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\newcommand{\roland}[1]{\textcolor{cyan}{\bf #1}}
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\newcommand{\be}{\begin{equation}}
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\newcommand{\be}{\begin{equation}}
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@ -60,6 +60,8 @@
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\newcommand{\EEP}{E_\text{EP}}
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\newcommand{\EEP}{E_\text{EP}}
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\newcommand{\laEP}{\lambda_\text{EP}}
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\newcommand{\laEP}{\lambda_\text{EP}}
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\newcommand{\PsiT}{\Psi_\text{T}}
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\newcommand{\Ne}{N} % Number of electrons
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\newcommand{\Ne}{N} % Number of electrons
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\newcommand{\Nn}{M} % Number of nuclei
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\newcommand{\Nn}{M} % Number of nuclei
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@ -74,7 +76,7 @@
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\newcommand{\n}[1]{n_{#1}}
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\newcommand{\n}[1]{n_{#1}}
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\newcommand{\Dv}{\Delta v}
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\newcommand{\Dv}{\Delta v}
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\newcommand{\ra}{\rightarrow}
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\newcommand{\ra}{\to}
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% Center tabularx columns
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% Center tabularx columns
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\newcolumntype{Y}{>{\centering\arraybackslash}X}
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\newcolumntype{Y}{>{\centering\arraybackslash}X}
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@ -150,6 +152,7 @@ Although this work presents the method for finite linear spaces, it can be gener
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%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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\section{Introduction}
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\section{Introduction}
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%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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Diffusion Monte Carlo (DMC) is a class of stochastic methods for evaluating the ground-state properties of quantum systems.
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Diffusion Monte Carlo (DMC) is a class of stochastic methods for evaluating the ground-state properties of quantum systems.
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They have been extensively used in virtually all domains of physics and chemistry where the many-body quantum problem plays a central role (condensed-matter physics,\cite{Foulkes_2001,Kolorenc_2011} quantum liquids,\cite{Holzmann_2006} nuclear physics,\cite{Carlson_2015,Carlson_2007} theoretical chemistry,\cite{Austin_2012} etc).
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They have been extensively used in virtually all domains of physics and chemistry where the many-body quantum problem plays a central role (condensed-matter physics,\cite{Foulkes_2001,Kolorenc_2011} quantum liquids,\cite{Holzmann_2006} nuclear physics,\cite{Carlson_2015,Carlson_2007} theoretical chemistry,\cite{Austin_2012} etc).
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DMC can be used either for systems defined in a continuous configuration space (typically, a set of particles moving in space) for which the Hamiltonian operator is defined in a Hilbert space of infinite dimension or systems defined in a discrete configuration space where the Hamiltonian reduces to a matrix.
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DMC can be used either for systems defined in a continuous configuration space (typically, a set of particles moving in space) for which the Hamiltonian operator is defined in a Hilbert space of infinite dimension or systems defined in a discrete configuration space where the Hamiltonian reduces to a matrix.
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@ -195,6 +198,7 @@ The general case is then treated in Subsec.~\ref{sec:general_domains}.
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In Subsec.~\ref{sec:Green}, both the time- and energy-dependent Green's function using domains is derived.
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In Subsec.~\ref{sec:Green}, both the time- and energy-dependent Green's function using domains is derived.
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Section \ref{sec:numerical} presents the application of the approach to the one-dimensional Hubbard model.
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Section \ref{sec:numerical} presents the application of the approach to the one-dimensional Hubbard model.
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Finally, in Sec.\ref{sec:conclu}, some conclusions and perspectives are given.
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Finally, in Sec.\ref{sec:conclu}, some conclusions and perspectives are given.
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Atomic units are used throughout.
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%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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\section{Diffusion Monte Carlo}
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\section{Diffusion Monte Carlo}
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@ -205,109 +209,108 @@ Finally, in Sec.\ref{sec:conclu}, some conclusions and perspectives are given.
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\subsection{Path-integral representation}
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\subsection{Path-integral representation}
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\label{sec:path}
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\label{sec:path}
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%=======================================%
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%=======================================%
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As previously mentioned, DMC is a stochastic implementation of the power method defined by the following operator:
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As previously mentioned, DMC is a stochastic implementation of the power method defined by the following operator:
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\be
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\be
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T = \mathds{1} -\tau (H-E\mathds{1}),
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T = \mathds{1} -\tau (H-E\mathds{1}),
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\ee
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\ee
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where $\mathds{1}$ is the identity operator, $\tau$ a small positive parameter playing the role of a time-step, $E$ some arbitrary reference energy, and $H$ the Hamiltonian operator. Starting from some initial vector, $\ket{\Psi_0}$, we have
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where $\mathds{1}$ is the identity operator, $\tau$ a small positive parameter playing the role of a time-step, $E$ some arbitrary reference energy, and $H$ the Hamiltonian operator. Starting from some initial vector, $\ket{\Psi_0}$, we have
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\be
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\be
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\lim_{N \to \infty} T^N \ket{\Psi_0} = \ket{\Phi_0}
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\lim_{N \to \infty} T^N \ket{\Psi_0} = \ket{\Phi_0},
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\ee
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\ee
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where $\ket{\Phi_0}$ is the ground-state wave function.
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where $\ket{\Phi_0}$ is the ground-state wave function.
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The equality is up to a global phase factor playing no role in physical quantum averages.
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The equality is up to a global phase factor playing no role in physical quantum averages.
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This result is true for any $\ket{\Psi_0}$ provided that $\braket{\Phi_0}{\Psi_0} \ne 0$ and for $\tau$ sufficiently small.
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This result is true for any $\ket{\Psi_0}$ provided that $\braket{\Phi_0}{\Psi_0} \ne 0$ and for $\tau$ sufficiently small.
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At large but finite $N$, the vector $T^N \ket{\Psi_0}$ differs from $\ket{\Phi_0}$ only by an exponentially small correction, making easy the extrapolation of the finite-N results to $N=\infty$.\\
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At large but finite $N$, the vector $T^N \ket{\Psi_0}$ differs from $\ket{\Phi_0}$ only by an exponentially small correction, making easy to extrapolate the finite-$N$ results to $N \to \infty$.
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Ground-state properties may be obtained at large $N$. For example, in the important case of the energy one can use the formula
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Likewise, ground-state properties may be obtained at large $N$.
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For example, in the important case of the energy, one can rely on the following formula
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\be
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\be
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E_0 = \lim_{N\rightarrow \infty } \frac{\langle \Psi_T|H T^N|\Psi_0 \rangle}
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\label{eq:E0}
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{\langle \Psi_T|T^N|\Psi_0 \rangle}
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E_0 = \lim_{N \to \infty } \frac{\mel{\PsiT}{H T^N}{\Psi_0}}{\mel{\PsiT}{T^N}{\Psi_0}},
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\label{E0}
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\ee
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\ee
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where $|\Psi_T\rangle$ is some trial vector (some approximation of the true ground-state) on which $T^N|\Psi_0 \rangle$ is projected out.
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where $|\PsiT\rangle$ is some trial vector (some approximation of the true ground-state wave function) on which $T^N \ket{\Psi_0}$ is projected out.
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To proceed further we introduce the time-dependent Green's matrix $G^{(N)}$ defined as
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To proceed further we introduce the time-dependent Green's matrix $G^{(N)}$ defined as
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\be
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\be
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G^{(N)}_{ij}=\langle j|T^N |i\rangle.
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G^{(N)}_{ij}=\mel{j}{T^N}{i}.
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\ee
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\ee
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The denomination ``time-dependent Green's matrix'' is used here since $G$ may be viewed as a short-time approximation of the (time-imaginary) evolution operator,
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The denomination ``time-dependent Green's matrix'' is used here since $G$ may be viewed as a short-time approximation of the (time-imaginary) evolution operator,
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$e^{-N\tau H}$ which is usually referred to as the imaginary-time dependent Green's function.\\
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$e^{-N\tau H}$ which is usually referred to as the imaginary-time dependent Green's function.
