Sampling from a polytope and hard-disk Monte Carlo
Creators
- 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/10.1088/1742-6596/454/1/012031Additional details
Identifiers
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