The Kramers equation simulation algorithm I. Operator analysis
High Energy Physics - Lattice
2009-10-22 v1
Abstract
Using an operatorial formalism, we study the Kramers equation and its applications to numerical simulations. We obtain classes of algorithms which may be made precise at every desired order in the time step and with a set of free parameters which can be used to reduce autocorrelations. We show that it is possible to use a global Metropolis test to restore Detailed Balance.
Cite
@article{arxiv.hep-lat/9307007,
title = {The Kramers equation simulation algorithm I. Operator analysis},
author = {Matteo Beccaria and Giuseppe Curci},
journal= {arXiv preprint arXiv:hep-lat/9307007},
year = {2009}
}
Comments
32 pages, REVTeX 3.0, IFUP-TH-27