The Wigner branching random walk: efficient implementation and performance evaluation

DOI10.4208/CICP.OA-2018-0141MaRDI QIDQ5161388zbMATH OpenWikidataFDO

Authors Yunfeng Xiong, Sihong Shao

Publication date 29 October 2021

Published in Communications in Computational Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1709.02121

zbMATH Keywords

bootstrappingbranching random walkimportance samplingMonte Carlo methodparticle reductionquantum dynamicsresamplingsigned particleweighted particleWigner equation

Mathematics Subject Classification ID

Integro-partial differential equations (45K05) Sums of independent random variables; random walks (60G50) Applications of branching processes (60J85) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75) Closed and approximate solutions to the Schrödinger, Dirac, Klein-Gordon and other equations of quantum mechanics (81Q05) Phase-space methods including Wigner distributions, etc. applied to problems in quantum mechanics (81S30) Many-body theory; quantum Hall effect (81V70) Quantum dynamics and nonequilibrium statistical mechanics (general) (82C10)

Abstract: To implement the Wigner branching random walk, the particle carrying a signed weight, either $-1$ or $+1$, is more friendly to data storage and arithmetic manipulations than that taking a real-valued weight continuously from $-1$ to $+1$. The former is called a signed particle and the latter a weighted particle. In this paper, we propose two efficient strategies to realize the signed-particle implementation. One is to interpret the multiplicative functional as the probability to generate pairs of particles instead of the incremental weight, and the other is to utilize a bootstrap filter to adjust the skewness of particle weights. Performance evaluations on the Gaussian barrier scattering (2D) and a Helium-like system (4D) demonstrate the feasibility of both strategies and the variance reduction property of the second approach. We provide an improvement of the first signed-particle implementation that partially alleviates the restriction on the time step and perform a thorough theoretical and numerical comparison among all the existing signed-particle implementations. Details on implementing the importance sampling according to the quasi-probability density and an efficient resampling or particle reduction are also provided.

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Cited in

(5)

• Branching random walk solutions to the Wigner equation
• A branching random walk method for many-body Wigner quantum dynamics
• A hybrid SBP-SAT/Fourier pseudo-spectral method for the transient Wigner equation involving inflow boundary conditions
• An efficient stochastic particle method for moderately high-dimensional nonlinear PDEs
• A time-splitting Fourier pseudospectral method for the Wigner(-Poisson)-Fokker-Planck equations

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