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Introducing the convenient notation, $i_k$, for the $N-1$ indices of the intermediate states in the $N$-th product of $T$, $G^{(N)}$ can be written in
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\titou{Introducing the set of $N-1$ intermediate states, $\{ i_k \}_{1 \le k \le N-1}$, in the $N$th product of $T$,} $G^{(N)}$ can be written in the following expanded form
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the expanded form
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\be
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\be
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G^{(N)}_{i_0 i_N} = \sum_{i_1} \sum_{i_2} ... \sum_{i_{N-1}} \prod_{k=0}^{N-1} T_{i_{k} i_{k+1}}.
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\label{eq:cn}
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\label{cn}
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G^{(N)}_{i_0 i_N} = \sum_{i_1} \sum_{i_2} ... \sum_{i_{N-1}} \prod_{k=0}^{N-1} T_{i_{k} i_{k+1}},
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\ee
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\ee
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Here, each index $i_k$ runs over all basis vectors.\\
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\titou{where $T_{i_{k} i_{k+1}} = ??$}.
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Here, each index $i_k$ runs over all basis vectors.
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In quantum physics, Eq.(\ref{cn}) is referred to as
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In quantum physics, Eq.~\eqref{eq:cn} is referred to as the path-integral representation of the Green's matrix (function).
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the path-integral representation of the Green's matrix (function).
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The series of states $\ket{i_0}, \ldots,\ket{i_N}$ is interpreted as a ``path'' in the Hilbert space starting at vector $\ket{i_0}$ and ending at vector $\ket{i_N}$ where $k$ plays the role of a time index.
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The series of states $|i_0\rangle,...,|i_N\rangle$ is interpreted as a "path" in the Hilbert space starting at vector $|i_0\rangle$ and ending at
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Each path is associated with a weight $\prod_{k=0}^{N-1} T_{i_{k} i_{k+1}}$ and the path integral expression of $G$ can be recast in the more suggestive form as follows:
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vector $|i_N\rangle$ where $k$ plays the role of
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a time index. To each path is associated the weight $\prod_{k=0}^{N-1} T_{i_{k} i_{k+1}}$
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and the path integral expression of $G$ is written in the more suggestive form
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\be
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\be
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G^{(N)}_{i_0 i_N}= \sum_{\rm all \; paths\; |i_1\rangle,...,|i_{N-1}\rangle} \prod_{k=0}^{N-1} T_{i_{k} i_{k+1}}
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\label{eq:G}
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\label{G}
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G^{(N)}_{i_0 i_N}= \sum_{\text{all paths $\ket{i_1},\ldots,\ket{i_{N-1}}$}} \prod_{k=0}^{N-1} T_{i_{k} i_{k+1}}
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\ee
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\ee
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This expression allows a simple and vivid interpretation of the solution: In the $N \rightarrow \infty$-limit
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This expression allows a simple and vivid interpretation of the solution.
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the $i$-th component of the ground-state (obtained as $\lim_{N\rightarrow \infty} G^{(N)}_{i i_0})$ is the weighted sum over all possible paths arriving
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In the limit $N \to \infty$, the $i$th component of the ground state wave funciton (obtained as $\lim_{N \to \infty} G^{(N)}_{\titou{i_0 i_N}})$ is the weighted sum over all possible paths arriving at vector \titou{$\ket{i_N}$}.
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at vector $|i\rangle$. This result is independent of the initial
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This result is independent of the initial vector $\ket{i_0}$, apart from some irrelevant global phase factor.
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vector $|i_0\rangle$, apart from some irrelevant global phase factor.
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When the size of the linear space is small the explicit calculation of the full sums involving $M^N$ terms (where $M$ is the size of the Hilbert space) can be performed.
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When the size of the linear space is small the explicit calculation of the full sums involving $M^N$ terms (here, $M$ is the size of the Hilbert space)
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We are in the realm of what one would call the ``deterministic'' power methods, such as the Lancz\`os or Davidson approaches.
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can be performed. We are in the realm of what can be called the ``deterministic'' power methods, such as
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If not, probabilistic techniques for generating only the paths contributing significantly to the sums are to be prefered.
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the Lancz\`os or Davidson approaches. If not, probabilistic techniques for generating only the
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This is the
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paths contributing significantly to the sums are to be used.
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%=======================================%
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\subsection{Probabilistic framework}
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\subsection{Probabilistic framework}
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\label{sec:proba}
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\label{sec:proba}
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In order to derive
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%=======================================%
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a probabilistic expression for the Green's matrix we introduce a so-called guiding vector, $|\Psi^+\rangle$,
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having strictly positive components, $\Psi^+_i > 0$, and apply a similarity transformation to the operators $G^{(N)}$ and $T$
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\be
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{\bar T}_{ij}= \frac{\Psi^+_j}{\Psi^+_i} T_{ij}
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\label{defT}
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\ee
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and
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\be
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{\bar G}^{(N)}_{ij}= \frac{\Psi^+_j}{\Psi^+_i} G^{(N)}_{ij}
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\ee
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Note that under the similarity transformation the path integral expression, Eq.(\ref{G}), relating $G^{(N)}$ and $T$ remains
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unchanged for the similarity-transformed operators, ${\bar G}^{(N)}$ and ${\bar T}$.
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Next, the matrix elements of ${\bar T}$ are expressed as those of a stochastic matrix (or transition probability
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In order to derive a probabilistic expression for the Green's matrix we introduce a so-called guiding vector, $\ket{\Psi^+}$, having strictly positive components, \ie, $\Psi^+_i > 0$, and apply a similarity transformation to the operators $G^{(N)}$ and $T$
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matrix) multiplied by some residual weight, namely
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\begin{align}
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\label{eq:defT}
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\bar{T}_{ij} & = \frac{\Psi^+_j}{\Psi^+_i} T_{ij}
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\\
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\bar{G}^{(N)}_{ij}& = \frac{\Psi^+_j}{\Psi^+_i} G^{(N)}_{ij}
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\end{align}
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Note that under the similarity transformation the path integral expression, Eq.~\eqref{eq:G}, relating $G^{(N)}$ and $T$ remains unchanged for the similarity-transformed operators, $\bar{G}^{(N)}$ and $\bar{T}$.
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Next, the matrix elements of $\bar{T}$ are expressed as those of a stochastic matrix multiplied by some residual weight, namely
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\be
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\be
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{\bar T_{ij}}= p(i \rightarrow j) w_{ij}
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\label{eq:defTij}
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\label{defTij}
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\bar{T}_{ij}= p_{i \to j} w_{ij}
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\ee
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\ee
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Here, we recall that a stochastic matrix is defined as a matrix with positive entries and obeying
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Here, we recall that a stochastic matrix is defined as a matrix with positive entries and obeying
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\be
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\be
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\sum_j p(i \rightarrow j)=1.
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\label{eq:sumup}
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\label{sumup}
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\sum_j p_{i \to j}=1.
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\ee
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\ee
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To build the transition probability density the following operator is introduced
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To build the transition probability density the following operator is introduced
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%As known, there is a natural way of associating a stochastic matrix to a matrix having a positive ground-state vector (here, a positive vector is defined here as
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%As known, there is a natural way of associating a stochastic matrix to a matrix having a positive ground-state vector (here, a positive vector is defined here as
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%a vector with all components positive).
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%a vector with all components positive).
