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Pré-Publication, Document De Travail Année : 2024

On the Mathematical foundations of Diffusion Monte Carlo

Résumé

The Diffusion Monte Carlo method with constant number of walkers, also called Stochastic Reconfiguration as well as Sequential Monte Carlo, is a widely used Monte Carlo methodology for computing the ground-state energy and wave function of quantum systems. In this study, we present the first mathematically rigorous anal- ysis of this class of stochastic methods on non necessarily compact state spaces, including linear diffusions evolving in quadratic absorbing potentials, yielding what seems to be the first result of this type for this class of models. We present a novel and general mathematical framework with easily checked Lyapunov stability conditions that ensure the uniform-in-time convergence of Diffusion Monte Carlo estimates towards the top of the spectrum of Schr ̈odinger operators. For transient free evolutions, we also present a divergence blow up of the estimates w.r.t. the time horizon even when the asymptotic fluctuation variances are uniformly bounded. We also illustrate the impact of these results in the context of generalized coupled quan- tum harmonic oscillators with non necessarily reversible nor stable diffusive particle and a quadratic energy absorbing well associated with a semi-definite positive matrix force.
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Dates et versions

hal-04409602 , version 1 (22-01-2024)
hal-04409602 , version 2 (31-01-2024)
hal-04409602 , version 3 (05-02-2024)
hal-04409602 , version 4 (06-02-2024)
hal-04409602 , version 5 (15-02-2024)

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Michel Caffarel, Pierre del Moral, Luc de Montella. On the Mathematical foundations of Diffusion Monte Carlo. 2024. ⟨hal-04409602v5⟩
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