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arXiv 1806.05985math.PRcond-mat.stat-mech
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用混合蒙特卡罗算法模拟库仑气体和对数气体

Simulating Coulomb gases and log-gases with hybrid Monte Carlo algorithms

Djalil Chafaï, Grégoire Ferré

摘要:

库仑和对数气体是可交换的奇异玻尔兹曼-吉布斯测度,出现在数学物理的许多地方,特别是在随机矩阵理论中。我们通过实验探索了一种有效的数值方法来模拟这类气体。它是混合或哈密顿蒙特卡罗算法的一个实例,换句话说,它是一个由动力学或欠阻尼朗之万动力学产生的Metropolis-Hastings算法。该算法具有良好的数值行为,尽管奇异的相互作用,特别是当粒子的数量变得很大。它是更有效的比众所周知的过阻尼版本以前用于此类问题,并允许新的数值探索。它建议,例如推测的普遍性Gumbel波动的边缘β Ginibre合奏所有β。

英文摘要:

Coulomb and log-gases are exchangeable singular Boltzmann-Gibbs measures appearing in mathematical physics at many places, in particular in random matrix theory. We explore experimentally an efficient numerical method for simulating such gases. It is an instance of the Hybrid or Hamiltonian Monte Carlo algorithm, in other words a Metropolis-Hastings algorithm with proposals produced by a kinetic or underdamped Langevin dynamics. This algorithm has excellent numerical behavior despite the singular interaction, in particular when the number of particles gets large. It is more efficient than the well known overdamped version previously used for such problems, and allows new numerical explorations. It suggests for instance to conjecture a universality of the Gumbel fluctuation at the edge of beta Ginibre ensembles for all beta.

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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