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\be
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\be
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T^+=\mathds{1} - \tau [ H^+-{\rm diag}(E_L^+)]
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T^+=\mathds{1} - \tau [ H^+-E_L^+\mathds{1}]
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\ee
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\ee
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where
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where
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$H^+$ is the matrix obtained from $H$ by imposing the off-diagonal elements to be negative
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$H^+$ is the matrix obtained from $H$ by imposing the off-diagonal elements to be negative
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\be
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\be
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H^+_{ii}=H_{ii} \;\;\;{\rm and} \;\;\; H^+_{ij}=-|H_{ij}| \;\;\; {\rm for} \;\;\;i \ne j.
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H^+_{ij}=
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\begin{cases}
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\phantom{-}H_{ij}, & \text{if $i=j$}.
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\\
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-\abs{H_{ij}}, & \text{if $i\neq j$}.
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\end{cases}
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\ee
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\ee
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Here, ${\rm diag}(E_L^+)$ is the diagonal matrix whose diagonal elements are defined as
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Here, $E_L^+ \mathds{1}$ is the diagonal matrix whose diagonal elements are defined as
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\be
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\be
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E^+_{Li}= \frac{\sum_j H^+_{ij}\Psi^+_j}{\Psi^+_i}.
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E^+_{Li}= \frac{\sum_j H^+_{ij}\Psi^+_j}{\Psi^+_i}.
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\ee
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\ee
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The vector $|E^+_L\rangle$ is known as the local energy vector associated with $|\Psi^+\rangle$.\\
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The vector $\ket{E^+_L}$ is known as the local energy vector associated with $\ket{\Psi^+}$.
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Actually, the operator $H^+-diag(E^+_L)$ in the definition of the operator $T^+$ has been chosen to admit by construction $|\Psi^+ \rangle$ as ground-state with zero eigenvalue
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Actually, the operator $H^+-E^+_L \mathds{1}$ in the definition of the operator $T^+$ has been chosen to admit by construction $|\Psi^+ \rangle$ as ground-state with zero eigenvalue
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\be
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\be
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[H^+ - {\rm diag}(E_L^+)]|\Psi^+\rangle=0,
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\label{eq:defTplus}
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\label{defTplus}
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[H^+ - E_L^+ \mathds{1}]|\Psi^+\rangle=0,
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\ee
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\ee
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leading to the relation
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leading to the relation
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\be
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\be
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@ -317,62 +320,61 @@ T^+ |\Psi^+\rangle=|\Psi^+\rangle.
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The stochastic matrix is now defined as
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The stochastic matrix is now defined as
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\be
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\be
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p(i \rightarrow j) = \frac{\Psi^+_j}{\Psi^+_i} T^+_{ij}.
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\label{eq:pij}
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\label{pij}
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p_{i \to j} = \frac{\Psi^+_j}{\Psi^+_i} T^+_{ij}.
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\ee
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\ee
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The diagonal matrix elements of the stochastic matrix write
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The diagonal matrix elements of the stochastic matrix write
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\be
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\be
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p(i \rightarrow i) = 1 -\tau (H^+_{ii}- E^+_{Li})
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p_{i \to i} = 1 -\tau (H^+_{ii}- E^+_{Li})
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\ee
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\ee
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while for $i \ne j$
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while, for $i \ne j$,
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\be
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\be
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p(i \rightarrow j) = \tau \frac{\Psi^+_{j}}{\Psi^+_{i}} |H_{ij}| \ge 0 \;\;\; i \ne j.
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p_{i \to j} = \tau \frac{\Psi^+_{j}}{\Psi^+_{i}} |H_{ij}| \ge 0
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\ee
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\ee
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As seen, the off-diagonal terms, $p(i \rightarrow j)$ are positive while
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As seen, the off-diagonal terms, $p_{i \to j}$ are positive while the diagonal ones, $p_{i \to i}$, can be made positive if $\tau$ is chosen sufficiently small.
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the diagonal ones, $p(i \rightarrow i)$, can be made positive if $\tau$ is chosen
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More precisely, the condition writes
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sufficiently small. More precisely, the condition writes
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\be
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\be
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\tau \leq \frac{1}{{\rm Max}_i| H^+_{ii}-E^+_{Li}|}
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\label{eq:cond}
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\label{cond}
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\tau \leq \frac{1}{\max_i\abs{H^+_{ii}-E^+_{Li}}}
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\ee
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\ee
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The sum-over-states condition, Eq.(\ref{sumup}), follows from the fact that $|\Psi^+\rangle$ is eigenvector of $T^+$, Eq.(\ref{relT+})
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The sum-over-states condition, Eq.~\eqref{eq:sumup}, follows from the fact that $|\Psi^+\rangle$ is eigenvector of $T^+$, Eq.(\ref{relT+})
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\be
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\be
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\sum_j p(i \rightarrow j)= \frac{1}{\Psi^+_{i}} \langle i |T^+| \Psi^ +\rangle =1.
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\sum_j p_{i \to j}= \frac{1}{\Psi^+_{i}} \langle i |T^+| \Psi^ +\rangle =1.
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\ee
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\ee
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We have then verified that $p(i \rightarrow j)$ is indeed a stochastic matrix.\\
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We have then verified that $p_{i \to j}$ is indeed a stochastic matrix.
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At first sight, the condition defining the maximum value of $\tau$ allowed, Eq.(\ref{cond}), may appear as rather tight
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At first sight, the condition defining the maximum value of $\tau$ allowed, Eq.~\eqref{eq:cond}, may appear as rather tight
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since for very large matrices it may impose an extremely small value for the time step. However, in practice during the simulation only a (tiny)
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since for very large matrices it may impose an extremely small value for the time step. However, in practice during the simulation only a (tiny)
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fraction of the linear space is sampled, and the maximum value of $|H^+_{ii} -E^+_{Li}|$ for the sampled states turns out to be not too large, so reasonable values of $\tau$
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fraction of the linear space is sampled, and the maximum value of $\abs{H^+_{ii} - E^+_{Li}}$ for the sampled states turns out to be not too large, so reasonable values of $\tau$
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can be used without violating the positivity of the transition probability matrix.
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can be used without violating the positivity of the transition probability matrix.
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Note that we can even escape from this condition by slightly generalizing the transition probability
|
Note that we can even escape from this condition by slightly generalizing the transition probability
|
||||||
matrix used as follows
|
matrix used as follows
|
||||||
\be
|
\be
|
||||||
p(i \rightarrow j) = \frac{ \frac{\Psi^+_{j}}{\Psi^+_{i}} |\langle i | T^+ | j\rangle| } { \sum_j \frac{\Psi^+_{j}}{\Psi^+_{i}} |\langle i | T^+ | j\rangle|}
|
p_{i \to j} = \frac{ \frac{\Psi^+_{j}}{\Psi^+_{i}} |\langle i | T^+ | j\rangle| } { \sum_j \frac{\Psi^+_{j}}{\Psi^+_{i}} |\langle i | T^+ | j\rangle|}
|
||||||
= \frac{ \Psi^+_{j} |\langle i | T^+ | j\rangle| }{\sum_j \Psi^+_{j} |\langle i | T^+ | j\rangle|}
|
= \frac{ \Psi^+_{j} |\langle i | T^+ | j\rangle| }{\sum_j \Psi^+_{j} |\langle i | T^+ | j\rangle|}
|
||||||
\ee
|
\ee
|
||||||
This new transition probability matrix with positive entries reduces to Eq.(\ref{pij}) when $T^+_{ij}$ is positive.\\
|
This new transition probability matrix with positive entries reduces to Eq.~\eqref{eq:pij} when $T^+_{ij}$ is positive.
|
||||||
|
|
||||||
Now, using Eqs.(\ref{defT},\ref{defTij},\ref{pij}) the residual weight $w_{ij}$ writes
|
Now, using Eqs.~\eqref{eq:defT}, \eqref{eq:defTij} and \eqref{eq:pij}, the residual weight reads
|
||||||
\be
|
\be
|
||||||
w_{ij}=\frac{T_{ij}}{T^+_{ij}}.
