Related papers: Monte Carlo techniques for real-time quantum dynam…
We extend correlated sampling from classical auxiliary-field quantum Monte Carlo to the quantum-classical (QC-AFQMC) framework, enabling accurate nuclear force computations crucial for geometry optimization and reaction dynamics. Stochastic…
An efficient Path Integral Monte Carlo procedure is proposed to simulate the behavior of quantum many-body dissipative systems described within the framework of the influence functional. Thermodynamic observables are obtained by Monte Carlo…
We analyze the accuracy and sample complexity of variational Monte Carlo approaches to simulate the dynamics of many-body quantum systems classically. By systematically studying the relevant stochastic estimators, we are able to: (i) prove…
We consider a class of discrete time stochastic control problems motivated by some financial applications. We use a pathwise stochastic control approach to provide a dual formulation of the problem. This enables us to develop a numerical…
The many-body dynamics of a quantum computer can be reduced to the time evolution of non-interacting quantum bits in auxiliary fields by use of the Hubbard-Stratonovich representation of two-bit quantum gates in terms of one-bit gates. This…
Indirect imaging problems in biomedical optics generally require repeated evaluation of forward models of radiative transport, for which Monte Carlo is accurate yet computationally costly. We develop a novel approach to reduce this…
This paper proposes an efficient method for the simultaneous estimation of the state of a quantum system and the classical parameters that govern its evolution. This hybrid approach benefits from efficient numerical methods for the…
An overview of recent work on Monte Carlo simulations of a granular binary mixture is presented. The results are obtained numerically solving the Enskog equation for inelastic hard-spheres by means of an extension of the well-known direct…
It is shown that the exact dynamics of a composite quantum system can be represented through a pair of product states which evolve according to a Markovian random jump process. This representation is used to design a general Monte Carlo…
Estimation and prediction in high dimensional multivariate factor stochastic volatility models is an important and active research area because such models allow a parsimonious representation of multivariate stochastic volatility. Bayesian…
We investigate different mean-field-like approximations for stochastic dynamics on graphs, within the framework of a cluster-variational approach. In analogy with its equilibrium counterpart, this approach allows one to give a unified view…
A simple stochastic model of solute drag by moving grain boundaries (GBs) is presented. Using a small number of parameters, the model describes solute interactions with GBs and captures nonlinear GB dynamics, solute saturation in the…
Quantum dynamics simulations can be improved using novel quasiprobability distributions based on non-orthogonal hermitian kernel operators. This introduces arbitrary functions (gauges) into the stochastic equations, which can be used to…
This article proposes an artificial data generating algorithm that is simple and easy to customize. The fundamental concept is to perform random permutation of Monte Carlo generated random numbers which conform to the unconditional…
We introduce a variant of the Hybrid Monte Carlo (HMC) algorithm to address large-deviation statistics in stochastic hydrodynamics. Based on the path-integral approach to stochastic (partial) differential equations, our HMC algorithm…
Thermalization of heavy quarks in the quark-gluon plasma (QGP) is one of the most promising phenomena for understanding the strong interaction. The energy loss and momentum broadening at low momentum can be well described by a stochastic…
Monte Carlo method is a broad class of computational algorithms that rely on repeated random sampling to obtain numerical results. They are often used in physical and mathematical problems and are most useful when it is difficult or…
We describe a Monte Carlo procedure for the simulation of dynamically triangulate random surfaces with a boundary (topology of a disk). The algorithm keeps the total number of triangles fixed, while the length of the boundary is allowed to…
We describe a novel simulation method that eliminates the slowing-down problem in the Monte Carlo simulations of imaginary-time path integrals near the continuum limit. This method combines a stochastic blocking procedure with the multigrid…
This paper describes a new Monte Carlo method based on a novel stochastic potential switching algorithm. This algorithm enables the equilibrium properties of a system with potential $V$ to be computed using a Monte Carlo simulation for a…