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In this article we study examples of systematic biases that can occur in quantum Monte Carlo methods due to the accumulation of non-linear expectation values, and approaches by which these errors can be corrected. We begin with a study of…

Strongly Correlated Electrons · Physics 2018-08-15 Nick S. Blunt , Ali Alavi , George H. Booth

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

This Perspective focuses on the several overlaps between quantum algorithms and Monte Carlo methods in the domains of physics and chemistry. We will analyze the challenges and possibilities of integrating established quantum Monte Carlo…

Quantum Physics · Physics 2024-09-26 Guglielmo Mazzola

Monte Carlo particle transport codes are well established on classical hardware and are considered as the reference tool for nuclear applications. In a growing number of domains, the design of algorithms is progressively shifting towards…

Quantum Physics · Physics 2024-10-28 Noé Olivier , Michel Nowak

Monte Carlo is a versatile and frequently used tool in statistical physics and beyond. Correspondingly, the number of algorithms and variants reported in the literature is vast, and an overview is not easy to achieve. In this pedagogical…

Statistical Mechanics · Physics 2010-01-04 Michael Kastner

We present a hybrid Path Integral Monte Carlo (hPIMC) algorithm to calculate real-time quantum thermal correlation functions and demonstrate its application to open quantum systems. The hPIMC algorithm leverages the successes of classical…

Quantum Physics · Physics 2025-06-12 Elliot C. Eklund , Nandini Ananth

The path-integral formulation of the statistical mechanics of quantum many-body systems is described, with the purpose of introducing practicaltechniques for the simulation of solids. Monte Carlo and molecular dynamics methods for…

Materials Science · Physics 2014-03-11 Carlos P. Herrero , Rafael Ramirez

Sampling-based approaches are widely used in systems without analytic models to estimate risk or find optimal control. However, gathering sufficient data in such scenarios can be prohibitively costly. On the other hand, in many situations,…

Systems and Control · Electrical Eng. & Systems 2026-02-16 Zhuoyuan Wang , Takashi Tanaka , Yongxin Chen , Yorie Nakahira

We solve numerically exactly a simple toy model to quantum general relativity or more properly to path integral on a curved space. We consider the thermal equilibrium of a quantum many body problem on the sphere, the surface of constant…

Quantum Gases · Physics 2026-03-25 Riccardo Fantoni

Monte Carlo simulation is an unbiased numerical tool for studying classical and quantum many-body systems. One of its bottlenecks is the lack of general and efficient update algorithm for large size systems close to phase transition or with…

Strongly Correlated Electrons · Physics 2017-01-11 Junwei Liu , Yang Qi , Zi Yang Meng , Liang Fu

The cavity method is a well established technique for solving classical spin models on sparse random graphs (mean-field models with finite connectivity). Laumann et al. [arXiv:0706.4391] proposed recently an extension of this method to…

Statistical Mechanics · Physics 2009-11-13 Florent Krzakala , Alberto Rosso , Guilhem Semerjian , Francesco Zamponi

The Feynman path integral has revolutionized modern approaches to quantum physics. Although the path integral formalism has proven very successful and spawned several approximation schemes, the direct evaluation of real-time path integrals…

Quantum Physics · Physics 2025-01-28 Job Feldbrugge , Joshua Y. L. Jones

Sequential Monte Carlo methods, also known as particle methods, are a popular set of techniques for approximating high-dimensional probability distributions and their normalizing constants. These methods have found numerous applications in…

Computation · Statistics 2021-06-23 Jeremy Heng , Adrian N. Bishop , George Deligiannidis , Arnaud Doucet

We generalize the recently developed diagrammatic Monte Carlo techniques for quantum impurity models from an imaginary time to a Keldysh formalism suitable for real-time and nonequilibrium calculations. Both weak-coupling and…

Mesoscale and Nanoscale Physics · Physics 2009-11-13 Philipp Werner , Takashi Oka , Andrew J. Millis

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

The advances in materials and biological sciences have necessitated the use of molecular simulations to study polymers. The Markov chain Monte Carlo simulations enable the sampling of relevant microstates of polymeric systems by traversing…

Soft Condensed Matter · Physics 2023-07-24 Monika Angwani , Tushar Mahendrakar , Kaustubh Rane

We give an introduction to the calculation of path integrals on a lattice, with the quantum harmonic oscillator as an example. In addition to providing an explicit computational setup and corresponding pseudocode, we pay particular…

Computational Physics · Physics 2018-04-03 Marise J. E. Westbroek , Peter R. King , Dimitri D. Vvedensky , Stephan Durr

A systematic classification of Feynman path integrals in quantum mechanics is presented and a table of solvable path integrals is given which reflects the progress made during the last ten years or so, including, of course, the main…

High Energy Physics - Theory · Physics 2007-05-23 Christian Grosche , Frank Steiner

In this work, we propose a Path Integral Monte Carlo (PIMC) approach based on discretized continuous degrees of freedom and rejection-free Gibbs sampling. The ground state properties of a chain of planar rotors with dipole-dipole…

Sampling from complicated probability distributions is a hard computational problem arising in many fields, including statistical physics, optimization, and machine learning. Quantum computers have recently been used to sample from…