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Diffusion Monte Carlo method: Numerical Analysis in a Simple Case

Mohamed El Makrini, Benjamin Jourdain, Tony Lelièvre (2007)

ESAIM: Mathematical Modelling and Numerical Analysis


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...

Directed polymer in random environment and last passage percolation*

Philippe Carmona (2010)

ESAIM: Probability and Statistics

The sequence of random probability measures νn that gives a path of length n, 1 n times the sum of the random weights collected along the paths, is shown to satisfy a large deviations principle with good rate function the Legendre transform of the free energy of the associated directed polymer in a random environment. Consequences on the asymptotics of the typical number of paths whose collected weight is above a fixed proportion are then drawn.

Discrete time markovian agents interacting through a potential

Amarjit Budhiraja, Pierre Del Moral, Sylvain Rubenthaler (2013)

ESAIM: Probability and Statistics

A discrete time stochastic model for a multiagent system given in terms of a large collection of interacting Markov chains is studied. The evolution of the interacting particles is described through a time inhomogeneous transition probability kernel that depends on the ‘gradient’ of the potential field. The particles, in turn, dynamically modify the potential field through their cumulative input. Interacting Markov processes of the above form have been suggested as models for active biological transport...

Disorder relevance at marginality and critical point shift

Giambattista Giacomin, Hubert Lacoin, Fabio Lucio Toninelli (2011)

Annales de l'I.H.P. Probabilités et statistiques

Recently the renormalization group predictions on the effect of disorder on pinning models have been put on mathematical grounds. The picture is particularly complete if the disorder is relevant or irrelevant in the Harris criterion sense: the question addressed is whether quenched disorder leads to a critical behavior which is different from the one observed in the pure, i.e. annealed, system. The Harris criterion prediction is based on the sign of the specific heat exponent of the pure system,...

Disorder relevance for the random walk pinning model in dimension 3

Matthias Birkner, Rongfeng Sun (2011)

Annales de l'I.H.P. Probabilités et statistiques

We study the continuous time version of the random walk pinning model, where conditioned on a continuous time random walk (Ys)s≥0 on ℤd with jump rate ρ > 0, which plays the role of disorder, the law up to time t of a second independent random walk (Xs)0≤s≤t with jump rate 1 is Gibbs transformed with weight eβLt(X,Y), where Lt(X, Y) is the collision local time between X and Y up to time t. As the inverse temperature β varies, the model undergoes a localization–delocalization transition at...

Duality of Schramm-Loewner evolutions

Julien Dubédat (2009)

Annales scientifiques de l'École Normale Supérieure

In this note, we prove a version of the conjectured duality for Schramm-Loewner Evolutions, by establishing exact identities in distribution between some boundary arcs of chordal SLE κ , κ > 4 , and appropriate versions of SLE κ ^ , κ ^ = 16 / κ .

Dynamical Percolation

Olle Häggström, Yuval Peres, Jeffrey E. Steif (1997)

Annales de l'I.H.P. Probabilités et statistiques

Dynamical sensitivity of the infinite cluster in critical percolation

Yuval Peres, Oded Schramm, Jeffrey E. Steif (2009)

Annales de l'I.H.P. Probabilités et statistiques

In dynamical percolation, the status of every bond is refreshed according to an independent Poisson clock. For graphs which do not percolate at criticality, the dynamical sensitivity of this property was analyzed extensively in the last decade. Here we focus on graphs which percolate at criticality, and investigate the dynamical sensitivity of the infinite cluster. We first give two examples of bounded degree graphs, one which percolates for all times at criticality and one which has exceptional...

Edge-reinforced random walk, vertex-reinforced jump process and the supersymmetric hyperbolic sigma model

Christophe Sabot, Pierre Tarrès (2015)

Journal of the European Mathematical Society

Edge-reinforced random walk (ERRW), introduced by Coppersmith and Diaconis in 1986 [8], is a random process which takes values in the vertex set of a graph G and is more likely to cross edges it has visited before. We show that it can be represented in terms of a vertex-reinforced jump process (VRJP) with independent gamma conductances; the VRJP was conceived by Werner and first studied by Davis and Volkov [10, 11], and is a continuous-time process favouring sites with more local time. We calculate,...

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