|
w_{ij}=\frac{T_{ij}}{T^+_{ij}}.
|
||||||
\ee
|
\ee
|
||||||
Using these notations the Green's matrix components can be rewritten as
|
Using these notations the Green's matrix components can be rewritten as
|
||||||
\be
|
\be
|
||||||
{\bar G}^{(N)}_{i i_0}=\sum_{i_1,..., i_{N-1}} \Big[ \prod_{k=0}^{N-1} p(i_{k} \rightarrow i_{k+1})\Big] \prod_{k=0}^{N-1} w_{i_{k}i_{k+1}}
|
{\bar G}^{(N)}_{i i_0}=\sum_{i_1,\ldots,i_{N-1}} \qty[ \prod_{k=0}^{N-1} p_{i_{k} \to i_{k+1}} ] \prod_{k=0}^{N-1} w_{i_{k}i_{k+1}}
|
||||||
\ee
|
\ee
|
||||||
where $i$ is identified to $i_N$.\\
|
where $i$ is identified to $i_N$.
|
||||||
|
|
||||||
The product $\prod_{k=0}^{N-1} p(i_{k} \rightarrow i_{k+1})$ is the probability, denoted ${\rm Prob}_{i_0 \rightarrow i_N}(i_1,...,i_{N-1})$,
|
The product $\prod_{k=0}^{N-1} p_{i_{k} \to i_{k+1}}$ is the probability, denoted ${\rm Prob}_{i_0 \to i_N}(i_1,...,i_{N-1})$,
|
||||||
for the path starting at $|i_0\rangle$ and ending at $|i_N\rangle$ to occur.
|
for the path starting at $|i_0\rangle$ and ending at $|i_N\rangle$ to occur.
|
||||||
Using the fact that $p(i \rightarrow j) \ge 0$ and Eq.(\ref{sumup}) we verify that ${\rm Prob}_{i_0 \rightarrow i_N}$ is positive and obeys
|
Using the fact that $p_{i \to j} \ge 0$ and Eq.~\eqref{eq:sumup} we verify that ${\rm Prob}_{i_0 \to i_N}$ is positive and obeys
|
||||||
\be
|
\be
|
||||||
\sum_{i_1,..., i_{N-1}} {\rm Prob}_{i_0 \rightarrow i_N}(i_1,...,i_{N-1})=1
|
\sum_{i_1,..., i_{N-1}} {\rm Prob}_{i_0 \to i_N}(i_1,...,i_{N-1})=1
|
||||||
\ee
|
\ee
|
||||||
as it should be.
|
as it should be.
|
||||||
The probabilistic average associated with this probability for the path, denoted here as, $ \Big \langle ... \Big \rangle$ is then defined as
|
The probabilistic average associated with this probability for the path, denoted here as, $ \Big \langle ... \Big \rangle$ is then defined as
|
||||||
\be
|
\be
|
||||||
\Big \langle F \Big \rangle = \sum_{i_1,..., i_{N-1}} F(i_0,...,i_N) {\rm Prob}_{i_0 \rightarrow i_N}(i_1,...,i_{N-1}),
|
\Big \langle F \Big \rangle = \sum_{i_1,..., i_{N-1}} F(i_0,...,i_N) {\rm Prob}_{i_0 \to i_N}(i_1,...,i_{N-1}),
|
||||||
\label{average}
|
\label{average}
|
||||||
\ee
|
\ee
|
||||||
where $F$ is an arbitrary function.
|
where $F$ is an arbitrary function.
|
||||||
@ -384,12 +386,12 @@ Finally, the path-integral expressed as a probabilistic average writes
|
|||||||
To calculate the probabilistic average, Eq.(\ref{average}),
|
To calculate the probabilistic average, Eq.(\ref{average}),
|
||||||
an artificial (mathematical) ``particle'' called walker (or psi-particle) is introduced.
|
an artificial (mathematical) ``particle'' called walker (or psi-particle) is introduced.
|
||||||
During the Monte Carlo simulation the walker moves in configuration space by drawing new states with
|
During the Monte Carlo simulation the walker moves in configuration space by drawing new states with
|
||||||
probability $p(i_k \rightarrow i_{k+1})$, thus realizing the path of probability
|
probability $p(i_k \to i_{k+1})$, thus realizing the path of probability
|
||||||
${\rm Prob}(i_0 \rightarrow i_n)$.
|
${\rm Prob}(i_0 \to i_n)$.
|
||||||
The energy, Eq.(\ref{E0}) is given as
|
The energy, Eq.(\ref{E0}) is given as
|
||||||
\be
|
\be
|
||||||
E_0 = \lim_{N \rightarrow \infty } \frac{ \Big \langle \prod_{k=0}^{N-1} w_{i_{k}i_{k+1}} {(H\Psi_T)}_{i_N} \Big \rangle}
|
E_0 = \lim_{N \to \infty } \frac{ \Big \langle \prod_{k=0}^{N-1} w_{i_{k}i_{k+1}} {(H\PsiT)}_{i_N} \Big \rangle}
|
||||||
{ \Big \langle \prod_{k=0}^{N-1} w_{i_{k}i_{k+1}} {\Psi_T}_{i_N} \Big \rangle}
|
{ \Big \langle \prod_{k=0}^{N-1} w_{i_{k}i_{k+1}} {\PsiT}_{i_N} \Big \rangle}
|
||||||
\ee
|
\ee
|
||||||
Note that, instead of using a single walker, it is possible to introduce a population of independent walkers and to calculate the averages over the population.
|
Note that, instead of using a single walker, it is possible to introduce a population of independent walkers and to calculate the averages over the population.
|
||||||
In addition, thanks to the ergodic property of the stochastic matrix (see, Refs \onlinecite{Caffarel_1988})
|
In addition, thanks to the ergodic property of the stochastic matrix (see, Refs \onlinecite{Caffarel_1988})
|
||||||
@ -408,10 +410,16 @@ found, for example, in refs \onlinecite{Foulkes_2001,Kolorenc_2011}.
|
|||||||
%\ee
|
%\ee
|
||||||
%In the numerical applications to follow, we shall use the walker representation.
|
%In the numerical applications to follow, we shall use the walker representation.
|
||||||
|
|
||||||
|
%%%%%%%%%%%%%%%%%%%%%%%%%%%
|
||||||
\section{DMC with domains}
|
\section{DMC with domains}
|
||||||
\label{sec:DMC_domains}
|
\label{sec:DMC_domains}
|
||||||
|
%%%%%%%%%%%%%%%%%%%%%%%%%%%
|
||||||
|
|
||||||
|
%=======================================%
|
||||||
\subsection{Domains consisting of a single state}
|
\subsection{Domains consisting of a single state}
|
||||||
\label{sec:single_domains}
|
\label{sec:single_domains}
|
||||||
|
%=======================================%
|
||||||
|
|
||||||
During the simulation, walkers move from state to state with the possibility of being trapped a certain number of times on the same state before
|
During the simulation, walkers move from state to state with the possibility of being trapped a certain number of times on the same state before
|
||||||
exiting to a different state. This fact can be exploited in order to integrate out some part of the dynamics, thus leading to a reduction of the statistical
|
exiting to a different state. This fact can be exploited in order to integrate out some part of the dynamics, thus leading to a reduction of the statistical
|
||||||
fluctuations. This idea was proposed some time ago\cite{assaraf_99,Assaraf_1999B,caffarel_00} and applied to the SU(N) one-dimensional Hubbard model.
|
fluctuations. This idea was proposed some time ago\cite{assaraf_99,Assaraf_1999B,caffarel_00} and applied to the SU(N) one-dimensional Hubbard model.
