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Monte Carlo methods represent a cornerstone of computer science. They allow to sample high dimensional distribution functions in an efficient way. In this paper we consider the extension of Automatic Differentiation (AD) techniques to Monte…

High Energy Physics - Lattice · Physics 2023-07-31 Guilherme Catumba , Alberto Ramos , Bryan Zaldivar

Following a recent work by Robnik and Romanovski (J.Phys.A: Math.Gen. {\bf 39} (2006) L35, Open Syst. & Infor. Dyn. {\bf 13} (2006) 197-222) we derive the explicit formula for the universal distribution function of the final energies in a…

Exactly Solvable and Integrable Systems · Physics 2009-11-11 Marko Robnik , Valery G. Romanovski , Hans-Juergen Stoeckmann

Adaptive Monte Carlo methods are very efficient techniques designed to tune simulation estimators on-line. In this work, we present an alternative to stochastic approximation to tune the optimal change of measure in the context of…

Probability · Mathematics 2009-10-23 Benjamin Jourdain , Jérôme Lelong

Partial differential equation is a powerful tool to characterize various physics systems. In practice, measurement errors are often present and probability models are employed to account for such uncertainties. In this paper, we present a…

Probability · Mathematics 2016-05-23 Xiaoou Li , Jingchen Liu

One of the most significant drawbacks of the all-electron ab initio diffusion Monte Carlo (DMC) is that its computational cost drastically increases with the atomic number ($Z$), which typically scales with $Z^{\sim 6}$. In this study, we…

Computational Physics · Physics 2020-04-15 Kousuke Nakano , Ryo Maezono , Sandro Sorella

Variational and diffusion quantum Monte Carlo (VMC and DMC) methods with Slater-Jastrow-backflow trial wave functions are used to study the spin-polarized three-dimensional uniform electron fluid. We report ground state VMC and DMC energies…

Strongly Correlated Electrons · Physics 2025-11-11 Sam Azadi , N. D. Drummond , Sam. M. Vinko

By using the Onsager principle as an approximation tool, we give a novel derivation for the moving finite element method for gradient flow equations. We show that the discretized problem has the same energy dissipation structure as the…

Numerical Analysis · Mathematics 2020-09-04 Xianmin Xu

We study diffusions, variational principles and associated boundary value problems on directed graphs with natural weightings. Using random walks and exit times, we associate to certain subgraphs (domains) a pair of sequences, each of which…

Spectral Theory · Mathematics 2007-05-23 Patrick McDonald , Robert Meyers

We prove local energy decay for the damped wave equation on R^d. The problem which we consider is given by a long range metric perturbation of the Euclidean Laplacian with a short range absorption index. Under a geometric control assumption…

Mathematical Physics · Physics 2014-03-04 Jean-Marc Bouclet , Julien Royer

Random diffusions are a popular tool in Monte-Carlo estimations, with well established algorithms such as Walk-on-Spheres (WoS) going back several decades. In this work, we introduce diffusion estimators for the problems of angular…

Probability · Mathematics 2024-10-15 Hugo Jaquard , Pierre-Olivier Amblard , Simon Barthelmé , Nicolas Tremblay

Fixed node diffusion Monte Carlo (DMC) has been performed on a test set of forward and reverse barrier heights for 19 non-hydrogen-transfer reactions, and the nodal error has been assessed. The DMC results are robust to changes in the nodal…

Chemical Physics · Physics 2017-04-26 Kittithat Krongchon , Brian Busemeyer , Lucas K. Wagner

In this work, we investigate the fidelity of orbital optimization in variational Monte Carlo to improve diffusion Monte Carlo results on correlated magnetic systems, using CrSBr as a model system. We compare the performance of different…

Strongly Correlated Electrons · Physics 2026-04-27 Cody A. Melton , Jaron T. Krogel

The goal of this paper is to study convergence and error estimates of the Monte Carlo method for the Navier-Stokes equations with random data. To discretize in space and time, the Monte Carlo method is combined with a suitable deterministic…

Numerical Analysis · Mathematics 2022-05-10 Eduard Feireisl , Mária Lukáčová - Medviďová , Bangwei She , Yuhuan Yuan

Numerical solutions of stationary diffusion equations on the unit sphere with isotropic lognormal diffusion coefficients are considered. H\"older regularity in $L^p$ sense for isotropic Gaussian random fields is obtained and related to the…

Probability · Mathematics 2023-12-06 Lukas Herrmann , Annika Lang , Christoph Schwab

The accuracy and efficiency of ab-initio quantum Monte Carlo (QMC) algorithms benefits greatly from compact variational trial wave functions that accurately reproduce ground state properties of a system. We investigate the possibility of…

Materials Science · Physics 2019-01-30 Shivesh Pathak , Lucas K. Wagner

The transport of charged particles in various astrophysical environments permeated by magnetic fields is described in terms of a diffusion process, which relies on diffusion-tensor parameters generally inferred from Monte-Carlo simulations.…

High Energy Astrophysical Phenomena · Physics 2022-12-09 Olivier Deligny

We provide theoretical convergence bounds for the variational Monte Carlo (VMC) method as applied to optimize neural network wave functions for the electronic structure problem. We study both the energy minimization phase and the supervised…

Machine Learning · Computer Science 2025-03-07 Nilin Abrahamsen , Zhiyan Ding , Gil Goldshlager , Lin Lin

In this paper we derive stochastic representations for the finite dimensional distributions of a multidimensional diffusion on a fixed time interval, conditioned on the terminal state. The conditioning can be with respect to a fixed point…

Probability · Mathematics 2014-07-29 Christian Bayer , John Schoenmakers

We report exact expressions for atomic forces in the diffusion Monte Carlo (DMC) method when using nonlocal pseudopotentials. We present approximate schemes for estimating these expressions in both mixed and pure DMC calculations, including…

Materials Science · Physics 2008-08-15 A. Badinski , R. J. Needs

We present an improved formalism for quantum Monte Carlo calculations of energy derivatives and properties (e.g. the interatomic forces), with a multideterminant Jastrow-Slater function. As a function of the number $N_e$ of Slater…

Chemical Physics · Physics 2017-06-26 Roland Assaraf , Saverio Moroni , Claudia Filippi
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