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arXiv 1405.3153math.NAcs.NA
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混合蒙特卡洛方法的数值积分器

Numerical integrators for the Hybrid Monte Carlo method

Instituto de Matemática Multidisciplinar, Universitat Politècnica de València(瓦伦西亚理工大学多学科数学研究所);Institut de Matemàtiques i Aplicacions de Castelló and Departament de Matemàtiques, Universitat Jaume I(卡斯特利翁数学与应用研究所及瓦莱西亚大学数学系);Departamento de Matemática Aplicada e IMUVA, Facultad de Ciencias, Universidad de Valladolid(巴利亚多利德大学理学院应用数学系及IMUVA)

Sergio Blanes, Fernando Casas, J. M. Sanz-Serna

AI总结:

本文提出基于高斯分布采样性能的新型积分器,用于提升高维问题中混合蒙特卡洛模拟的效率。

摘要:

我们为哈密顿问题构造了数值积分器,可能替代混合蒙特卡洛中的标准Verlet时间步进器。过去尝试多旨在提升积分器的精度阶和减少误差常数;阶和误差常数在步长趋于零时相关。我们提出基于积分器在非小步长下采样高斯分布性能的替代方法。我们构造了需要每个时间步两个、三个或四个力评估的新型拆分公式。有限的证明概念数值实验表明,新积分器可能在高维问题中提升标准Verlet方法的效率。

英文摘要:

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.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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