English

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 ϵ\epsilon 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.

Keywords

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