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Reflected diffusions in polyhedral domains are commonly used as approximate models for stochastic processing networks in heavy traffic. Stationary distributions of such models give useful information on the steady state performance of the…

Probability · Mathematics 2012-05-24 Amarjit Budhiraja , Jiang Chen , Sylvain Rubenthaler

We investigate the use of different variational principles in quantum Monte Carlo, namely energy and variance minimization, prompted by the interest in the robust and accurate estimate of electronic excited states. For two prototypical,…

Chemical Physics · Physics 2021-11-19 Alice Cuzzocrea , Anthony Scemama , Wim J. Briels , Saverio Moroni , Claudia Filippi

We present ground and excited state energies obtained from Diffusion Monte Carlo (DMC) calculations, using accurate multiconfiguration wave functions, for $N$ electrons ($N\le13$) confined to a circular quantum dot. We analyze the…

Condensed Matter · Physics 2009-10-31 F. Pederiva , C. J. Umrigar , E. Lipparini

Employing a classical density-functional description of liquid environments, we introduce a rigorous method for the diffusion quantum Monte Carlo calculation of free energies and thermodynamic averages of solvated systems that requires…

We propose an unbiased Monte-Carlo estimator for $\mathbb{E}[g(X_{t_1}, \cdots, X_{t_n})]$, where $X$ is a diffusion process defined by a multi-dimensional stochastic differential equation (SDE). The main idea is to start instead from a…

Probability · Mathematics 2016-03-08 Pierre Henry-Labordere , Xiaolu Tan , Nizar Touzi

We consider the solution to a stochastic differential equation with a drift function which depends smoothly on some real parameter $\lambda$, and admitting a unique invariant measure for any value of $\lambda$ around $\lambda$ = 0. Our aim…

Probability · Mathematics 2015-09-07 Roland Assaraf , Benjamin Jourdain , Tony Lelièvre , Raphaël Roux

We investigate an approximate sampling scheme that can significantly reduce the cost scaling of variational Monte Carlo when it is employed to predict the energy differences associated with local chemical changes. Inspired by side-chaining…

Chemical Physics · Physics 2026-03-13 Sonja Bumann , Eric Neuscamman

We modify the reweighting factor of the projector used in diffusion Monte Carlo to reduce the time-step error of the total energy. Further, we present a reweighting scheme that has the desirable feature that it is exactly size-consistent,…

Chemical Physics · Physics 2024-03-18 Tyler A. Anderson , Manolo C. Per , C. J. Umrigar

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

Diffusion models may be formulated as a time-indexed sequence of energy-based models, where the score corresponds to the negative gradient of an energy function. As opposed to learning the score directly, an energy parameterization is…

Machine Learning · Statistics 2025-02-19 James Thornton , Louis Bethune , Ruixiang Zhang , Arwen Bradley , Preetum Nakkiran , Shuangfei Zhai

Energy-based models (EBMs) offer a flexible framework for probabilistic modelling across various data domains. However, training EBMs on data in discrete or mixed state spaces poses significant challenges due to the lack of robust and fast…

Machine Learning · Statistics 2024-12-03 Tobias Schröder , Zijing Ou , Yingzhen Li , Andrew B. Duncan

Monte Carlo methods are widely used importance sampling techniques for studying complex physical systems. Integrating these methods with deep learning has significantly improved efficiency and accuracy in high-dimensional problems and…

Disordered Systems and Neural Networks · Physics 2024-12-24 Yixiong Ren , Jianhui Zhou

We present an overview of the variational and diffusion quantum Monte Carlo methods as implemented in the CASINO program. We particularly focus on developments made in the last decade, describing state-of-the-art quantum Monte Carlo…

Computational Physics · Physics 2025-12-24 R. J. Needs , M. D. Towler , N. D. Drummond , P. Lopez Rios , J. R. Trail

We propose a novel wave function partitioning method that integrates deep-learning variational Monte Carlo with ans\"atze based on generalized product functions. This approach effectively separates electronic wave functions (WFs) into…

Chemical Physics · Physics 2025-06-24 Matěj Mezera , Paolo A. Erdman , Zeno Schätzle , P. Bernát Szabó , Frank Noé

General elliptic equations with spatially discontinuous diffusion coefficients may be used as a simplified model for subsurface flow in heterogeneous or fractured porous media. In such a model, data sparsity and measurement errors are often…

Numerical Analysis · Mathematics 2022-08-29 Andrea Barth , Robin Merkle

Diffusion in an evolving environment is studied by continuos-time Monte Carlo simulations. Diffusion is modelled by continuos-time random walkers on a lattice, in a dynamic environment provided by bubbles between two one-dimensional…

Soft Condensed Matter · Physics 2010-11-22 Janne Juntunen , Juha Merikoski

We study lithium systems over a range of number of atoms, e.g., atomic anion, dimer, metallic cluster, and body-centered cubic crystal by the diffusion Monte Carlo method. The calculations include both core and valence electrons in order to…

Computational Physics · Physics 2015-07-29 Kevin Rasch , Lubos Mitas

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 perform excited-state variational Monte Carlo and diffusion Monte Carlo calculations using a simple and efficient wave function ansatz. This ansatz follows the recent variation-after-response formalism, accurately approximating a…

Strongly Correlated Electrons · Physics 2018-12-24 Nick S. Blunt , Eric Neuscamman

The sampling of the configuration space in diffusion Monte Carlo (DMC) is done using walkers moving randomly. In a previous work on the Hubbard model [\href{https://doi.org/10.1103/PhysRevB.60.2299}{Assaraf et al.~Phys.~Rev.~B \textbf{60},…

Strongly Correlated Electrons · Physics 2023-01-19 Roland Assaraf , Emmanuel Giner , Vijay Gopal Chilkuri , Pierre-François Loos , Anthony Scemama , Michel Caffarel