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Inherent gate errors can arise in quantum computation when the actual system Hamiltonian or Hilbert space deviates from the desired one. Two important examples we address are spin-coupled quantum dots in the presence of spin-orbit…

量子物理 · 物理学 2009-11-10 L. -A. Wu , D. A. Lidar

Adiabatic Quantum Computing (AQC) is an attractive paradigm for solving hard integer polynomial optimization problems. Available hardware restricts the Hamiltonians to be of a structure that allows only pairwise interactions. This requires…

量子物理 · 物理学 2018-10-04 Raouf Dridi , Hedayat Alghassi , Sridhar Tayur

This study presents a comparative analysis of Monte Carlo (MC) and quasi-Monte Carlo (QMC) methods in the context of derivative pricing, emphasizing convergence rates and the curse of dimensionality. After a concise overview of traditional…

证券定价 · 定量金融 2025-02-26 Giacomo Case

We show how to obtain a fast component-by-component construction algorithm for higher order polynomial lattice rules. Such rules are useful for multivariate quadrature of high-dimensional smooth functions over the unit cube as they achieve…

This article provides a high-level overview of some recent works on the application of quasi-Monte Carlo (QMC) methods to PDEs with random coefficients. It is based on an in-depth survey of a similar title by the same authors, with an…

数值分析 · 数学 2017-10-31 Frances Y. Kuo , Dirk Nuyens

ABC (approximate Bayesian computation) is a general approach for dealing with models with an intractable likelihood. In this work, we derive ABC algorithms based on QMC (quasi- Monte Carlo) sequences. We show that the resulting ABC…

统计计算 · 统计学 2018-05-08 Alexander Buchholz , Nicolas Chopin

In this paper, we consider the infinite-dimensional integration problem on weighted reproducing kernel Hilbert spaces with norms induced by an underlying function space decomposition of ANOVA-type. The weights model the relative importance…

数值分析 · 数学 2021-09-21 Jan Baldeaux , Michael Gnewuch

The utility of solving the Fermi-Hubbard model has been estimated in the billions of dollars. Digital quantum computers can in principle address this task, but have so far been limited to quasi one-dimensional models. This is because of…

Pricing exotic multi-asset path-dependent options requires extensive Monte Carlo simulations. In the recent years the interest to the Quasi-monte Carlo technique has been renewed and several results have been proposed in order to improve…

概率论 · 数学 2007-11-01 Piergiacomo Sabino

We provide a unified, comprehensive treatment of all operators that contribute to the anti-ferromagnetic, ferromagnetic, and charge-density-wave structure factors and order parameters of the hexagonal Hubbard Model. We use the Hybrid Monte…

强关联电子 · 物理学 2021-11-01 Johann Ostmeyer , Evan Berkowitz , Stefan Krieg , Timo A. Lähde , Thomas Luu , Carsten Urbach

Hilbert space dimension is a key resource for quantum information processing. A large Hilbert space is not only an essential requirement for quantum error correction, but it can also be advantageous for realizing gates and algorithms more…

Recent advances in quasi-Monte Carlo integration demonstrate that the median of linearly scrambled digital net estimators achieves near-optimal convergence rates for high-dimensional integrals without requiring a priori knowledge of the…

统计计算 · 统计学 2026-02-03 Zexin Pan

We present an algorithm for the computation of unbiased Green functions and self-energies for quantum lattice models, free from systematic errors and valid in the thermodynamic limit. The method combines direct lattice simulations using the…

强关联电子 · 物理学 2015-10-28 D. Rost , N. Blümer

Determinant Quantum Monte Carlo (DQMC) provides numerically exact solutions for strongly correlated fermionic systems but faces significant computational challenges with increasing system size. While submatrix updates were originally…

强关联电子 · 物理学 2025-02-19 Fanjie Sun , Xiao Yan Xu

The classical approaches to numerically integrating a function $f$ are Monte Carlo (MC) and quasi-Monte Carlo (QMC) methods. MC methods use random samples to evaluate $f$ and have error $O(\sigma(f)/\sqrt{n})$, where $\sigma(f)$ is the…

数据结构与算法 · 计算机科学 2024-08-14 Nikhil Bansal , Haotian Jiang

We consider the problem of estimating the measure of subsets in very large networks. A prime tool for this purpose is the Markov Chain Monte Carlo (MCMC) algorithm. This algorithm, while extremely useful in many cases, still often suffers…

数据结构与算法 · 计算机科学 2020-09-01 Ahmad Askarian , Rupei Xu , András Faragó

Recently, iterative Quasi-Monte Carlo (iQMC) was introduced as a new method of neutron transport which combines deterministic iterative methods and quasi-Monte Carlo simulation for more efficient solutions to the neutron transport equation.…

计算物理 · 物理学 2023-06-27 Samuel Pasmann , Ilham Variansyah , C. T. Kelley , Ryan G. McClarren

The theoretical development of quasi-Monte Carlo (QMC) methods for uncertainty quantification of partial differential equations (PDEs) is typically centered around simplified model problems such as elliptic PDEs subject to homogeneous zero…

数值分析 · 数学 2025-03-26 Laura Bazahica , Vesa Kaarnioja , Lassi Roininen

A new algorithm for analytic continuation of noisy quantum Monte Carlo (QMC) data from the Matsubara domain to real frequencies is proposed. Unlike the widely used maximum-entropy (MaxEnt) procedure, our method is linear with respect to…

强关联电子 · 物理学 2011-06-29 I. S. Krivenko , A. N. Rubtsov

In this project we initiate an investigation of the applicability of Quasi-Monte Carlo methods to lattice field theories in order to improve the asymptotic error behavior of observables for such theories. In most cases the error of an…

高能物理 - 格点 · 物理学 2015-06-12 K. Jansen , H. Leovey , A. Nube , A. Griewank , M. Mueller-Preussker