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We propose a novel method for drift estimation of multiscale diffusion processes when a sequence of discrete observations is given. For the Langevin dynamics in a two-scale potential, our approach relies on the eigenvalues and the…

Numerical Analysis · Mathematics 2022-04-15 Assyr Abdulle , Grigorios A. Pavliotis , Andrea Zanoni

Hamiltonian Monte Carlo (HMC) has become routinely used for sampling from posterior distributions. Its extension Riemann manifold HMC (RMHMC) modifies the proposal kernel through distortion of local distances by a Riemannian metric. The…

Computation · Statistics 2017-02-21 Akihiko Nishimura , David Dunson

In this manuscript, we describe a new configurational bias Monte Carlo technique for the simulation of peptides. We focus on the biologically relevant cases of linear and cyclic peptides. Our approach leads to an efficient,…

Soft Condensed Matter · Physics 2015-06-25 Michael W. Deem , Joel Bader

We develop a formalism and present an algorithm for optimization of the trial wave-function used in fixed-node diffusion quantum Monte Carlo (DMC) methods. We take advantage of a basic property of the walker configuration distribution…

Strongly Correlated Electrons · Physics 2015-05-13 Fernando A. Reboredo , Randolph Q. Hood , Paul R. C. Kent

A novel method for extracting physical parameters from experimental and simulation data is presented. The method is based on statistical concepts and it relies on Monte Carlo simulation techniques. It identifies and determines with maximal…

High Energy Physics - Phenomenology · Physics 2012-05-31 C. N. Papanicolas , E. Stiliaris

We study the static screening in a Hubbard-like model using fixed-node diffusion Monte Carlo. We find that the random phase approximation is surprisingly accurate even for metallic systems close to the Mott transition. As a specific…

Strongly Correlated Electrons · Physics 2007-05-23 Erik Koch , Olle Gunnarsson , Richard M. Martin

We calculate the linear and non-linear susceptibilities of periodic longitudinal chains of hydrogen dimers with different bond-length alternations using a diffusion quantum Monte Carlo approach. These quantities are derived from the changes…

Chemical Physics · Physics 2015-05-14 Paolo Umari , Nicola Marzari

Maps of the peculiar velocity field derived from distance relations are affected by Malmquist type bias and selection effects. Because of the large number of interdependent effects, they are in most cases difficult to treat analytically.…

We study several aspects of the recently introduced fixed-phase spin-orbit diffusion Monte Carlo (FPSODMC) method, in particular, its relation to the fixed-node method and its potential use as a general approach for electronic structure…

Computational Physics · Physics 2017-10-18 Cody A. Melton , Lubos Mitas

In this work, we develop a probabilistic estimator for the voltage-to-current map arising in electrical impedance tomography. This novel so-called partially reflecting random walk on spheres estimator enables Monte Carlo methods to compute…

Numerical Analysis · Mathematics 2015-02-17 Sylvain Maire , Martin Simon

We present a universal quantum Monte Carlo algorithm for simulating arbitrary high-spin (spin greater than 1/2) Hamiltonians, based on the recently developed permutation matrix representation (PMR) framework. Our approach extends a…

Computational Physics · Physics 2026-01-27 Arman Babakhani , Lev Barash , Itay Hen

Due to the complexity of order statistics, the finite sample behaviour of robust statistics is generally not analytically solvable. While the Monte Carlo method can provide approximate solutions, its convergence rate is typically very slow,…

Methodology · Statistics 2024-09-12 Li Tuobang

The most common way to sample from a probability distribution is to use Monte-Carlo methods. For distributions on a continuous state space, one can find diffusions with the target distribution as equilibrium measure, so that the state of…

Probability · Mathematics 2015-10-28 Chii-Ruey Hwang , Raoul Normand , Sheng-Jhih Wu

In this work we present a detailed study of the Fermion Monte Carlo algorithm (FMC), a recently proposed stochastic method for calculating fermionic ground-state energies [M.H. Kalos and F. Pederiva, Phys. Rev. Lett. vol. 85, 3547 (2000)].…

Strongly Correlated Electrons · Physics 2009-11-11 Roland Assaraf , Michel Caffarel , Anatole Khelif

This study presents a Monte Carlo simulation tool for modeling the transportation processes of thermal electrons in noble liquids, specifically focusing on liquid argon and liquid xenon. The study aims to elucidate the microscopical…

High Energy Physics - Experiment · Physics 2024-03-22 Yijun Xie , Yi Wang

In order to find the equilibrium geometries of molecules and solids and to perform ab initio molecular dynamics, it is necessary to calculate the forces on the nuclei. We present a correlated sampling method to efficiently calculate…

Condensed Matter · Physics 2009-10-31 Claudia Filippi , C. J. Umrigar

We perform a Nf = 2 + 1 lattice QCD simulation to determine the quark spin fractions of hadrons using the Feynman-Hellmann theorem. By introducing an external spin operator to the fermion action, the matrix elements relevant for quark spin…

High Energy Physics - Lattice · Physics 2014-07-30 A. J. Chambers , R. Horsley , Y. Nakamura , H. Perlt , D. Pleiter , P. E. L. Rakow , G. Schierholz , A. Schiller , H. Stüben , R. D. Young , J. M. Zanotti

We address the calculation of dynamical correlation functions for many fermion systems at zero temperature, using the auxiliary-field quantum Monte Carlo method. The two-dimensional Hubbard hamiltonian is used as a model system. Although…

Strongly Correlated Electrons · Physics 2016-08-24 Ettore Vitali , Hao Shi , Mingpu Qin , Shiwei Zhang

Several models for the Monte Carlo simulation of Compton scattering on electrons are quantitatively evaluated with respect to a large collection of experimental data retrieved from the literature. Some of these models are currently…

Computational codes based on the Diffusion Monte Carlo method can be used to determine the quantum state of two-electron systems confined by external potentials of various nature and geometry. In this work, we show how the application of…

Chemical Physics · Physics 2021-02-24 Gaia Micca Longo , Carla Maria Coppola , Domenico Giordano , Savino Longo
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