|
||||||
@ -419,29 +427,29 @@ fluctuations. This idea was proposed some time ago\cite{assaraf_99,Assaraf_1999B
|
|||||||
Let us consider a given state $|i\rangle$. The probability that the walker remains exactly $n$ times on $|i\rangle$ ($n$ from
|
Let us consider a given state $|i\rangle$. The probability that the walker remains exactly $n$ times on $|i\rangle$ ($n$ from
|
||||||
1 to $\infty$) and then exits to a different state $j$ is
|
1 to $\infty$) and then exits to a different state $j$ is
|
||||||
\be
|
\be
|
||||||
{\cal P}(i \rightarrow j, n) = [p(i \rightarrow i)]^{n-1} p(i \rightarrow j) \;\;\;\; j \ne i.
|
{\cal P}(i \to j, n) = [p(i \to i)]^{n-1} p(i \to j) \;\;\;\; j \ne i.
|
||||||
\ee
|
\ee
|
||||||
Using the relation $\sum_{n=1}^{\infty} p^{n-1}(i \rightarrow i)=\frac{1}{1-p(i \rightarrow i)}$ and the normalization
|
Using the relation $\sum_{n=1}^{\infty} p^{n-1}(i \to i)=\frac{1}{1-p(i \to i)}$ and the normalization
|
||||||
of the $p(i \rightarrow j)$, Eq.(\ref{sumup}), we verify that
|
of the $p(i \to j)$, Eq.(\ref{sumup}), we verify that
|
||||||
the probability is normalized to one
|
the probability is normalized to one
|
||||||
\be
|
\be
|
||||||
\sum_{j \ne i} \sum_{n=1}^{\infty} {\cal P}(i \rightarrow j,n) = 1.
|
\sum_{j \ne i} \sum_{n=1}^{\infty} {\cal P}(i \to j,n) = 1.
|
||||||
\ee
|
\ee
|
||||||
|
|
||||||
The probability of being trapped during $n$ steps is obtained by summing over all possible exit states
|
The probability of being trapped during $n$ steps is obtained by summing over all possible exit states
|
||||||
\be
|
\be
|
||||||
P_i(n)=\sum_{j \ne i} {\cal P}(i \rightarrow j,n) = [p(i \rightarrow i)]^{n-1}(1-p(i \rightarrow i)).
|
P_i(n)=\sum_{j \ne i} {\cal P}(i \to j,n) = [p(i \to i)]^{n-1}(1-p(i \to i)).
|
||||||
\ee
|
\ee
|
||||||
This probability defines a Poisson law
|
This probability defines a Poisson law
|
||||||
with an average number $\bar{n}_i$ of trapping events given by
|
with an average number $\bar{n}_i$ of trapping events given by
|
||||||
\be
|
\be
|
||||||
\bar{n}_i= \sum_{n=1}^{\infty} n P_i(n) = \frac{1}{1 -p(i \rightarrow i)}.
|
\bar{n}_i= \sum_{n=1}^{\infty} n P_i(n) = \frac{1}{1 -p(i \to i)}.
|
||||||
\ee
|
\ee
|
||||||
Introducing the continuous time $t_i=n_i\tau$ the average trapping time is given by
|
Introducing the continuous time $t_i=n_i\tau$ the average trapping time is given by
|
||||||
\be
|
\be
|
||||||
\bar{t_i}= \frac{1}{H^+_{ii}-E^+_{Li}}.
|
\bar{t_i}= \frac{1}{H^+_{ii}-E^+_{Li}}.
|
||||||
\ee
|
\ee
|
||||||
Taking the limit $\tau \rightarrow 0$ the Poisson probability takes the usual form
|
Taking the limit $\tau \to 0$ the Poisson probability takes the usual form
|
||||||
\be
|
\be
|
||||||
P_{i}(t) = \frac{1}{\bar{t}_i} e^{-\frac{t}{\bar{t}_i}}
|
P_{i}(t) = \frac{1}{\bar{t}_i} e^{-\frac{t}{\bar{t}_i}}
|
||||||
\ee
|
\ee
|
||||||
@ -450,8 +458,12 @@ The time-averaged contribution of the on-state weight can be easily calculated t
|
|||||||
\bar{w}_i= \sum_{n=1}^{\infty} w^n_{ii} P_i(n)= \frac{T_{ii}}{T^+_{ii}} \frac{1-T^+_{ii}}{1-T_{ii}}
|
\bar{w}_i= \sum_{n=1}^{\infty} w^n_{ii} P_i(n)= \frac{T_{ii}}{T^+_{ii}} \frac{1-T^+_{ii}}{1-T_{ii}}
|
||||||
\ee
|
\ee
|
||||||
Details of the implementation of the effective dynamics can be in found in Refs. (\onlinecite{assaraf_99},\onlinecite{caffarel_00}).
|
Details of the implementation of the effective dynamics can be in found in Refs. (\onlinecite{assaraf_99},\onlinecite{caffarel_00}).
|
||||||
|
|
||||||
|
%=======================================%
|
||||||
\subsection{General domains}
|
\subsection{General domains}
|
||||||
\label{sec:general_domains}
|
\label{sec:general_domains}
|
||||||
|
%=======================================%
|
||||||
|
|
||||||
Let us now extend the results of the preceding section to a general domain. For that,
|
Let us now extend the results of the preceding section to a general domain. For that,
|
||||||
let us associate to each state $|i\rangle$ a set of states, called the domain of $|i\rangle$ and
|
let us associate to each state $|i\rangle$ a set of states, called the domain of $|i\rangle$ and
|
||||||
denoted ${\cal D}_i$, consisting of the state $|i\rangle$ plus a certain number of states. No particular constraints on the type of domains
|
denoted ${\cal D}_i$, consisting of the state $|i\rangle$ plus a certain number of states. No particular constraints on the type of domains
|
||||||
@ -461,11 +473,11 @@ non-zero-probability to reach any other state in a finite number of steps). In p
|
|||||||
|
|
||||||
Let us write an arbitrary path of length $N$ as
|
Let us write an arbitrary path of length $N$ as
|
||||||
\be
|
\be
|
||||||
|i_0 \rangle \rightarrow |i_1 \rangle \rightarrow ... \rightarrow |i_N \rangle
|
|i_0 \rangle \to |i_1 \rangle \to ... \to |i_N \rangle
|
||||||
\ee
|
\ee
|
||||||
where the successive states are drawn using the transition probability matrix, $p(i \rightarrow j)$. This series can be rewritten
|
where the successive states are drawn using the transition probability matrix, $p(i \to j)$. This series can be rewritten
|
||||||
\be
|
\be
|
||||||
(|I_0\rangle,n_0) \rightarrow (|I_1 \rangle,n_1) \rightarrow... \rightarrow (|I_p\rangle,n_p)
|
(|I_0\rangle,n_0) \to (|I_1 \rangle,n_1) \to... \to (|I_p\rangle,n_p)
|
||||||
\label{eff_series}
|
\label{eff_series}
|
||||||
\ee
|
\ee
|
||||||
where $|I_0\rangle=|i_0\rangle$ is the initial state,
|
where $|I_0\rangle=|i_0\rangle$ is the initial state,
|
||||||
@ -484,10 +496,10 @@ In what follows, we shall systematically write the integers representing the exi
|
|||||||
Let us define the probability of being $n$ times within the domain of $|I_0\rangle$ and, then, to exit at $|I\rangle \notin {\cal D}_{I_0}$.
|
Let us define the probability of being $n$ times within the domain of $|I_0\rangle$ and, then, to exit at $|I\rangle \notin {\cal D}_{I_0}$.
