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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

It is known that quantum computers can speed up Monte Carlo simulation compared to classical counterparts. There are already some proposals of application of the quantum algorithm to practical problems, including quantitative finance. In…

Quantum Physics · Physics 2020-09-02 Koichi Miyamoto , Kenji Shiohara

Quantum Monte Carlo (QMC) methods are powerful approaches for solving electronic structure problems. Although they often provide high-accuracy solutions, the precision of most QMC methods is ultimately limited by a trial wave function that…

Quantum Physics · Physics 2025-03-13 Nick S. Blunt , Laura Caune , Javiera Quiroz-Fernandez

This article provides a survey of recent research efforts on the application of quasi-Monte Carlo (QMC) methods to elliptic partial differential equations (PDEs) with random diffusion coefficients. It considers, and contrasts, the uniform…

Numerical Analysis · Mathematics 2016-06-22 Frances Y. Kuo , Dirk Nuyens

Quantum Monte Carlo (QMC) methods represent a powerful family of computational techniques for tackling complex quantum many-body problems and performing calculations of stationary state properties. QMC is among the most accurate and…

Materials Science · Physics 2025-01-08 Alfonso Annarelli , Dario Alfè , Andrea Zen

We present a framework of an auxiliary field quantum Monte Carlo (QMC) method for multi-orbital Hubbard models. Our formulation can be applied to a Hamiltonian which includes terms for on-site Coulomb interaction for both intra- and…

Strongly Correlated Electrons · Physics 2009-10-30 Yukitoshi Motome , Masatoshi Imada

Monte Carlo methods are widely used for approximating complicated, multidimensional integrals for Bayesian inference. Population Monte Carlo (PMC) is an important class of Monte Carlo methods, which utilizes a population of proposals to…

Methodology · Statistics 2022-08-30 Chaofan Huang , V. Roshan Joseph , Simon Mak

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

Quantum Monte Carlo (QMC) is a powerful method to calculate accurate energies and forces for molecular systems. In this work, we demonstrate how we can obtain accurate QMC forces for the fluxional ethanol molecule at room temperature by…

Modeling the dynamics of a quantum system connected to the environment is critical for advancing our understanding of complex quantum processes, as most quantum processes in nature are affected by an environment. Modeling a macroscopic…

A simple Monte Carlo (MC) algorithm for the simulation of the passage of low-energy gamma rays and electrons through any material medium is presented. The algorithm includes several approximations that accelerate the simulation while…

Accelerator Physics · Physics 2023-10-25 Víctor Moya , Jaime Rosado , Fernando Arqueros

Stochastic processes play a fundamental role in physics, mathematics, engineering and finance. One potential application of quantum computation is to better approximate properties of stochastic processes. For example, quantum algorithms for…

Quantum Physics · Physics 2023-03-14 Adam Bouland , Aditi Dandapani , Anupam Prakash

We present a new approach to path integral Monte Carlo (PIMC) simulations based on the worm algorithm, originally developed for lattice models and extended here to continuous-space many-body systems. The scheme allows for efficient…

Statistical Mechanics · Physics 2009-11-11 M. Boninsegni , N. Prokof'ev , B. Svistunov

Monte Carlo (MC) and Quasi-Monte Carlo (QMC) methods are classical approaches for the numerical integration of functions $f$ over $[0,1]^d$. While QMC methods can achieve faster convergence rates than MC in moderate dimensions, their…

Numerical Analysis · Mathematics 2025-08-27 Jiaheng Chen , Haotian Jiang , Nathan Kirk

We introduce methodologies for highly scalable quantum Monte Carlo simulations of electron-phonon models, and report benchmark results for the Holstein model on the square lattice. The determinant quantum Monte Carlo (DQMC) method is a…

Strongly Correlated Electrons · Physics 2022-07-18 Benjamin Cohen-Stead , Owen Bradley , Cole Miles , George Batrouni , Richard Scalettar , Kipton Barros

Monte Carlo integration using quantum computers has been widely investigated, including applications to concrete problems. It is known that quantum algorithms based on quantum amplitude estimation (QAE) can compute an integral with a…

Quantum Physics · Physics 2021-05-25 Kazuya Kaneko , Koichi Miyamoto , Naoyuki Takeda , Kazuyoshi Yoshino

Many-electron problems pose some of the greatest challenges in computational science, with important applications across many fields of modern science. Fermionic quantum Monte Carlo (QMC) methods are among the most powerful approaches to…

We describe QWalk, a new computational package capable of performing Quantum Monte Carlo electronic structure calculations for molecules and solids with many electrons. We describe the structure of the program and its implementation of…

Computational Physics · Physics 2007-10-25 Lucas K. Wagner , Michal Bajdich , Lubos Mitas

Quantum computers are expected to have substantial impact on the finance industry, as they will be able to solve certain problems considerably faster than the best known classical algorithms. In this article we describe such potential…

Computational Finance · Quantitative Finance 2020-11-13 Adam Bouland , Wim van Dam , Hamed Joorati , Iordanis Kerenidis , Anupam Prakash

We present a continuous-variable photonic quantum algorithm for the Monte Carlo evaluation of multi-dimensional integrals. Our algorithm encodes n-dimensional integration into n+3 modes and can provide a quadratic speedup in runtime…

Quantum Physics · Physics 2018-09-10 Patrick Rebentrost , Brajesh Gupt , Thomas R. Bromley
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