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This topical review describes the methodology of continuum variational and diffusion quantum Monte Carlo calculations. These stochastic methods are based on many-body wave functions and are capable of achieving very high accuracy. The…

Materials Science · Physics 2010-02-11 R. J. Needs , M. D. Towler , N. D. Drummond , P. Lopez Rios

Quantum Monte Carlo approaches such as the diffusion Monte Carlo (DMC) method are among the most accurate many-body methods for extended systems. Their scaling makes them well suited for defect calculations in solids. We review the various…

Materials Science · Physics 2014-04-23 William D. Parker , John W. Wilkins , Richard G. Hennig

This paper develops and analyzes an efficient numerical method for solving elliptic partial differential equations, where the diffusion coefficients are random perturbations of deterministic diffusion coefficients. The method is based upon…

Numerical Analysis · Mathematics 2016-03-30 X. Feng , J. Lin. , C. Lorton

We have developed a novel Monte Carlo method for simulating the dynamical evolution of stellar systems in arbitrary geometry. The orbits of stars are followed in a smooth potential represented by a basis-set expansion and perturbed after…

Astrophysics of Galaxies · Physics 2014-12-04 Eugene Vasiliev

We have implemented recently developed multiple-projector pseudopotentials into the planewave based auxiliary-field quantum Monte Carlo (pw-AFQMC) method. Multiple-projector pseudopotentials can yield smaller planewave cut-offs while…

Materials Science · Physics 2017-04-06 Fengjie Ma , Shiwei Zhang , Henry Krakauer

We have studied the diamond -> beta-tin phase transition in Si using diffusion quantum Monte Carlo (DMC) methods. Slater-Jastrow-backflow trial wave functions give lower DMC energies than Slater-Jastrow ones, and backflow slightly favors…

Materials Science · Physics 2011-01-20 Ryo Maezono , N. D. Drummond , A. Ma , R. J. Needs

This work develops Monte Carlo Euler adaptive time stepping methods for the weak approximation problem of jump diffusion driven stochastic differential equations. The main result is the derivation of a new expansion for the omputational…

Numerical Analysis · Mathematics 2007-05-23 E. Mordecki , A. Szepessy , R. Tempone , G. E. Zouraris

We propose a modification, based on the RESTART (repetitive simulation trials after reaching thresholds) and DPR (dynamics probability redistribution) rare event simulation algorithms, of the standard diffusion Monte Carlo (DMC) algorithm.…

Probability · Mathematics 2014-04-10 Martin Hairer , Jonathan Weare

We introduce an inferential framework for a wide class of semi-linear stochastic differential equations (SDEs). Recent work has shown that numerical splitting schemes can preserve critical properties of such types of SDEs, give rise to…

Computation · Statistics 2025-07-22 Shu Huang , Richard G. Everitt , Massimiliano Tamborrino , Adam M. Johansen

We study a sequential Monte Carlo algorithm to sample from the Gibbs measure with a non-convex energy function at a low temperature. We use the practical and popular geometric annealing schedule, and use a Langevin diffusion at each…

Statistics Theory · Mathematics 2026-01-13 Ruiyu Han , Gautam Iyer , Dejan Slepčev

Diffusion Monte Carlo (DMC) is one of the most accurate techniques available for calculating the electronic properties of molecules and materials, yet it often remains a challenge to economically compute forces using this technique. As a…

Chemical Physics · Physics 2022-11-15 Cancan Huang , Brenda M. Rubenstein

In recent years the Swap Monte Carlo algorithm has led to remarkable progress in equilibrating supercooled model liquids at low temperatures. Applications have so far been limited to systems composed of spherical particles, however, whereas…

Soft Condensed Matter · Physics 2025-09-05 Till Böhmer , Jeppe C. Dyre , Lorenzo Costigliola

Monte Carlo simulations of diffusion processes often introduce bias in the final result, due to time discretization. Using an auxiliary Poisson process, it is possible to run simulations which are unbiased. In this article, we propose such…

Computational Finance · Quantitative Finance 2016-05-09 Louis Paulot

Most research regarding quantum adiabatic optimization has focused on stoquastic Hamiltonians, whose ground states can be expressed with only real, nonnegative amplitudes. This raises the question of whether classical Monte Carlo algorithms…

Quantum Physics · Physics 2018-02-21 Jacob Bringewatt , William Dorland , Stephen P. Jordan , Alan Mink

We present two Diffusion Monte Carlo (DMC) algorithms for systems of ultracold quantum gases featuring synthetic spin-orbit interactions. The first one is a discrete spin generalization of the T- moves spin-orbit DMC, which provides an…

Quantum Gases · Physics 2018-12-05 J. Sanchez-Baena , J. Boronat , F. Mazzanti

A class of evolution equations with nonlocal diffusion is considered in this work. These are integro-differential equations arising as models of propagation phenomena in continuum media with nonlocal interactions including neural tissue,…

Numerical Analysis · Mathematics 2019-12-24 Dmitry Kaliuzhnyi-Verbovetskyi , Georgi S. Medvedev

This paper introduces a Monte Carlo method for maximum likelihood inference in the context of discretely observed diffusion processes. The method gives unbiased and a.s.\@ continuous estimators of the likelihood function for a family of…

Statistics Theory · Mathematics 2009-03-03 Alexandros Beskos , Omiros Papaspiliopoulos , Gareth Roberts

Fixed node diffusion quantum Monte Carlo (FN-DMC) is an increasingly used computational approach for investigating the electronic structure of molecules, solids, and surfaces with controllable accuracy. It stands out among equally accurate…

Computational Physics · Physics 2019-10-03 Andrea Zen , Jan Gerit Brandenburg , Angelos Michaelides , Dario Alfè

Expectation values of physical quantities may accurately be obtained by the evaluation of integrals within Many-Body Quantum mechanics, and these multi-dimensional integrals may be estimated using Monte Carlo methods. In a previous…

Computational Physics · Physics 2009-10-01 J. R. Trail

We provide a both qualitative and quantitative comparison among different approaches aimed to solve the problem of non-linear diffusive acceleration of particles at shocks. In particular, we show that state-of-the-art models (numerical,…

High Energy Astrophysical Phenomena · Physics 2015-03-17 D. Caprioli , Hyesung Kang , A. Vladimirov , T. W. Jones