Published August 12, 2013 | Version v1
Journal article

Sampling from a polytope and hard-disk Monte Carlo

  • 1. Laboratoire de Physique Statistique, Ecole Normale Supérieure, UPMC, CNRS 24 rue Lhomond, 75231 Paris Cedex 05 (France)

Description

The hard-disk problem, the statics and the dynamics of equal two-dimensional hard spheres in a periodic box, has had a profound influence on statistical and computational physics. Markov-chain Monte Carlo and molecular dynamics were first discussed for this model. Here we reformulate hard-disk Monte Carlo algorithms in terms of another classic problem, namely the sampling from a polytope. Local Markov-chain Monte Carlo, as proposed by Metropolis et al. in 1953, appears as a sequence of random walks in high-dimensional polytopes, while the moves of the more powerful event-chain algorithm correspond to molecular dynamics evolution. We determine the convergence properties of Monte Carlo methods in a special invariant polytope associated with hard-disk configurations, and the implications for convergence of hard-disk sampling. Finally, we discuss parallelization strategies for event-chain Monte Carlo and present results for a multicore implementation

Availability note (English)

Available from http://dx.doi.org/10.1088/1742-6596/454/1/012031

Additional details

Publishing Information

Journal Title
Journal of Physics. Conference Series (Online)
Journal Volume
454
Journal Issue
1
Journal Page Range
[12 p.]
ISSN
1742-6596

Conference

Title
24. IUPAP conference on computational physics
Acronym
IUPAP-CCP 2012
Dates
14-18 Oct 2012
Place
Kobe (Japan)

INIS

Country of Publication
United Kingdom
Country of Input or Organization
International Atomic Energy Agency (IAEA)
INIS RN
44095424
Subject category
S97: MATHEMATICAL METHODS AND COMPUTING;
Resource subtype / Literary indicator
Conference
Descriptors DEI
ALGORITHMS; CONVERGENCE; GRAPH THEORY; MAGNETIC DISKS; MARKOV PROCESS; MOLECULAR DYNAMICS METHOD; MONTE CARLO METHOD; RANDOMNESS; SAMPLING; SPHERES; TWO-DIMENSIONAL CALCULATIONS
Descriptors DEC
CALCULATION METHODS; MAGNETIC STORAGE DEVICES; MATHEMATICAL LOGIC; MATHEMATICS; MEMORY DEVICES; STOCHASTIC PROCESSES