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Journal of Statistical Physics

Treatment of the Schrödinger equation through a Monte Carlo method based upon the generalized Feynman-Kac formula

Michel Caffarel, P. Claverie

Published Jun 1, 1986• 19 citations
Publisher
DOI
10.1007/bf02628305

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This paper presents systematic developments in the previously initiated line of research concerning a quantum Monte Carlo (QMC) method based on the use of a pure diffusion process corresponding to some reference function and a generalized Feynman–Kac path integral formalism. Not only mean values of quantum observables, but also response properties are expressed using suitable path integrals involving the diffusion measure of the reference diffusion process. Moreover, by relying on the ergodic character of this process, path integrals may be evaluated as time-averages along any sample trajectory of the process. This property is of crucial importance for the computer implementation of the method. As concerns the treatment of many-fermion systems, where the Pauli principle must be taken into account, we can use the fixed-node approximation, but we also discuss the potentially exact release-node procedure, whereby some adequate symmetry is imposed on the integrand (of the generalized Feynman–Kac formula), associated with a possibly refined choice of the reference function.
We propose an algorithm based on variational quantum imaginary time evolution for solving the Feynman-Kac partial differential equation resulting from a multidimensional system of stochastic differential equations. We utilize the correspondence between the Feynman-Kac partial differential equation (PDE) and the Wick-rotated Schrödinger equation for this purpose. The results for a (2+1) dimensional Feynman-Kac system obtained through the variational quantum algorithm are then compared against classical ODE solvers and Monte Carlo simulation. We see a remarkable agreement between the classical methods and the quantum variational method for an illustrative example on six and eight qubits. In the non-trivial case of PDEs which are preserving probability distributions – rather than preserving the ℓ2 -norm – we introduce a proxy norm which is efficient in keeping the solution approximately normalized throughout the evolution. The algorithmic complexity and costs associated to this methodology, in particular for the extraction of properties of the solution, are investigated. Future research topics in the areas of quantitative finance and other types of PDEs are also discussed.
A generalized Feynman-Kac formula based on the Wiener measure is presented. Within the setting of a quantum particle in an electromagnetic field it yields the standard Feynman-Kac formula for the corresponding Schrödinger semigroup. In this case rigorous criteria for its validity are compiled. Finally, phase-space path-integral representations for more general quantum Hamiltonians are derived. These representations rely on a generalized Lie-Trotter formula which takes care of the operator-ordering multiplicity, but in general is not related to a path measure.