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On Conditional Wiener Integrals and a Novel Approach to the Fermion Sign Problem

Warwick Michael Dumas

Published Jul 7, 2010• 0 citations
OpenAlex

Abstract

The path-integral formulation of nonrelativistic quantum mechanics was introduced by Feynman in 1948. The use of Path Integral Monte Carlo can be put on a rigorous footing using conditional Wiener integrals. This thesis addresses the topics both of numerical error and of Monte Carlo error.\nA piecewise constant numerical method which is of second order of accuracy for computing conditional Wiener integrals for a rather general class of sufficiently smooth functional is proposed. The method is based on simulation of Brownian bridges via the corresponding stochastic differential equations (SDEs) and on ideas of the weak-sense numerical integration of SDEs. A convergence theorem is proved. Special attention is paid to integral-type functionals. Results of some numerical experiments are presented.\nIn a further part of the research, the goal is to develop Monte Carlo methods for fermion simulations that are resistant to the explosion of variance which happens due to the fermion sign problem. A novel approach is developed which represents a radical departure from the current approaches. This is based on the principle of using a geometrical interpretation of the problem in order to find ways to maximize the negative covariance between the countersigned functional contributions. The fundamental connection between quantum exchange and the fermion sign problem is exploited. It is shown that this leads to a mathematical proof of the well-known exact solution to the sign problem for 1-dimensional fermion systems, and also to a novel exact solution in the case of a pair of 2-dimensional fermions.

