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Through the Bayesian lens of data assimilation, uncertainty on model parameters is traditionally quantified through the posterior covariance matrix. However, in modern settings involving high-dimensional and computationally expensive…

统计计算 · 统计学 2023-11-16 Michael Stanley , Mikael Kuusela , Brendan Byrne , Junjie Liu

A precise dynamical characterization of quantum impurity models with multiple interacting orbitals is challenging. In quantum Monte Carlo methods, this is embodied by sign problems. A dynamical sign problem makes it exponentially difficult…

介观与纳米尺度物理 · 物理学 2024-07-02 Andre Erpenbeck , Thomas Blommel , Lei Zhang , Wei-Ting Lin , Guy Cohen , Emanuel Gull

The low-energy constants, namely the spin stiffness $\rho_s$, the staggered magnetization density ${\cal M}_s$ per area, and the spinwave velocity $c$ of the two-dimensional (2D) spin-1 Heisenberg model on the square and rectangular…

强关联电子 · 物理学 2018-01-17 Fu-Jiun Jiang

We show that the two recently proposed methods to compute Renyi entanglement entropies in the realm of determinant quantum Monte Carlo methods for fermions are in principle equivalent, but differ in sampling strategies. The analogy allows…

强关联电子 · 物理学 2015-04-08 Fakher F. Assaad

Stochastic spectral methods have become a popular technique to quantify the uncertainties of nano-scale devices and circuits. They are much more efficient than Monte Carlo for certain design cases with a small number of random parameters.…

计算工程、金融与科学 · 计算机科学 2016-03-22 Zheng Zhang , Tsui-Wei Weng , Luca Daniel

This work addresses uncertainty quantification of electromagnetic devices determined by the eddy current problem. The multilevel Monte Carlo (MLMC) method is used for the treatment of uncertain parameters while the devices are discretized…

计算工程、金融与科学 · 计算机科学 2020-03-24 Armin Galetzka , Zeger Bontinck , Ulrich Römer , Sebastian Schöps

We introduce two novel quantum Monte Carlo methods and employ them to study the superfluid-insulator transition in a two-dimensional system of hard-core bosons. One of the methods is appropriate for zero temperature and is based upon…

凝聚态物理 · 物理学 2009-10-22 Shiwei Zhang , N. Kawashima , J. Carlson , J. E. Gubernatis

Ground state properties of the Hubbard model on a two-dimensional square lattice are studied by the auxiliary-field quantum Monte Carlo method. Accurate results for energy, double occupancy, effective hopping, magnetization, and momentum…

强关联电子 · 物理学 2016-08-10 Mingpu Qin , Hao Shi , Shiwei Zhang

Sequential Monte Carlo Samplers are a class of stochastic algorithms for Monte Carlo integral estimation w.r.t. probability distributions, which combine elements of Markov chain Monte Carlo methods and importance sampling/resampling…

概率论 · 数学 2007-05-23 Andreas Eberle , Carlo Marinelli

Using dynamic cluster quantum Monte Carlo simulations, we study the superconducting behavior of a 1/8 doped two-dimensional Hubbard model with imposed uni-directional stripe-like charge density wave modulation. We find a significant…

超导电性 · 物理学 2015-05-14 T. A. Maier , G. Alvarez , M. Summers , T. C. Schulthess

The assessment of the reliability of Monte Carlo simulations is discussed, with emphasis on uncertainty quantification and the related impact on experimental results. Methods and techniques to account for epistemic uncertainties, i.e. for…

This work is devoted to the development of a distributionally robust active fault diagnosis approach for a class of nonlinear systems, which takes into account any ambiguity in distribution information of the uncertain model parameters.…

最优化与控制 · 数学 2021-08-12 Ioannis Tzortzis , Marios M. Polycarpou

The Monte Carlo (MC) method is the most common technique used for uncertainty quantification, due to its simplicity and good statistical results. However, its computational cost is extremely high, and, in many cases, prohibitive.…

统计计算 · 统计学 2021-05-21 A. Cunha , R. Nasser , R. Sampaio , H. Lopes , K. Breitman

This brief paper proposes an uncertainty quantification method for the periodic steady-state (PSS) analysis with both Gaussian and non-Gaussian variations. Our stochastic testing formulation for the PSS problem provides superior efficiency…

计算工程、金融与科学 · 计算机科学 2016-11-18 Zheng Zhang , Tarek A. El-Moselhy , Paolo Maffezzoni , Ibrahim , M. Elfadel , Luca Daniel

We propose that a combination of the semiclassical approximation with Monte Carlo simulations can be an efficient and reliable impurity solver for dynamical mean field theory equations and their cluster extensions with large cluster sizes.…

强关联电子 · 物理学 2015-06-15 Hunpyo Lee , Yu-Zhong Zhang , Hoonkyung Lee , Yongkyung Kwon , Harald O. Jeschke , Roser Valenti

We present an \textit{ab initio} auxiliary field quantum Monte Carlo method for studying the electronic structure of molecules, solids, and model Hamiltonians at finite temperature. The algorithm marries the \textit{ab initio} phaseless…

强关联电子 · 物理学 2018-11-13 Yuan Liu , Minsik Cho , Brenda Rubenstein

A new diagrammatic quantum Monte Carlo approach is proposed to deal with the imaginary time propagator involving both dynamic disorder (i.e., electron-phonon interactions) and static disorder of local or nonlocal nature in a unified and…

材料科学 · 物理学 2026-04-15 Yu-Chen Wang , Yi Zhao

In the context of Monte Carlo (MC) simulation of particle transport Uncertainty Quantification (UQ) addresses the issue of predicting non statistical errors affecting the physical results, i.e. errors deriving mainly from uncertainties in…

计算物理 · 物理学 2015-06-18 Paolo Saracco , Maria Grazia Pia

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…

流体动力学 · 物理学 2007-05-23 J. M. Montanero

We develop a continuous-time quantum Monte Carlo method based on a strong-coupling expansion for Anderson impurity models with phonon-assisted hybridizations for arbitrary number of phonon modes. As a benchmark, we investigate the…

强关联电子 · 物理学 2015-06-15 Kazumasa Hattori