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We study the non-reversibility of molecular dynamics trajectories arising from the amplification of rounding errors. We analyse the causes of such behaviour and give arguments, indicating that this does not pose a significant problem for…

High Energy Physics - Lattice · Physics 2009-10-28 R. G. Edwards , Ivan Horvath , A. D. Kennedy

We investigate instability and reversibility within Hybrid Monte Carlo simulations using a non-perturbatively improved Wilson action. We demonstrate the onset of instability as tolerance parameters and molecular dynamics step sizes are…

We investigate reversibility violations in the Hybrid Monte Carlo algorithm. Those violations are inevitable when computers with finite numerical precision are being used. In SU(2) gauge theory, we study the dependence of observables on the…

High Energy Physics - Lattice · Physics 2018-03-14 Carsten Urbach

We study the question of lack of reversibility and the chaotic nature of the equations of motion in numerical simulations of lattice QCD.

High Energy Physics - Lattice · Physics 2009-10-28 K. Jansen , C. Liu

We discuss an instability in the leapfrog integration algorithm, widely used in current Hybrid Monte Carlo (HMC) simulations of lattice QCD. We demonstrate the instability in the simple harmonic oscillator (SHO) system where it is manifest.…

High Energy Physics - Lattice · Physics 2007-05-23 B. Joo , UKQCD Collaboration

We study the phenomenon of lack of reversibility in molecular dynamics algorithms for the case of Wilson's lattice QCD. We demonstrate that the classical equations of motion that are employed in these algorithms are chaotic in nature. The…

High Energy Physics - Lattice · Physics 2016-09-01 Chuan Liu , Andreas Jaster , Karl Jansen

Hamiltonian trajectories are strictly time-reversible. Any time series of Hamiltonian coordinates {q} satisfying Hamilton's motion equations will likewise satisfy them when played "backwards", with the corresponding momenta changing signs :…

Statistical Mechanics · Physics 2013-03-12 Wm. G. Hoover , Carol G. Hoover

A new diagrammatic quantum Monte Carlo approach is proposed to deal with the imaginary time propagator involving both dynamic disorder (i.e., electron-phonon interactions) and static disorder of local or nonlocal nature in a unified and…

Materials Science · Physics 2026-04-15 Yu-Chen Wang , Yi Zhao

We study autocorrelation times of physical observables in lattice QCD as a function of the molecular dynamics trajectory length in the hybrid Monte-Carlo algorithm. In an interval of trajectory lengths where energy and reversibility…

High Energy Physics - Lattice · Physics 2008-11-26 Harvey B. Meyer , Hubert Simma , Rainer Sommer , Michele Della Morte , Oliver Witzel , Ulli Wolff

A binary fluid mixture in contact with lateral particle reservoirs is considered. By imposing different particle concentrations in these reservoirs, the system can be maintained under controlled non-equilibrium conditions. Previous…

Statistical Mechanics · Physics 2026-04-01 O. Politano , Alejandro L. Garcia , F. Baras , M. Malek Mansour

We introduce a simple general method for finding the equilibrium distribution for a class of widely used inexact Markov Chain Monte Carlo algorithms. The explicit error due to the non-commutivity of the updating operators when numerically…

High Energy Physics - Lattice · Physics 2008-11-26 M. A. Clark , A. D. Kennedy

Numerical solutions to Newton's equations of motion for chaotic self gravitating systems of more than 2 bodies are often regarded to be irreversible. This is due to the exponential growth of errors introduced by the integration scheme and…

Instrumentation and Methods for Astrophysics · Physics 2018-03-14 Simon Portegies Zwart , Tjarda Boekholt

We introduce a theoretical framework for the calculation of uncertainties affecting observables produced by Monte Carlo particle transport, which derive from uncertainties in physical parameters input into simulation. The theoretical…

Data Analysis, Statistics and Probability · Physics 2014-01-17 Paolo Saracco , Maria Grazia Pia , Matej Batic

A new Markov Chain Monte Carlo method for simulating the dynamics of molecular systems characterized by hard-core interactions is introduced. In contrast to traditional Kinetic Monte Carlo approaches, where the state of the system is…

Computational Physics · Physics 2017-02-07 Liborio I. Costa

In Part II of this paper, we concentrate our analysis on the price dynamical model with the moving average rules developed in Part I of this paper. By decomposing the excessive demand function, we reveal that it is the interplay between…

Trading and Market Microstructure · Quantitative Finance 2016-11-18 Li-Xin Wang

Equilibrium systems evolve according to Detailed Balance (DB). This principe guided development of the Monte-Carlo sampling techniques, of which Metropolis-Hastings (MH) algorithm is the famous representative. It is also known that DB is…

Statistical Mechanics · Physics 2015-07-15 Konstantin S. Turitsyn , Michael Chertkov , Marija Vucelja

We present a molecular dynamics and kinetic theory study of granular material, modeled by inelastic hard disks, fluidized by a random driving force. The focus is on collisional averages and short distance correlations in the non-equilibrium…

Statistical Mechanics · Physics 2009-11-07 I. Pagonabarraga , E. Trizac , T. P. C. van Noije , M. H. Ernst

Irreversible transport in time-periodic flows is commonly attributed to vorticity, nonlinear forcing, or symmetry breaking. We show that finite-memory reconstruction of the velocity gradient generates a purely geometric mechanism for…

Chaotic Dynamics · Physics 2026-04-13 Mounir Kassmi

The Diffusion Monte Carlo method with constant number of walkers, also called Stochastic Reconfiguration as well as Sequential Monte Carlo, is a widely used Monte Carlo methodology for computing the ground-state energy and wave function of…

Statistics Theory · Mathematics 2024-12-09 Michel Caffarel , Pierre del Moral , Luc de Montella

A technique for reducing the number of integrals in a Monte Carlo calculation is introduced. For integrations relying on classical or mean-field trajectories with local weighting functions, it is possible to integrate analytically at least…

Statistical Mechanics · Physics 2024-05-17 Jarod Tall , Steven Tomsovic
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