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Article Dans Une Revue The Journal of Chemical Physics Année : 2014

Generalized event-chain Monte Carlo: Constructing rejection-free global-balance algorithms from infinitesimal steps

Résumé

In this article, we present an event-driven algorithm that generalizes the recent hard-sphere event-chain Monte Carlo method without introducing discretizations in time or in space. A factorization of the Metropolis filter and the concept of infinitesimal Monte Carlo moves are used to design a rejection-free Markov-chain Monte Carlo algorithm for particle systems with arbitrary pairwise interactions. The algorithm breaks detailed balance, but satisfies maximal global balance and performs better than the classic, local Metropolis algorithm in large systems. The new algorithm generates a continuum of samples of the stationary probability density. This allows us to compute the pressure and stress tensor as a byproduct of the simulation without any additional computations.
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Dates et versions

hal-03019998 , version 1 (01-02-2024)

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Manon Michel, Sebastian C. Kapfer, Werner Krauth. Generalized event-chain Monte Carlo: Constructing rejection-free global-balance algorithms from infinitesimal steps. The Journal of Chemical Physics, 2014, 140 (5), pp.054116. ⟨10.1063/1.4863991⟩. ⟨hal-03019998⟩
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