English

Numerical integrators for the Hybrid Monte Carlo method

Numerical Analysis 2015-04-10 v1

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.

Keywords

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

R2 v1 2026-06-22T04:12:56.945Z