Numerical Integrators for the Hybrid Monte Carlo Method

DOI10.1137/130932740zbMath1312.65209arXiv1405.3153OpenAlexW3102212431MaRDI QIDQ2929998

Fernando Casas, Sergio Blanes, Jesús María Sanz-Serna

Publication date: 17 November 2014

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1405.3153

zbMATH Keywords

stabilityMarkov chain Monte CarloHamiltonian dynamicsmolecular dynamicsreversibilitysymplectic integratorsVerlet methodvolume preservationerror constantacceptance probabilityhybrid Monte Carlo methodsplit-step integrator

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Numerical methods for initial value problems involving ordinary differential equations (65L05) Numerical methods for Hamiltonian systems including symplectic integrators (65P10) Discretization methods and integrators (symplectic, variational, geometric, etc.) for dynamical systems (37M15)

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