as numerical integration and statistical simulation. In this paper, two modified methods are presented by incorporating two variance reduction techniques…

Computation · Statistics 2024-08-28 Yao Xiao , Kang Fu , Kun Li

The Multilevel Monte Carlo method is an efficient variance reduction technique. It uses a sequence of coarse approximations to reduce the computational cost in uncertainty quantification applications. The method is nowadays often considered…

Numerical Analysis · Mathematics 2018-06-15 Pieterjan Robbe , Dirk Nuyens , Stefan Vandewalle

We propose a new variational Monte Carlo (VMC) approach based on the Krylov subspace for large-scale shell-model calculations. A random walker in the VMC is formulated with the $M$-scheme representation, and samples a small number of…

Nuclear Theory · Physics 2015-06-15 Noritaka Shimizu , Takahiro Mizusaki , Kazunari Kaneko

We present a worm sampling method for calculating one- and two-particle Green's functions using continuous-time quantum Monte Carlo simulations in the hybridization expansion (CT-HYB). Instead of measuring Green's functions by removing…

Strongly Correlated Electrons · Physics 2015-10-07 Patrik Gunacker , Markus Wallerberger , Emanuel Gull , Andreas Hausoel , Giorgio Sangiovanni , Karsten Held

In this paper the application of the multi-level Monte Carlo (MLMC) method on numerical simulations of turbulent flows with uncertain parameters is investigated. Several strategies for setting up the MLMC method are presented, and the…

Computation · Statistics 2016-08-22 Qingsha Chen , Ju Ming

We consider the computational efficiency of Monte Carlo (MC) and Multilevel Monte Carlo (MLMC) methods applied to partial differential equations with random coefficients. These arise, for example, in groundwater flow modelling, where a…

Numerical Analysis · Mathematics 2024-12-12 Anastasia Istratuca , Aretha Teckentrup

By Using the variational Monte Carlo (VMC) method, we calculate the 1s{\sigma}_g state energies, the dissociation energies and the binding energies of the hydrogen molecule and its molecular ion in the presence of an aligned magnetic field…

Atomic Physics · Physics 2016-06-29 S. B. Doma , M. Abu-Shady , F. N. El-Gamma , A. A. Amer

The Hamiltonian Monte Carlo (HMC) sampling algorithm exploits Hamiltonian dynamics to construct efficient Markov Chain Monte Carlo (MCMC), which has become increasingly popular in machine learning and statistics. Since HMC uses the gradient…

Machine Learning · Computer Science 2019-06-04 Minghao Gu , Shiliang Sun