|
||||||
It is given by
|
It is given by
|
||||||
$$
|
$$
|
||||||
{\cal P}(I_0 \rightarrow I,n)= \sum_{|i_1\rangle \in {\cal D}_{I_0}} ... \sum_{|i_{n-1}\rangle \in {\cal D}_{I_0}}
|
{\cal P}(I_0 \to I,n)= \sum_{|i_1\rangle \in {\cal D}_{I_0}} ... \sum_{|i_{n-1}\rangle \in {\cal D}_{I_0}}
|
||||||
$$
|
$$
|
||||||
\be
|
\be
|
||||||
p(I_0 \rightarrow i_1) ... p(i_{n-2} \rightarrow i_{n-1}) p(i_{n-1} \rightarrow I)
|
p(I_0 \to i_1) ... p(i_{n-2} \to i_{n-1}) p(i_{n-1} \to I)
|
||||||
\label{eq1C}
|
\label{eq1C}
|
||||||
\ee
|
\ee
|
||||||
To proceed we need to introduce the projector associated with each domain
|
To proceed we need to introduce the projector associated with each domain
|
||||||
@ -502,7 +514,7 @@ T^+_I= P_I T^+ P_I.
|
|||||||
$T^+_I$ is the operator governing the dynamics of the walkers moving within ${\cal D}_{I}$.
|
$T^+_I$ is the operator governing the dynamics of the walkers moving within ${\cal D}_{I}$.
|
||||||
Using Eqs.(\ref{eq1C}) and (\ref{pij}), the probability can be rewritten as
|
Using Eqs.(\ref{eq1C}) and (\ref{pij}), the probability can be rewritten as
|
||||||
\be
|
\be
|
||||||
{\cal P}(I_0 \rightarrow I,n)=
|
{\cal P}(I_0 \to I,n)=
|
||||||
\frac{1}{\Psi^+_{I_0}} \langle I_0 | {T^+_{I_0}}^{n-1} F^+_{I_0}|I\rangle \Psi^+_{I}
|
\frac{1}{\Psi^+_{I_0}} \langle I_0 | {T^+_{I_0}}^{n-1} F^+_{I_0}|I\rangle \Psi^+_{I}
|
||||||
\label{eq3C}
|
\label{eq3C}
|
||||||
\ee
|
\ee
|
||||||
@ -538,10 +550,16 @@ t_{I}={\bar n}_{I} \tau= \frac{1}{\Psi^+_{I}} \langle I | P_{I} \frac{1}{H^+ -
|
|||||||
\ee
|
\ee
|
||||||
In practice, the various quantities restricted to the domain are computed by diagonalizing the matrix $(H^+-E_L^+)$ in ${\cal D}_{I}$. Note that
|
In practice, the various quantities restricted to the domain are computed by diagonalizing the matrix $(H^+-E_L^+)$ in ${\cal D}_{I}$. Note that
|
||||||
it is possible only if the dimension of the domains is not too large (say, less than a few thousands).
|
it is possible only if the dimension of the domains is not too large (say, less than a few thousands).
|
||||||
|
|
||||||
|
%=======================================%
|
||||||
\subsection{Expressing the Green's matrix using domains}
|
\subsection{Expressing the Green's matrix using domains}
|
||||||
\label{sec:Green}
|
\label{sec:Green}
|
||||||
|
%=======================================%
|
||||||
|
|
||||||
|
%--------------------------------------------%
|
||||||
\subsubsection{Time-dependent Green's matrix}
|
\subsubsection{Time-dependent Green's matrix}
|
||||||
\label{time}
|
\label{sec:time}
|
||||||
|
%--------------------------------------------%
|
||||||
In this section we generalize the path-integral expression of the Green's matrix, Eqs.(\ref{G}) and (\ref{cn_stoch}), to the case where domains are used.
|
In this section we generalize the path-integral expression of the Green's matrix, Eqs.(\ref{G}) and (\ref{cn_stoch}), to the case where domains are used.
|
||||||
For that we introduce the Green's matrix associated with each domain
|
For that we introduce the Green's matrix associated with each domain
|
||||||
\be
|
\be
|
||||||
@ -614,20 +632,24 @@ $$
|
|||||||
\delta(\sum_k n_k=N+1)
|
\delta(\sum_k n_k=N+1)
|
||||||
$$
|
$$
|
||||||
\be
|
\be
|
||||||
\prod_{k=0}^{N-1}{\cal P}(I_k \rightarrow I_{k+1},n_k-1) F(I_0,n_0;...;I_N,n_N)
|
\prod_{k=0}^{N-1}{\cal P}(I_k \to I_{k+1},n_k-1) F(I_0,n_0;...;I_N,n_N)
|
||||||
\ee
|
\ee
|
||||||
In practice, a schematic DMC algorithm to compute the average is as follows.\\
|
In practice, a schematic DMC algorithm to compute the average is as follows.\\
|
||||||
i) Choose some initial vector $|I_0\rangle$\\
|
i) Choose some initial vector $|I_0\rangle$\\
|
||||||
ii) Generate a stochastic path by running over $k$ (starting at $k=0$) as follows.\\
|
ii) Generate a stochastic path by running over $k$ (starting at $k=0$) as follows.\\
|
||||||
$\;\;\;\bullet$ Draw $n_k$ using the probability $P_{I_k}(n)$, Eq.(\ref{PiN})\\
|
$\;\;\;\bullet$ Draw $n_k$ using the probability $P_{I_k}(n)$, Eq.(\ref{PiN})\\
|
||||||
$\;\;\;\bullet$ Draw the exit state, $|I_{k+1}\rangle$, using the conditional probability $$\frac{{\cal P}(I_k \rightarrow I_{k+1},n_k)}{P_{I_k}(n_k)}$$\\
|
$\;\;\;\bullet$ Draw the exit state, $|I_{k+1}\rangle$, using the conditional probability $$\frac{{\cal P}(I_k \to I_{k+1},n_k)}{P_{I_k}(n_k)}$$\\
|
||||||
iii) Terminate the path when $\sum_k n_k=N$ is greater than some target value $N_{\rm max}$ and compute $F(I_0,n_0;...;I_N,n_N)$\\
|
iii) Terminate the path when $\sum_k n_k=N$ is greater than some target value $N_{\rm max}$ and compute $F(I_0,n_0;...;I_N,n_N)$\\
|
||||||
iv) Go to step ii) until some maximum number of paths is reached.\\
|
iv) Go to step ii) until some maximum number of paths is reached.\\
|
||||||
\\
|
\\
|
||||||
At the end of the simulation, an estimate of the average for a few values of $N$ greater but close to $N_{max}$ is obtained. At large $N_{max}$ where the
|
At the end of the simulation, an estimate of the average for a few values of $N$ greater but close to $N_{max}$ is obtained. At large $N_{max}$ where the
|
||||||
convergence of the average as a function of $p$ is reached, such values can be averaged.
|
convergence of the average as a function of $p$ is reached, such values can be averaged.
|
||||||
|
|
||||||
|
%--------------------------------------------%
|
||||||
\subsubsection{Integrating out the trapping times : The Domain Green's Function Monte Carlo approach}
|
\subsubsection{Integrating out the trapping times : The Domain Green's Function Monte Carlo approach}
|
||||||
\label{energy}
|
\label{sec:energy}
|
||||||
|
%--------------------------------------------%
|
||||||
|
|
||||||
Now, let us show that it is possible to go further by integrating out the trapping times, $n_k$, of the preceding expressions, thus defining a new effective
|
Now, let us show that it is possible to go further by integrating out the trapping times, $n_k$, of the preceding expressions, thus defining a new effective
|
||||||
stochastic dynamics involving now only the exit states. Physically, it means that we are going to compute exactly within the time-evolution of all
|
stochastic dynamics involving now only the exit states. Physically, it means that we are going to compute exactly within the time-evolution of all
|
||||||
stochastic paths trapped within each domain. We shall present two different ways to derive the new dynamics and renormalized probabilistic averages.
|
stochastic paths trapped within each domain. We shall present two different ways to derive the new dynamics and renormalized probabilistic averages.
|
||||||
@ -640,7 +662,7 @@ G^E_{ij}= \tau \sum_{N=0}^{\infty} \langle i|T^N|j\rangle.
