Event-chain Monte Carlo algorithms for hard-sphere systems

Etienne P. Bernard, Werner Krauth, and David B. Wilson
Phys. Rev. E 80, 056704 – Published 18 November 2009

Abstract

In this paper we present the event-chain algorithms, which are fast Markov-chain Monte Carlo methods for hard spheres and related systems. In a single move of these rejection-free methods, an arbitrarily long chain of particles is displaced, and long-range coherent motion can be induced. Numerical simulations show that event-chain algorithms clearly outperform the conventional Metropolis method. Irreversible versions of the algorithms, which violate detailed balance, improve the speed of the method even further. We also compare our method with a recent implementations of the molecular-dynamics algorithm.

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  • Received 19 March 2009

DOI:https://doi.org/10.1103/PhysRevE.80.056704

©2009 American Physical Society

Authors & Affiliations

Etienne P. Bernard1,*, Werner Krauth1,†, and David B. Wilson2,‡

  • 1CNRS–Laboratoire de Physique Statistique, Ecole Normale Supérieure, 24 rue Lhomond, 75231 Paris Cedex 05, France
  • 2Microsoft Research, One Microsoft Way, Redmond, Washington 98052, USA

  • *etienne.bernard@ens.fr
  • werner.krauth@ens.fr
  • http://dbwilson.com

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Vol. 80, Iss. 5 — November 2009

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