Continuous Path Brownian Trajectories for Diffusion Monte Carlo via First- and Last-Passage Distributions

Authors:
James A. Given;Michael Mascagni;Chi-Ok Hwang
Affiliations:
-;-;-
Venue:
LSSC '01 Proceedings of the Third International Conference on Large-Scale Scientific Computing-Revised Papers
Year:
2001

Citing 2
Cited 3

The simulation-tabulation method for classical diffusion Monte Carlo

Journal of Computational Physics
Integral and probabilistic representations for systems of elliptic equations

Mathematical and Computer Modelling: An International Journal

ε-Shell error analysis for "Walk On Spheres" algorithms

Mathematics and Computers in Simulation
The random walk on the boundary method for calculating capacitance

Journal of Computational Physics
Monte Carlo method for calculating the electrostatic energy of a molecule

ICCS'03 Proceedings of the 1st international conference on Computational science: PartI

Quantified Score

Hi-index	0.01

Visualization

Abstract

This paper provides a review of a new method of addressing problems in diffusion Monte Carlo: the Green's function first-passage method (GFFP). In particular, we address three new strands of thought and their interaction with the GFFP method: the use of angle-averaging methods to reduce vector or tensor Laplace equations to scalar Laplace equations; the use of the simulation-tabulation (ST) method to dramatically expand the range of the GFFP method; and the development of last-passage diffusion methods; these drastically improve the efficiency of diffusion Monte Carlo methods. All of these claims are addressed in detail, with specific examples.