|
|||||||
$$
|
$$
|
||||||
By summing over $N$ we obtain
|
By summing over $N$ we obtain
|
||||||
\be
|
\be
|
||||||
G^E_{ij}= \langle i | \frac{1}{H-E}|j\rangle.
|
G^E_{ij}= \mel{i}{\frac{1}{H-E}}{j}.
|
||||||
\ee
|
\ee
|
||||||
This quantity, which no longer depends on the time-step, is referred to as the energy-dependent Green's matrix. Note that in the continuum this quantity is
|
This quantity, which no longer depends on the time-step, is referred to as the energy-dependent Green's matrix. Note that in the continuum this quantity is
|
||||||
essentially the Laplace transform of the time-dependent Green's function. Here, we then use the same denomination. The remarkable property
|
essentially the Laplace transform of the time-dependent Green's function. Here, we then use the same denomination. The remarkable property
|
||||||
@ -708,14 +730,14 @@ which is identical to Eq.(\ref{eqfond}) when $G$ is expanded iteratively.\\
|
|||||||
\\
|
\\
|
||||||
Let us use as effective transition probability density
|
Let us use as effective transition probability density
|
||||||
\be
|
\be
|
||||||
P(I \rightarrow J) = \frac{1} {\Psi^+(I)} \langle I| P_I \frac{1}{H^+-E^+_L} P_I (-H^+) (1-P_I)|J\rangle \Psi^+(J)
|
P(I \to J) = \frac{1} {\Psi^+(I)} \langle I| P_I \frac{1}{H^+-E^+_L} P_I (-H^+) (1-P_I)|J\rangle \Psi^+(J)
|
||||||
\ee
|
\ee
|
||||||
and the weight
|
and the weight
|
||||||
\be
|
\be
|
||||||
W^E_{IJ} =
|
W^E_{IJ} =
|
||||||
\frac{\langle I|\frac{1}{H-E} P_I (-H)(1-P_I) |J\rangle }{\langle I|\frac{1}{H^+-E^+_L} P_I (-H^+)(1-P_I) |J\rangle}
|
\frac{\langle I|\frac{1}{H-E} P_I (-H)(1-P_I) |J\rangle }{\langle I|\frac{1}{H^+-E^+_L} P_I (-H^+)(1-P_I) |J\rangle}
|
||||||
\ee
|
\ee
|
||||||
Using Eqs.(\ref{eq1C},\ref{eq3C},\ref{relation}) we verify that $P(I \rightarrow J) \ge 0$ and $\sum_J P(I \rightarrow J)=1$.
|
Using Eqs.(\ref{eq1C},\ref{eq3C},\ref{relation}) we verify that $P(I \to J) \ge 0$ and $\sum_J P(I \to J)=1$.
|
||||||
Finally, the probabilistic expression writes
|
Finally, the probabilistic expression writes
|
||||||
$$
|
$$
|
||||||
\langle I_0| \frac{1}{H-E}|I_N\rangle
|
\langle I_0| \frac{1}{H-E}|I_N\rangle
|
||||||
@ -727,7 +749,7 @@ $$
|
|||||||
\ee
|
\ee
|
||||||
{\it Energy estimator.} To calculate the energy we introduce the following quantity
|
{\it Energy estimator.} To calculate the energy we introduce the following quantity
|
||||||
\be
|
\be
|
||||||
{\cal E}(E) = \frac{ \langle I_0|\frac{1}{H-E}|H\Psi_T\rangle} {\langle I_0|\frac{1}{H-E}|\Psi_T\rangle}.
|
{\cal E}(E) = \frac{ \langle I_0|\frac{1}{H-E}|H\PsiT\rangle} {\langle I_0|\frac{1}{H-E}|\PsiT\rangle}.
|
||||||
\label{calE}
|
\label{calE}
|
||||||
\ee
|
\ee
|
||||||
and search for the solution $E=E_0$ of
|
and search for the solution $E=E_0$ of
|
||||||
@ -741,7 +763,7 @@ Using the spectral decomposition of $H$ we have
|
|||||||
\ee
|
\ee
|
||||||
with
|
with
|
||||||
\be
|
\be
|
||||||
c_i = \langle I_0| \Phi_0\rangle \langle \Phi_0| \Psi_T\rangle
|
c_i = \langle I_0| \Phi_0\rangle \langle \Phi_0| \PsiT\rangle
|
||||||
\ee
|
\ee
|
||||||
It is easy to check that in the vicinity of $E=E_0$, ${\cal E}(E)$ is a linear function of $E-E_0$.
|
It is easy to check that in the vicinity of $E=E_0$, ${\cal E}(E)$ is a linear function of $E-E_0$.
|
||||||
So, in practice we compute a few values of ${\cal E}(E^{k})$ and fit the data using some function of $E$ close to the linearity
|
So, in practice we compute a few values of ${\cal E}(E^{k})$ and fit the data using some function of $E$ close to the linearity
|
||||||
@ -781,8 +803,11 @@ more and more $p$-components with an important increase of statistical fluctuati
|
|||||||
a tradoff has to be found between the possible bias in the extrapolation and the amount of simulation time
|
a tradoff has to be found between the possible bias in the extrapolation and the amount of simulation time
|
||||||
required.
|
required.
|
||||||
|
|
||||||
|
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
|
||||||
\section{Numerical application to the Hubbard model}
|
\section{Numerical application to the Hubbard model}
|
||||||
\label{sec:numerical}
|
\label{sec:numerical}
|
||||||
|
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
|
||||||
|
|
||||||
Let us consider the one-dimensional Hubbard Hamiltonian for a chain of $N$ sites
|
Let us consider the one-dimensional Hubbard Hamiltonian for a chain of $N$ sites
|
||||||
\be
|
\be
|
||||||
\hat{H}= -t \sum_{\langle i j\rangle \sigma} \hat{a}^+_{i\sigma} \hat{a}_{j\sigma}
|
\hat{H}= -t \sum_{\langle i j\rangle \sigma} \hat{a}^+_{i\sigma} \hat{a}_{j\sigma}
|
||||||
@ -907,11 +932,11 @@ Following Eqs.(\ref{final_E},\ref{calE}), the practical formula used for computi
|
|||||||
where $p_{ex}+1$ is the number of pairs, ($H_p$, $S_p$), computed analytically. For $p_{ex} < p \le p_{max}$
|
where $p_{ex}+1$ is the number of pairs, ($H_p$, $S_p$), computed analytically. For $p_{ex} < p \le p_{max}$
|
||||||
the Monte Carlo estimates are written as
|
the Monte Carlo estimates are written as
|
||||||
\be
|
\be
|
||||||
H^{QMC}_p= \Bigg \langle \Big( \prod_{k=0}^{p-1} W^E_{I_k I_{k+1}} \Big) \langle I_p| P_{I_p} \frac{1}{H-E} P_{I_p}|H\Psi_T\rangle \Bigg \rangle
|
H^{QMC}_p= \Bigg \langle \Big( \prod_{k=0}^{p-1} W^E_{I_k I_{k+1}} \Big) \langle I_p| P_{I_p} \frac{1}{H-E} P_{I_p}|H\PsiT\rangle \Bigg \rangle
|
||||||
\ee
|
\ee
|
||||||
and
|
and
|
||||||
\be
|
\be
|
||||||
S^{QMC}_p= \Bigg \langle \Big(\prod_{k=0}^{p-1} W^E_{I_k I_{k+1}} \Big) \langle I_p| P_{I_p} \frac{1}{H-E} P_{I_p}|\Psi_T\rangle \Bigg \rangle.
|
S^{QMC}_p= \Bigg \langle \Big(\prod_{k=0}^{p-1} W^E_{I_k I_{k+1}} \Big) \langle I_p| P_{I_p} \frac{1}{H-E} P_{I_p}|\PsiT\rangle \Bigg \rangle.
