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Numerical Integrators for the Hybrid Monte Carlo Method
dc.contributor.author | Blanes, Sergio | |
dc.contributor.author | Casas, Fernando | |
dc.contributor.author | Sanz-Serna, JM | |
dc.date.accessioned | 2015-06-16T12:44:54Z | |
dc.date.available | 2015-06-16T12:44:54Z | |
dc.date.issued | 2014-05 | |
dc.identifier.citation | BLANES, Sergio; CASAS, Fernando; SANZ-SERNA, J. M. Numerical integrators for the Hybrid Monte Carlo method. SIAM Journal on Scientific Computing, 2014, 36.4: A1556-A1580. | ca_CA |
dc.identifier.uri | http://hdl.handle.net/10234/123734 | |
dc.description.abstract | We construct numerical integrators for Hamiltonian problems that may advantageously replace the standard Verlet time-stepper within Hybrid Monte Carlo and related simulations. Past attempts have often aimed at boosting the order of accuracy of the integrator and/or reducing the size of its error constants; order and error constant are relevant concepts in the limit of vanishing step-length. We propose an alternative methodology based on the performance of the integrator when sampling from Gaussian distributions with not necessarily small step-lengths. We construct new splitting formulae that require two, three or four force evaluations per time-step. Limited, proof-of-concept numerical experiments suggest that the new integrators may provide an improvement on the efficiency of the standard Verlet method, especially in problems with high dimensionality. | ca_CA |
dc.format.extent | 30 p. | ca_CA |
dc.format.mimetype | application/pdf | ca_CA |
dc.language.iso | eng | ca_CA |
dc.publisher | Society for Industrial and Applied Mathematics | ca_CA |
dc.relation.isPartOf | SIAM J. Sci. Comput., 36(4) | ca_CA |
dc.rights | © 2014, Society for Industrial and Applied Mathematics | ca_CA |
dc.rights.uri | http://rightsstatements.org/vocab/InC/1.0/ | * |
dc.subject | hybrid Monte Carlo method | ca_CA |
dc.subject | Markov Chain Monte Carlo | ca_CA |
dc.subject | acceptance probability | ca_CA |
dc.subject | Hamiltonian dynamics | ca_CA |
dc.subject | reversibility | ca_CA |
dc.subject | volume preservation | ca_CA |
dc.subject | symplectic integrators | ca_CA |
dc.subject | Verlet method | ca_CA |
dc.subject | split-step integrator | ca_CA |
dc.subject | stability | ca_CA |
dc.subject | error constant | ca_CA |
dc.subject | molecular dynamics | ca_CA |
dc.title | Numerical Integrators for the Hybrid Monte Carlo Method | ca_CA |
dc.type | info:eu-repo/semantics/article | ca_CA |
dc.identifier.doi | http://dx.doi.org/10.1137/130932740 | |
dc.rights.accessRights | info:eu-repo/semantics/openAccess | ca_CA |
dc.relation.publisherVersion | http://epubs.siam.org/doi/abs/10.1137/130932740 | ca_CA |
dc.type.version | info:eu-repo/semantics/publishedVersion |
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