A function, f(x). We can treat it as a black box - feed it x, and get back f(x). But what if we have different sort of box - one with a big green button. Push the button and it spits out an 'x' value. The only way to ascertain f(x) is to keep track of the density of the values of 'x' that come out of the box - where f(x) is large, there will be lots of x's, and not so many where f(x) is small.
If we want to compute a normalized average over a weight function f(x), this output is exactly what we want. Now suppose we want to compute derivatives of f(x) (the energy in QMC calculations). In VMC, we can open the box and there is a analytic form for f(x) sitting there that we can take derivatives. But in DMC, the situation may not be so simple - f(x) may be determined solely by the distribution of x's. (I was trying to figure out how to compute the energy when doing DMC w/o a trial function)
One way to compute the derivative of f(x) is to keep a histogram of x's and take the derivative after the fact. However, this solution seems noise prone, and not likely to scale well in multiple dimensions.
Each sample is a delta function. Integrals over the function become integrals over a sum of delta functions, centered around the sample points. What if we replaced the delta functions by a gaussian? (since that is delta function in the limit of vanishing width). Each point then represents a probability distribution with a finite width.
The first attempt at representing the ground state wavefunction of an infinite square well failed miserably - I could get any value of the energy I wanted by varying the width of the gaussians. The problem is the boundary conditions - the wavefunction must vanish at the edges. So then I tried using image gaussians (outside of the square well) to force the appropriate BC's. That worked much better. So well, in fact, that the value of the energy is quite good even when the center points are drawn from a uniform distribution, although I suspect this is largely a feature of simplicity of the potential).
So what now?
With this sort of representation, I'm wondering if it's possible to use a forward Euler scheme to propagate the distribution forward in time (ie use a first order approximation to the time derivative in the diffusion eqn.). Either symbolically (ie, complicated formulas related to the original points) or by sampling (ie, generate a new set of points).
Normally, one thinks of using orthogonal function expansions, since linearly dependent functions don't add anything new to the function. This sum of gaussians is definitely not orthogonal (well, they become more so at small widths), especially since the points are randomly distributed according to some distribution. Hmm. This contrast seems relevant somehow. The gaussians are all positive, and orthogonal functions usually have negative regions - I don't know if this is relevant or not.