|
||||||
\ee
|
\ee
|
||||||
|
|
||||||
Let us begin with a small chain of 4 sites with $U=12$. From now on, we shall take $t=1$.
|
Let us begin with a small chain of 4 sites with $U=12$. From now on, we shall take $t=1$.
|
||||||
@ -932,7 +957,7 @@ Green's matrix at $E=E_0$ where the expansion does not converge at all. Note the
|
|||||||
parity effect specific to this system. In practice, it is not too much of a problem since
|
parity effect specific to this system. In practice, it is not too much of a problem since
|
||||||
a smoothly convergent behavior is nevertheless observed for the even- and odd-parity curves.
|
a smoothly convergent behavior is nevertheless observed for the even- and odd-parity curves.
|
||||||
The ratio, ${\cal E}_{QMC}(E,p_{ex}=1,p_{max})$ as a function of $E$ is presented in figure \ref{fig2}. Here, $p_{max}$ is taken sufficiently large
|
The ratio, ${\cal E}_{QMC}(E,p_{ex}=1,p_{max})$ as a function of $E$ is presented in figure \ref{fig2}. Here, $p_{max}$ is taken sufficiently large
|
||||||
so that the convergence at large $p$ is reached. The values of $E$ are $-0.780,-0.790,-0,785,-0,780$, and $-0.775$. For smaller $E$ the curve is extrapolated using
|
so that the convergence at large $p$ is reached. The values of $E$ are $-0.780$, $-0.790$, $-0,785$, $-0,780$, and $-0.775$. For smaller $E$ the curve is extrapolated using
|
||||||
the two-component expression. The estimate of the energy obtained from ${\cal E}(E)=E$ is $-0.76807(5)$ in full agreement with the exact value of $-0.768068...$.
|
the two-component expression. The estimate of the energy obtained from ${\cal E}(E)=E$ is $-0.76807(5)$ in full agreement with the exact value of $-0.768068...$.
|
||||||
|
|
||||||
\begin{figure}[h!]
|
\begin{figure}[h!]
|
||||||
@ -1120,8 +1145,11 @@ $N$ & Size Hilbert space & Domain & Domain size & $\alpha,\beta$ &$\bar{t}_{I_0}
|
|||||||
\end{ruledtabular}
|
\end{ruledtabular}
|
||||||
\end{table*}
|
\end{table*}
|
||||||
|
|
||||||
|
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
|
||||||
\section{Summary and perspectives}
|
\section{Summary and perspectives}
|
||||||
\label{sec:conclu}
|
\label{sec:conclu}
|
||||||
|
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
|
||||||
|
|
||||||
In this work it has been shown how to integrate out exactly within a DMC framework the contribution of all
|
In this work it has been shown how to integrate out exactly within a DMC framework the contribution of all
|
||||||
stochastic trajectories trapped in some given domains of the Hilbert space and the corresponding general equations have been derived.
|
stochastic trajectories trapped in some given domains of the Hilbert space and the corresponding general equations have been derived.
|
||||||
In this way a new effective stochastic dynamics connecting only the domains and not the individual states is defined.
|
In this way a new effective stochastic dynamics connecting only the domains and not the individual states is defined.
|
||||||
@ -1145,17 +1173,26 @@ Here, we have mainly focused on the theoretical aspects of the approach. To reac
|
|||||||
more elaborate implementation of the method in order to keep under control the cost of the simulation.
|
more elaborate implementation of the method in order to keep under control the cost of the simulation.
|
||||||
Doing this was out of the scope of the present work and will be presented in a forthcoming work.
|
Doing this was out of the scope of the present work and will be presented in a forthcoming work.
|
||||||
|
|
||||||
\section*{Acknowledgement}
|
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
|
||||||
|
\acknowledgements{
|
||||||
P.F.L., A.S., and M.C. acknowledge funding from the European Research Council (ERC) under the European Union's Horizon 2020 research and innovation programme (Grant agreement No.~863481).
|
P.F.L., A.S., and M.C. acknowledge funding from the European Research Council (ERC) under the European Union's Horizon 2020 research and innovation programme (Grant agreement No.~863481).
|
||||||
This work was supported by the European Centre of
|
This work was supported by the European Centre of
|
||||||
Excellence in Exascale Computing TREX --- Targeting Real Chemical
|
Excellence in Exascale Computing TREX --- Targeting Real Chemical
|
||||||
Accuracy at the Exascale. This project has received funding from the
|
Accuracy at the Exascale. This project has received funding from the
|
||||||
European Union's Horizon 2020 --- Research and Innovation program ---
|
European Union's Horizon 2020 --- Research and Innovation program ---
|
||||||
under grant agreement no.~952165.
|
under grant agreement no.~952165.
|
||||||
|
}
|
||||||
|
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
|
||||||
|
|
||||||
|
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
|
||||||
\appendix
|
\appendix
|
||||||
|
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
|
||||||
|
|
||||||
|
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
|
||||||
\section{Particular case of the $2\times2$ matrix}
|
\section{Particular case of the $2\times2$ matrix}
|
||||||
\label{A}
|
\label{app:A}
|
||||||
|
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
|
||||||
|
|
||||||
For the simplest case of a two-state system the fundamental equation (\ref{eqfond}) writes
|
For the simplest case of a two-state system the fundamental equation (\ref{eqfond}) writes
|
||||||
$$
|
$$
|
||||||
{\cal I}=
|
{\cal I}=
|
||||||
@ -1178,13 +1215,14 @@ the equation has been slightly generalized to the case of a general vector for t
|
|||||||
\ee
|
\ee
|
||||||
where
|
where
|
||||||
$|1\rangle$ and $|2\rangle$ denote the two states. Let us choose a single-state domain for both states, namely ${\cal D}_1=\{|1\rangle \}$ and ${\cal D}_2=\{ |2\rangle \}$. Note that the single exit state for each state is the other state. Thus there are only two possible deterministic "alternating" paths, namely either
|
$|1\rangle$ and $|2\rangle$ denote the two states. Let us choose a single-state domain for both states, namely ${\cal D}_1=\{|1\rangle \}$ and ${\cal D}_2=\{ |2\rangle \}$. Note that the single exit state for each state is the other state. Thus there are only two possible deterministic "alternating" paths, namely either
|
||||||
$|1\rangle \rightarrow |2\rangle \rightarrow |1\rangle,...$ or $|2\rangle \rightarrow |1\rangle \rightarrow |2\rangle,...$
|
$|1\rangle \to |2\rangle \to |1\rangle,...$ or $|2\rangle \to |1\rangle \to |2\rangle,...$
|
||||||
We introduce the following quantities
|
We introduce the following quantities
|
||||||
\be
|
\begin{align}
|
||||||
A_1= \langle 1| P_1 \frac{1}{H-E} P_1 (-H)(1-P_1)|2\rangle \;\;\;
|
A_1 & = \langle 1| P_1 \frac{1}{H-E} P_1 (-H)(1-P_1)|2\rangle \;\;\;
|
||||||
A_2= \langle 2| P_2 \frac{1}{H-E} P_2 (-H) (1-P_2)|1\rangle
|
\\
|
||||||
|
A_2 & = \langle 2| P_2 \frac{1}{H-E} P_2 (-H) (1-P_2)|1\rangle
|
||||||
\label{defA}
|
\label{defA}
|
||||||
\ee
|
\end{align}
|
||||||
and
|
and
|
||||||
\be
|
\be
|
||||||
C_1= \langle 1| P_1 \frac{1}{H-E} P_1 |\Psi\rangle \;\;\;
|
C_1= \langle 1| P_1 \frac{1}{H-E} P_1 |\Psi\rangle \;\;\;
|
||||||
|
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Reference in New Issue
Block a user