NOISE-INDUCED INSTABILITY IN SELF-CONSISTENT MONTE-CARLO CALCULATIONS

被引：17

作者：

LEMONS, DS

LACKMAN, J

JONES, ME

WINSKE, D

机构：

[1] AMHERST COLL,DEPT PHYS,AMHERST,MA 01002

[2] UNIV CALIF LOS ALAMOS NATL LAB,DIV APPL THEORET PHYS,LOS ALAMOS,NM 87544

来源：

PHYSICAL REVIEW E | 1995年 / 52卷 / 06期

关键词：

D O I：

10.1103/PhysRevE.52.6855

中图分类号：

O35 [流体力学]; O53 [等离子体物理学];

学科分类号：

070204 ; 080103 ; 080704 ;

摘要：

We identify, analyze, and propose remedies for a numerical instability responsible for the growth or decay of sums that should be conserved in Monte Carlo simulations of stochastically interacting particles. ''Noisy'' sums with fluctuations proportional to 1/root n, where n is the number of particles in the simulation, provide feedback that drives the instability. Numerical illustrations of an energy loss or ''cooling'' instability in an Ornstein-Uhlenbeck process support our analysis.

引用

页码：6855 / 6861

页数：7

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