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We propose a mechanism for solving the `negative sign problem'---the inability to assign non-negative weights to quantum Monte Carlo configurations---for a toy model consisting of a frustrated triplet of spin-$1/2$ particles interacting…

Statistical Mechanics · Physics 2019-04-03 Itay Hen

We show that deliberately introducing a nested simulation stage can lead to significant variance reductions when comparing two stopping times by Monte Carlo. We derive the optimal number of nested simulations and prove that the algorithm is…

Computational Finance · Quantitative Finance 2014-02-04 Fabian Dickmann , Nikolaus Schweizer

The Sign Learning Kink (SiLK) based Quantum Monte Carlo (QMC) method is used to calculate the ab initio ground state energies for multiple geometries of the H$_{2}$O, N$_2$, and F$_2$ molecules. The method is based on Feynman's path…

Computational Physics · Physics 2016-01-20 Xiaoyao Ma , Randall W. Hall , Frank Loffler , Karol Kowalski , Kiran Bhaskaran-Nair , Mark Jarrell , Juana Moreno

Monte Carlo simulations are a powerful tool for elucidating the properties of complex systems across many disciplines. Not requiring any a priori knowledge, they are particularly well suited for exploring new phenomena. However, when…

Strongly Correlated Electrons · Physics 2016-03-02 Mauro Iazzi , Alexey A. Soluyanov , Matthias Troyer

In this paper we consider the following real-valued and finite dimensional specific instance of the 1-D classical phase retrieval problem. Let ${\bf F}\in\mathbb{R}^N$ be an $N$-dimensional vector, whose discrete Fourier transform has a…

Numerical Analysis · Mathematics 2016-04-26 Ben Leshem , Oren Raz , Ariel Jaffe , Boaz Nadler

Multistage stochastic optimization problems are, by essence, complex as their solutions are indexed both by stages and by uncertainties. Their large scale nature makes decomposition methods appealing, like dynamic programming which is a…

Optimization and Control · Mathematics 2023-05-01 Pierre Carpentier , Jean-Philippe Chancelier , Michel de Lara , Thomas Martin , Tristan Rigaut

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

Emerging quantum processors provide an opportunity to explore new approaches for solving traditional problems in the post Moore's law supercomputing era. However, the limited number of qubits makes it infeasible to tackle massive real-world…

A possible method to solve the sign problem is developed by modifying the original theory. Considering several modifications of the partition function, the observable in the original theory is reconstructed from the identity connecting the…

High Energy Physics - Lattice · Physics 2017-11-30 Takahiro M. Doi , Shoichiro Tsutsui

The path optimization has been proposed to weaken the sign problem which appears in some field theories such as finite density QCD. In this method, we optimize the integration path in complex plain to enhance the average phase factor. In…

High Energy Physics - Lattice · Physics 2019-12-30 Yuto Mori , Kouji Kashiwa , Akira Ohnishi

We present a general technique for addressing sign problems that arise in Monte Carlo simulations of field theories. This method deforms the domain of the path integral to a manifold in complex field space that maximizes the average sign…

High Energy Physics - Lattice · Physics 2018-06-06 Andrei Alexandru , Paulo Bedaque , Henry Lamm , Scott Lawrence

In this paper, probabilistic guarantees for constraint sampling of multistage robust convex optimization problems are derived. The dynamic nature of these problems is tackled via the so-called scenario-with-certificates approach. This…

Optimization and Control · Mathematics 2016-11-08 Francesca Maggioni , Marida Bertocchi , Fabrizio Dabbene , Roberto Tempo

As a solution towards the numerical sign problem, we propose a novel Hybrid Monte Carlo algorithm, in which molecular dynamics is performed on a continuum set of integration surfaces foliated by the antiholomorphic gradient flow ("the…

High Energy Physics - Lattice · Physics 2021-03-10 Masafumi Fukuma , Nobuyuki Matsumoto

We present a new quantum Monte Carlo algorithm suitable for generically complex problems, such as systems coupled to external magnetic fields or anyons in two spatial dimensions. We find that the choice of gauge plays a nontrivial role, and…

Condensed Matter · Physics 2009-10-22 Lizeng Zhang , Geoff Canright , Ted Barnes

Sign problems in path integrals arise when different field configurations contribute with different signs or phases. Phase unwrapping describes a family of signal processing techniques in which phase differences between elements of a time…

High Energy Physics - Lattice · Physics 2018-10-31 William Detmold , Gurtej Kanwar , Michael L. Wagman

We consider a class of finite time horizon nonlinear stochastic optimal control problem, where the control acts additively on the dynamics and the control cost is quadratic. This framework is flexible and has found applications in many…

Optimization and Control · Mathematics 2023-04-26 Ajay Jasra , Jeremy Heng , Yaxian Xu , Adrian N. Bishop

We explore different ways of incorporating accurate trial wave functions into free projection auxiliary field quantum Monte Carlo (fp-AFQMC). Trial states employed include coupled cluster singles and doubles, multi-Slater, and symmetry…

Chemical Physics · Physics 2021-04-15 Ankit Mahajan , Sandeep Sharma

The quantum Monte-Carlo method is applied to two-dimensional electron systems under strong magnetic fields. The negative-sign problem involved by this method can be avoided for certain filling factors by modifying interaction parameters…

Mesoscale and Nanoscale Physics · Physics 2009-11-10 Sei Suzuki , Tatsuya Nakajima

Quantum Monte Carlo is one of the most promising approaches for dealing with large-scale quantum many-body systems. It has played an extremely important role in understanding strongly correlated physics. However, two fundamental problems,…

Strongly Correlated Electrons · Physics 2026-03-03 Zhiyan Wang , Zenan Liu , Bin-Bin Mao , Zhe Wang , Zheng Yan

Lattice Monte Carlo calculations of interacting systems on non-bipartite lattices exhibit an oscillatory imaginary phase known as the phase or sign problem, even at zero chemical potential. One method to alleviate the sign problem is to…

Strongly Correlated Electrons · Physics 2021-03-31 Jan-Lukas Wynen , Evan Berkowitz , Stefan Krieg , Thomas Luu , Johann Ostmeyer
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