An improvement to the linear accept/reject algorithm. (English) Zbl 1051.65500
Summary: We study the improvement of Kennedy-Kuti’s linear accept/reject algorithm with different ordering criterion and modified Bhanot-Kennedy estimator of \(e^{\Delta H}\) to reduce probability-bound violation. A new stochastic Monte Carlo algorithm to accommodate the probability-bound violation is proposed.
MSC:
| 65C05 | Monte Carlo methods |
References:
| [1] | Kennedy, A. D.; Kuti, J., Phys. Rev. Lett., 54, 2473 (1985) |
| [2] | Duane, S.; Kennedy, A. D.; Pendleton, B. J.; Roweth, D., Phys. Lett. B, 195, 216 (1987) |
| [3] | Thron, C.; Dong, S. J.; Liu, K. F.; Ying, H. P., Phys. Rev. D, 57, 1642 (1998) |
| [4] | Bhanot, G.; Kennedy, A. D., Phys. Lett., 157B, 70 (1985) |
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.
