Introduction to the Diffusion Monte Carlo Method

A self-contained and tutorial presentation of the diffusion Monte Carlo method for determining the ground state energy and wave function of quantum systems is provided. First, the theoretical basis of the method is derived and then a numerical algorithm is formulated. The algorithm is applied to determine the ground state of the harmonic oscillator, the Morse oscillator, the hydrogen atom, and the electronic ground state of the H2+ ion and of the H2 molecule. A computer program on which the sample calculations are based is available upon request.Comment: RevTeX 3.0, 14 pages, 8 EPS figures (included

Simulation of multivariate diffusion bridge

We propose simple methods for multivariate diffusion bridge simulation, which plays a fundamental role in simulation-based likelihood and Bayesian inference for stochastic differential equations. By a novel application of classical coupling methods, the new approach generalizes a previously proposed simulation method for one-dimensional bridges to the multi-variate setting. First a method of simulating approximate, but often very accurate, diffusion bridges is proposed. These approximate bridges are used as proposal for easily implementable MCMC algorithms that produce exact diffusion bridges. The new method is much more generally applicable than previous methods. Another advantage is that the new method works well for diffusion bridges in long intervals because the computational complexity of the method is linear in the length of the interval. In a simulation study the new method performs well, and its usefulness is illustrated by an application to Bayesian estimation for the multivariate hyperbolic diffusion model.Comment: arXiv admin note: text overlap with arXiv:1403.176

Analytical results for long time behavior in anomalous diffusion

We investigate through a Generalized Langevin formalism the phenomenon of anomalous diffusion for asymptotic times, and we generalized the concept of the diffusion exponent. A method is proposed to obtain the diffusion coefficient analytically through the introduction of a time scaling factor $\lambda$. We obtain as well an exact expression for $\lambda$ for all kinds of diffusion. Moreover, we show that $\lambda$ is a universal parameter determined by the diffusion exponent. The results are then compared with numerical calculations and very good agreement is observed. The method is general and may be applied to many types of stochastic problem

A High-Order Kernel Method for Diffusion and Reaction-Diffusion Equations on Surfaces

In this paper we present a high-order kernel method for numerically solving diffusion and reaction-diffusion partial differential equations (PDEs) on smooth, closed surfaces embedded in $\mathbb{R}^d$. For two-dimensional surfaces embedded in $\mathbb{R}^3$, these types of problems have received growing interest in biology, chemistry, and computer graphics to model such things as diffusion of chemicals on biological cells or membranes, pattern formations in biology, nonlinear chemical oscillators in excitable media, and texture mappings. Our kernel method is based on radial basis functions (RBFs) and uses a semi-discrete approach (or the method-of-lines) in which the surface derivative operators that appear in the PDEs are approximated using collocation. The method only requires nodes at "scattered" locations on the surface and the corresponding normal vectors to the surface. Additionally, it does not rely on any surface-based metrics and avoids any intrinsic coordinate systems, and thus does not suffer from any coordinate distortions or singularities. We provide error estimates for the kernel-based approximate surface derivative operators and numerically study the accuracy and stability of the method. Applications to different non-linear systems of PDEs that arise in biology and chemistry are also presented

Construction of an isotropic cellular automaton for a reaction-diffusion equation by means of a random walk

We propose a new method to construct an isotropic cellular automaton corresponding to a reaction-diffusion equation. The method consists of replacing the diffusion term and the reaction term of the reaction-diffusion equation with a random walk of microscopic particles and a discrete vector field which defines the time evolution of the particles. The cellular automaton thus obtained can retain isotropy and therefore reproduces the patterns found in the numerical solutions of the reaction-diffusion equation. As a specific example, we apply the method to the Belousov-Zhabotinsky reaction in excitable media

Diffusive Transport in Periodic Potentials: Underdamped Dynamics

In this paper we present a systematic and rigorous method for calculating the diffusion tensor for a Brownian particle moving in a periodic potential which is valid in arbitrary dimensions and for all values of the dissipation. We use this method to obtain an explicit formula for the diffusion coefficient in one dimension which is valid in the underdamped limit, and we also obtain higher order corrections to the Lifson-Jackson formula for the diffusion coefficient in the overdamped limit. A numerical method for calculating the diffusion coefficient is also developed and is shown to perform extremely well for all values of the dissipation.Comment: 21 PAGES, 1 FIGUR