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hal-00136428, version 1

Diffusion Monte Carlo method: numerical analysis in a simple case

Tony Lelievre (Author to contact preferably) 1, Mohamed El Makrini () 1, Benjamin Jourdain () 1

Abstract: The Diffusion Monte Carlo method is devoted to the computation of electronic ground-state energies of molecules. In this paper, we focus on implementations of this method which consist in exploring the configuration space with a fixed number of random walkers evolving according to a Stochastic Differential Equation discretized in time. We allow stochastic reconfigurations of the walkers to reduce the discrepancy between the weights that they carry. On a simple one-dimensional example, we prove the convergence of the method for a fixed number of reconfigurations when the number of walkers tends to +1 while the timestep tends to 0. We confirm our theoretical rates of convergence by numerical experiments. Various resampling algorithms are investigated, both theoretically and numerically.

  • 1:  Centre d'Enseignement et de Recherche en Mathématiques, Informatique et Calcul Scientifique (CERMICS)
  • INRIA – Ecole des Ponts ParisTech
  • Domain : Mathematics/Numerical Analysis
  • Keywords : Diffusion Monte Carlo method – interacting particle systems – ground state – Schrödinger operator – Feynman-Kac formula
 
  • hal-00136428, version 1
  • oai:hal.archives-ouvertes.fr:hal-00136428
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  • Submitted on: Tuesday, 13 March 2007 22:21:45
  • Updated on: Wednesday, 29 April 2009 12:36:19