Related papers: Adapted nested force-gradient integrators: the Sch…
Force-gradient decomposition methods are used to improve the energy preservation of symplectic schemes applied to Hamiltonian systems. If the potential is composed of different parts with strongly varying dynamics, this multirate potential…
We propose a new framework of Hessian-free force-gradient integrators that do not require the analytical expression of the force-gradient term based on the Hessian of the potential. Due to that the new class of decomposition algorithms for…
We show how the integrators used for the molecular dynamics step of the Hybrid Monte Carlo algorithm can be further improved. These integrators not only approximately conserve some Hamiltonian $H$ but conserve exactly a nearby shadow…
We show how to improve the molecular dynamics step of Hybrid Monte Carlo, both by tuning the integrator using Poisson brackets measurements and by the use of force gradient integrators. We present results for moderate lattice sizes.
A comprehensive linear stability analysis of force-gradient integrators and their Hessian-free variants is carried out by investigating the harmonic oscillator as a test equation. The analysis reveals that the linear stability of…
Modified Hamiltonian Monte Carlo (MHMC) methods combine the ideas behind two popular sampling approaches: Hamiltonian Monte Carlo (HMC) and importance sampling. As in the HMC case, the bulk of the computational cost of MHMC algorithms lies…
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…
Hybrid Monte Carlo simulations that implement the fermion action using multiple terms are commonly used. By the nature of their formulation they involve multiple integration time scales in the evolution of the system through simulation…
Brute-force simulations for dynamics on very large networks are quite expensive. While phenomenological treatments may capture some macroscopic properties, they often ignore important microscopic details. Fortunately, one may be only…
Hamiltonian Monte Carlo (HMC) is a popular Markov Chain Monte Carlo (MCMC) algorithm to sample from an unnormalized probability distribution. A leapfrog integrator is commonly used to implement HMC in practice, but its performance can be…
Nested integration problems arise in various scientific and engineering applications, including Bayesian experimental design, financial risk assessment, and uncertainty quantification. These nested integrals take the form $\int f\left(\int…
A scheme for separating the high- and low-frequency molecular dynamics modes in Hybrid Monte Carlo (HMC) simulations of gauge theories with dynamical fermions is presented. The algorithm is tested in the Schwinger model with Wilson…
We present initial results on Hessian-free force-gradient integrators for lattice field theories. Integrators of this framework promise to provide substantial performance enhancements, particularly for larger lattice volumes where…
Hamiltonian Monte Carlo (HMC) is a powerful tool for Bayesian statistical inference due to its potential to rapidly explore high dimensional state space, avoiding the random walk behavior typical of many Markov Chain Monte Carlo samplers.…
Splitting schemes are numerical integrators for Hamiltonian problems that may advantageously replace the St\"ormer-Verlet method within Hamiltonian Monte Carlo (HMC) methodology. However, HMC performance is very sensitive to the step size…
We propose a modification of the Hybrid-Monte-Carlo algorithm that allows for a larger step-size of the integration scheme at constant acceptance rate. The key ingredient is that the pseudo-fermion action is split into two parts. We test…
We develop an extended framework for the hybrid Monte Carlo (HMC) algorithm in lattice gauge theory by embedding the $SU(N)$ group into the space of general complex matrices,$M_N(\mathbb{C})$. Auxiliary directions will be completely…
This review gives an overview on the research of algorithms for dynamical fermions used in large scale lattice QCD simulations. First a short overview on the state-of-the-art of ensemble generation at the physical point is given. Followed…
In the last few decades, Markov chain Monte Carlo (MCMC) methods have been widely applied to Bayesian updating of structural dynamic models in the field of structural health monitoring. Recently, several MCMC algorithms have been developed…
Polynomial approximations to the inverse of the fermion matrix are used to filter the dynamics of the upper energy scales in HMC simulations. The use of a multiple time-scale integration scheme allows the filtered pseudofermions to be…