Issue |
ESAIM: M2AN
Volume 41, Number 2, March-April 2007
Special issue on Molecular Modelling
|
|
---|---|---|
Page(s) | 189 - 213 | |
DOI | https://doi.org/10.1051/m2an:2007017 | |
Published online | 16 June 2007 |
Diffusion Monte Carlo method: Numerical Analysis in a Simple Case
ENPC-CERMICS, 6-8 avenue Blaise Pascal, Cité
Descartes, Champs sur Marne, 77455 Marne-la-Vallée Cedex 2, France. makrimo@cermics.enpc.fr; jourdain@cermics.enpc.fr; lelievre@cermics.enpc.fr
Received:
30
September
2005
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 +∞ 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.
Mathematics Subject Classification: 81Q05 / 65C35 / 60K35 / 35P15
Key words: Diffusion Monte Carlo method / interacting particle systems / ground state / Schrödinger operator / Feynman-Kac formula.
© EDP Sciences, SMAI, 2007
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