Numerical integrators for the Hybrid Monte Carlo method
Abstract
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 of the integrator and/or reducing the size of its error constants; order and error constant are relevant concepts in the limit of vanishing step-length. We propose an alternative methodology based on the performance of the integrator when sampling from Gaussian distributions with not necessarily small step-lengths. We construct new splitting formulae that require two, three or four force evaluations per time-step. Limited, proof-of-concept numerical experiments suggest that the new integrators may provide an improvement on the efficiency of the standard Verlet method, especially in problems with high dimensionality.
Cite
@article{arxiv.1405.3153,
title = {Numerical integrators for the Hybrid Monte Carlo method},
author = {Sergio Blanes and Fernando Casas and J. M. Sanz-Serna},
journal= {arXiv preprint arXiv:1405.3153},
year = {2015}
}
Comments
30 pages, 5 figures