Diffusion Monte Carlo method: Numerical Analysis in a Simple Case

DOI10.1051/m2an:2007017zbMath1135.81379arXivmath/0703407OpenAlexW2157865285MaRDI QIDQ5447897

Tony Lelièvre, Benjamin Jourdain, Mohamed El Makrini

Publication date: 20 March 2008

Published in: ESAIM: Mathematical Modelling and Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0703407

Mathematics Subject Classification ID

Estimates of eigenvalues in context of PDEs (35P15) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Closed and approximate solutions to the Schrödinger, Dirac, Klein-Gordon and other equations of quantum mechanics (81Q05) Atomic physics (81V45) Molecular physics (81V55) Stochastic particle methods (65C35)

Related Items (8)

A sharp first order analysis of Feynman-Kac particle models. I: Propagation of chaos ⋮ A Micro-Macro Acceleration Method for the Monte Carlo Simulation of Stochastic Differential Equations ⋮ Parareal computation of stochastic differential equations with time-scale separation: a numerical convergence study ⋮ Simulating rare events in dynamical processes ⋮ A backward particle interpretation of Feynman-Kac formulae ⋮ Error estimates on ergodic properties of discretized Feynman-Kac semigroups ⋮ Effective driven dynamics for one-dimensional conditioned Langevin processes in the weak-noise limit ⋮ A duality formula for Feynman-Kac path particle models

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• Expansion of the global error for numerical schemes solving stochastic differential equations

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