Reversibility violation in the hybrid Monte Carlo algorithm

DOI10.1016/J.CPC.2017.12.005zbMATH Open1524.65019arXiv1710.07526OpenAlexW2766833624MaRDI QIDQ6163595FDOQ6163595

Authors: C. Urbach 

Publication date: 9 June 2023

Published in: Computer Physics Communications (Search for Journal in Brave)

Abstract: We investigate reversibility violations in the Hybrid Monte Carlo algorithm. Those violations are inevitable when computers with finite numerical precision are being used. In SU(2) gauge theory, we study the dependence of observables on the size of the reversibility violations. While we cannot find any statistically significant deviation in observables related to the simulated physical model, algorithmic specific observables signal an upper bound for reversibility violations below which simulations appear unproblematic. This empirically derived condition is independent of problem size and parameter values, at least in the range of parameters studied here.

Full work available at URL: https://arxiv.org/abs/1710.07526

Recommendations

• scientific article; zbMATH DE number 2222874
• Markov chain Monte Carlo and irreversibility
• Non-reversible Metropolis-Hastings
• Metropolis-Hastings reversiblizations of non-reversible Markov chains
• Reversible jump MCMC
• Irreversible Monte Carlo algorithms for efficient sampling
• Non-reversible Monte Carlo simulations of spin models
• Reversible and non-reversible Markov chain Monte Carlo algorithms for reservoir simulation problems
• Ergodicity of Markov chain Monte Carlo with reversible proposal
• Numerical irreversibility in time-reversible molecular dynamics simulation

zbMATH Keywords

gauge theorylattice QCDhybrid Monte Carlo algorithm

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

Cites Work

• Mersenne twister
• SU(2) lattice gauge theory simulations on Fermi GPUs
• Symplectic analytically integrable decomposition algorithms: classification, derivation, and application to molecular dynamics, quantum and celestial mechanics simulations
• Erratum to ``Monte Carlo errors with less errors [Comput. Phys. Comm. 156 (2004) 143-153]
• Speeding up the hybrid Monte Carlo algorithm for dynamical fermions
• Speeding up lattice QCD simulations with clover-improved Wilson fermions

Cited In (2)

• Master-field simulations of \(\mathrm{O}(a)\)-improved lattice QCD: algorithms, stability and exactness
• Title not available (Why is that?)

This page was built for publication: Reversibility violation in the hybrid Monte Carlo algorithm

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6163595)