An Improved Acceptance Procedure for the Hybrid Monte Carlo Algorithm

1992/08/12 by R. M. Neal, Neal, R. M.
Physics and Astronomy · #FOS: Physical sciences #High Energy Physics - Lattice (hep-lat) #hep-lat

paper · pdf · doi:10.48550/arxiv.hep-lat/9208011

15 pages, 4 figures (only one of which is present), New version with corrected LaTex, Submitted to J. of Comp. Physics

arxiv created 1992/08/20 · arxiv updated 2009/12/01

Abstract

The probability of accepting a candidate move in the hybrid Monte Carlo algorithm can be increased by considering a transition to be between windows of several states at the beginning and end of the trajectory, with a state within the selected window being chosen according to the Boltzmann probabilities. The detailed balance condition used to justify the algorithm still holds with this procedure, provided the start state is randomly positioned within its window. The new procedure is shown empirically to significantly improve performance for a test system of uncoupled oscillators.

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