Michel Kapfer Krauth 2013
From Werner KRAUTH
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| '''M. Michel, S. C. Kapfer, W. Krauth ''' | '''M. Michel, S. C. Kapfer, W. Krauth ''' | ||
| - | '''''Generalized event-chain Monte Carlo: Constructing rejection-free global-balance algorithms from infinitesimal steps ''''' ''' arXiv:1309.7748''' | + | '''''Generalized event-chain Monte Carlo: Constructing rejection-free global-balance algorithms from infinitesimal steps ''''' '''Journal of Chemical Physics 140 54116 (2014)''' |
| =Paper= | =Paper= | ||
Revision as of 13:36, 1 April 2014
M. Michel, S. C. Kapfer, W. Krauth Generalized event-chain Monte Carlo: Constructing rejection-free global-balance algorithms from infinitesimal steps Journal of Chemical Physics 140 54116 (2014)
Paper
Abstract In this article, we introduce a factorized Metropolis filter and the concept of infinitesimal Monte Carlo moves to design a rejection-free Markov-chain Monte Carlo algorithm for interacting particle systems that breaks detailed balance yet satisfies global balance. This event-driven algorithm generalizes the recent hard-sphere event-chain Monte Carlo method without introducing any discretizations in time or in space. We demonstrate considerable speed-ups of this method with respect to the classic local Metropolis algorithm. The new algorithm generates a continuum of samples of the stationary probability density. This allows us to derive an exact formula for the pressure that is obtained as a byproduct of the simulation without any additional computations.
