Efficient variance-reduction transformations for the simulation of a ratio of two means: Application to quantum Monte Carlo simulations

DOI10.1016/0021-9991(82)90089-4zbMath0511.65004OpenAlexW2057407087MaRDI QIDQ1838816

Heather L. Gordon, Timothy R. Proctor, Stuart M. Rothstein

Publication date: 1982

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0021-9991(82)90089-4

zbMATH Keywords

confidence intervalsground state energyquantum Monte Carlo simulationsvariance-reduction transformationsvariational energy

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Monte Carlo methods (65C05) Stochastic mechanics (including stochastic electrodynamics) (81P20)

Uses Software

• IMSL Numerical Libraries

Cites Work

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• Monte Carlo solution of Schrödinger's equation for the hydrogen atom in a magnetic field
• Variance Reduction Techniques for the Simulation of Markov Processes, I: Multiple Estimates
• A Perspective on the Use of Control Variables to Increase the Efficiency of Monte Carlo Simulations
• Regenerative Simulation with Internal Controls
• Multidimensional Monte Carlo Integration Based on Factorized Approximation Functions
• Equation of State Calculations by Fast Computing Machines
• Bernstein Polynomials and Monte Carlo Integration
• The Monte Carlo Method

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