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The path-integral formulation of nonrelativistic quantum mechanics was introduced by Feynman in 1948. The use of Path Integral Monte Carlo can be put on a rigorous footing using conditional Wiener integrals. This thesis addresses the topics both of numerical error and of Monte Carlo error.\nA piecewise constant numerical method which is of second order of accuracy for computing conditional Wiener integrals for a rather general class of sufficiently smooth functional is proposed. The method is based on simulation of Brownian bridges via the corresponding stochastic differential equations (SDEs) and on ideas of the weak-sense numerical integration of SDEs. A convergence theorem is proved. Special attention is paid to integral-type functionals. Results of some numerical experiments are presented.\nIn a further part of the research, the goal is to develop Monte Carlo methods for fermion simulations that are resistant to the explosion of variance which happens due to the fermion sign problem. A novel approach is developed which represents a radical departure from the current approaches. This is based on the principle of using a geometrical interpretation of the problem in order to find ways to maximize the negative covariance between the countersigned functional contributions. The fundamental connection between quantum exchange and the fermion sign problem is exploited. It is shown that this leads to a mathematical proof of the well-known exact solution to the sign problem for 1-dimensional fermion systems, and also to a novel exact solution in the case of a pair of 2-dimensional fermions.
Abstract The fermion sign problem, the biggest obstacle in quantum Monte Carlo calculations, is completely solved in this paper. Here, we find a strategy, in which the contribution from those negative-weighted paths is thoroughly cancelled or replaced by some positive-weighted paths. The crucial point lies on the Feynman path integral formula proposed in our group, which allows us to deeply analyze the Boltzmann weight of each path. Through mathematical proof, we demonstrate that physical quantities can be exactly calculated within a specific wavefunction space, in which all paths have positive Boltzmann weight. With this finding, a new Monte Carlo method is proposed, in which the fermion sign problem is absent. As an example, the current method is applied to the two-dimensional Hubbard model, and the results do manifest the correctness. *Corresponding author: dysun@phy.ecnu.edu.cn
The fermion sign problem, the biggest obstacle in quantum Monte Carlo calculations, is completely solved in this paper. Here, we find a strategy, in which the contribution from those negative-weighted paths is thoroughly cancelled or replaced by some positive-weighted paths. The crucial point lies on the Feynman path integral formula proposed in our group, which allows us to deeply analyze the Boltzmann weight of each path. Through mathematical proof, we demonstrate that physical quantities can be exactly calculated within a specific kind of paths, which have positive the Boltzmann weight. With this finding, a new Monte Carlo method is proposed, in which the fermion sign problem is absent. As an example, the current method is applied to the two-dimensional Hubbard model, and the results do manifest the correctness.
We formulate a path-integral Monte Carlo algorithm for simulating lattice systems consisting of fictitious particles governed by a generalized exchange statistics. This method, initially proposed for continuum systems, introduces a continuous parameter ξξξ in the partition function that interpolates between bosonic (ξ=1ξ= 1ξ=1) and fermionic (ξ=−1ξ= -1ξ=−1) statistics. We generalize this approach to discrete lattice models and apply it to the two-dimensional Hubbard model of fictitious particles, including the Bose- and Fermi-Hubbard models as special cases. By combining reweighting and ξξξ-extrapolation techniques, we access both half-filled and doped regimes. In particular, we demonstrate that the method remains effective even in strongly correlated, doped systems where the fermion sign problem hinders conventional quantum Monte Carlo approaches. Our results validate the applicability of the fictitious particle framework on lattice models and establish it as a promising tool for sign-problem mitigation in strongly interacting fermionic systems.
The path integral formulation of quantum mechanical problems including fermions is often affected by a severe numerical sign problem. We show how such a sign problem can be alleviated by a judiciously chosen constant imaginary offset to the path integral. Such integration contour deformations introduce no additional computational cost to the Hamiltonian Monte Carlo algorithm, while its effective sample size is greatly increased. This makes otherwise unviable simulations efficient for a wide range of parameters. Applying our method to the Hubbard model, we find that the sign problem is significantly reduced. Furthermore, we prove that it vanishes completely for large chemical potentials, a regime where the sign problem is expected to be particularly severe without imaginary offsets. In addition to a numerical analysis of such optimized contour shifts, we analytically compute the shifts corresponding to the leading and next-to-leading order corrections to the action. We find that such simple approximations, free of significant computational cost, suffice in many cases. We present a simulation of C60{\mathrm{C}}_{60}C60​ fullerenes (buckyballs) that are successful over a wide parameter range.
This work shows that the recently discovered operator contraction identity for solving the discreet Path Integral of the harmonic oscillator can be applied equally to fermions in any dimension. This then yields an exactly solvable model for studying the sign problem where the Path Integral Monte Carlo energy at any time step for any number of fermions is known analytically, or can be computed numerically. It is found that the sign problem is primarily a property of the free fermion propagator, but repulsive/attractive pairwise interaction can shift the sign problem to larger/smaller imaginary time but does not make it more severe than the non-interacting case. More surprisingly, one can prove analytically that the first closed-shell state in DDD dimension, with n=D+1n=D+1n=D+1 fermion, has no sign problem at large imaginary time. Direct numerical simulations confirm that this is also true for higher closed-shell states in two and three-dimension. Fourth-order and newly found variable-bead algorithms are used to compute ground state energies of quantum dots with up to 110 electrons and compared to results obtained by modern neural networks.
In this chapter, we discuss the fixed-node and constrained-path Monte Carlo methods for computing the ground state properties of systems of interacting electrons. These methods are arguably the two most powerful ones presently available for doing such calculations, but they are approximate. By sacrificing exactness, they avoid the exponential scaling of the Monte Carlo errors with system size that typically accompanies the simulation of systems of interacting electrons. This exponential scaling is called the Fermion sign problem . After a few general comments about the sign problem, we outline both methods, noting points of similarity and difference, plus points of strength and weakness. We also discuss the constrained-phase method, an extension of the constrained-path method, which controls the phase problem that develops when the ground state wave function cannot be real. Sign problem The “sign problem” refers to the exponential increase of the Monte Carlo errors with increasing system size or decreasing temperature (e.g., Loh et al., 1990, 2005; Gubernatis and Zhang, 1994) that often accompanies a Markov chain simulation whose limiting distribution is not everywhere positive. Such a case generally arises in simulations of Fermion and frustrated quantum-spin systems. It seems so inherent to Monte Carlo simulations of Fermion systems that the phrase “the sign problem” to many seems almost synonymous with the phrase “the Fermion sign problem.” Explanations for the cause of the sign problem vary and are still debated. In this chapter, we choose to summarize two explanations that seem to connect the causes in ground state Fermion simulations in the continuum and on the lattice. The sign problem, of course, is not limited to ground state calculations or even to Fermion simulations. While the cause we discuss in Sections 11.2 and 11.3 focuses on the low-lying states of diffusion-like operators, several topological pictures have been proposed (Muramatsu et al., 1992; Samson, 1993; Gubernatis and Zhang, 1994; Samson, 1995). Some of these discussions are done in the context of the zero- and finite-temperature determinant methods (Muramatsu et al., 1992; Gubernatis and Zhang, 1994). Others are done more analytically from a Feynman path-integral point of view (Samson, 1993, 1995). Some are for particles with statistics other than Fermions. The presentation of the sign problem in this chapter is appropriate for the Monte Carlo methods discussed in this chapter.