MONTE CARLO WITHOUT CHAINS

被引：4

作者：

Chorin, Alexandre J. ^{[1
]}

机构：

[1] Univ Calif Berkeley, Dept Math, Berkeley, CA 94720 USA

来源：

COMMUNICATIONS IN APPLIED MATHEMATICS AND COMPUTATIONAL SCIENCE | 2008年 / 3卷 / 01期

基金：

美国国家科学基金会;

关键词：

Monte Carlo; no Markov chain; marginal; spin glass;

D O I：

10.2140/camcos.2008.3.77

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

A sampling method for spin systems is presented. The spin lattice is written as the union of a nested sequence of sublattices, all but the last with conditionally independent spins, which are sampled in succession using their marginals. The marginals are computed concurrently by a fast algorithm; errors in the evaluation of the marginals are offset by weights. There are no Markov chains and each sample is independent of the previous ones; the cost of a sample is proportional to the number of spins (but the number of samples needed for good statistics may grow with array size). The examples include the Edwards-Anderson spin glass in three dimensions.

引用

页码：77 / 93

页数：17

共 25 条

[1]

[Anonymous], 1987, WORLD SCI LECT NOTES

[2] Critical behavior of the three-dimensional Ising spin glass [J].

Ballesteros, HG ;

Cruz, A ;

Fernández, LA ;

Martín-Mayor, V ;

Pech, J ;

Ruiz-Lorenzo, JJ ;

Tarancón, A ;

Téllez, P ;

Ullod, CL ;

Ungil, C .

PHYSICAL REVIEW B, 2000, 62 (21) :14237-14245

[3] CRITICAL PROPERTIES FROM MONTE-CARLO COARSE GRAINING AND RENORMALIZATION [J].

BINDER, K .

PHYSICAL REVIEW LETTERS, 1981, 47 (09) :693-696

[4]

Binder K, 1992, MONTE CARLO METHOD C

[5]

Binner JJ., 1992, The theory of critical phenomena, an introduction to the Renormalization Group

[6]

BOVIER A, 1998, PROGR PROBABILITY, V41

[7] Renormalization multigrid (RMG): Statistically optimal renormalization group flow and coarse-to-fine Monte Carlo acceleration [J].

Brandt, A ;

Ron, D .

JOURNAL OF STATISTICAL PHYSICS, 2001, 102 (1-2) :231-257

[8] Survey propagation:: An algorithm for satisfiability [J].

Braunstein, A ;

Mézard, M ;

Zecchina, R .

RANDOM STRUCTURES & ALGORITHMS, 2005, 27 (02) :201-226

[9] HERMITE EXPANSIONS IN MONTE-CARLO COMPUTATION [J].

CHORIN, AJ .

JOURNAL OF COMPUTATIONAL PHYSICS, 1971, 8 (03) :472-&

[10] Conditional expectations and renormalization [J].

Chorin, AJ .

MULTISCALE MODELING & SIMULATION, 2003, 1 (01) :105-118

← 1 2 3 →