English

Deflated Multigrid Multilevel Monte Carlo

High Energy Physics - Lattice 2022-11-29 v1 Numerical Analysis Numerical Analysis

Abstract

In lattice QCD, the trace of the inverse of the discretized Dirac operator appears in the disconnected fermion loop contribution to an observable. As simulation methods get more and more precise, these contributions become increasingly important. Hence, we consider here the problem of computing the trace tr(D1)\mathrm{tr}(D^{-1}), with DD the Dirac operator. The Hutchinson method, which is very frequently used to stochastically estimate the trace of a function of a matrix, approximates the trace as the average over estimates of the form xHD1xx^{H} D^{-1} x, with the entries of the vector xx following a certain probability distribution. For NN samples, the accuracy is O(1/N)\mathcal{O}(1/\sqrt{N}). In recent work, we have introduced multigrid multilevel Monte Carlo: having a multigrid hierarchy with operators DD_{\ell}, PP_{\ell} and RR_{\ell}, for level \ell, we can rewrite the trace tr(D1)\mathrm{tr}(D^{-1}) via a telescopic sum with difference-levels, written in terms of the aforementioned operators and with a reduced variance. We have seen significant reductions in the variance and the total work with respect to exactly deflated Hutchinson. In this work, we explore the use of exact deflation in combination with the multigrid multilevel Monte Carlo method, and demonstrate how this leads to both algorithmic and computational gains.

Keywords

Cite

@article{arxiv.2211.15383,
  title  = {Deflated Multigrid Multilevel Monte Carlo},
  author = {Andreas Frommer and Gustavo Ramirez-Hidalgo},
  journal= {arXiv preprint arXiv:2211.15383},
  year   = {2022}
}
R2 v1 2026-06-28T07:14:59.553Z