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arXiv 1008.3558cond-mat.stat-mechphysics.comp-ph
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优化格子蒙特卡罗算法模拟扩散的精度

Optimizing the accuracy of Lattice Monte Carlo algorithms for simulating diffusion

Mykyta V. Chubynsky, Gary W. Slater

摘要:

格点蒙特卡罗算法的行为(如果设计正确)必须接近连续系统的行为,因为它被设计为模拟时间步长和网格步长趋于零。然而,我们表明,无偏粒子扩散的算法,如果这两个参数之一保持固定,算法的精度是最佳的其他参数的某个有限值。在一维中,移动到两个最近的相邻站点的最佳算法再现了粒子分布的正确的二阶和四阶矩(并且在大的时间上最小化较高矩的误差),并且保留了第一次通过时间分布的前两阶矩。在二维和三维中,相同的精度水平需要沿两个轴同时移动(“对角线”移动)。这种试图跨越不可逾越的边界的举动应该沿着边界投射,而不是简单地拒绝。我们还处理吸收边界的情况。

英文摘要:

The behavior of a Lattice Monte Carlo algorithm (if it is designed correctly) must approach that of the continuum system that it is designed to simulate as the time step and the mesh step tend to zero. However, we show for an algorithm for unbiased particle diffusion that if one of these two parameters remains fixed, the accuracy of the algorithm is optimal for a certain finite value of the other parameter. In one dimension, the optimal algorithm with moves to the two nearest neighbor sites reproduces the correct second and fourth moments (and minimizes the error for the higher moments at large times) of the particle distribution and preserves the first two moments of the first-passage time distributions. In two and three dimensions, the same level of accuracy requires simultaneous moves along two axes ("diagonal" moves). Such moves attempting to cross an impenetrable boundary should be projected along the boundary, rather than simply rejected. We also treat the case of absorbing boundaries.

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