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タイトル: | Statistical analysis method for the worldvolume hybrid Monte Carlo algorithm |
著者: | Fukuma, Masafumi https://orcid.org/0000-0001-8146-5034 (unconfirmed) Matsumoto, Nobuyuki Namekawa, Yusuke |
著者名の別形: | 福間, 将文 松本, 信行 滑川, 裕介 |
キーワード: | A20 The algorithm of numerical calculations A22 Monte-Carlo simulations A23 Molecular dynamics simulations B01 Spontaneous symmetry breaking B38 Lattice field theories |
発行日: | Dec-2021 |
出版者: | Oxford University Press (OUP) Physical Society of Japan |
誌名: | Progress of Theoretical and Experimental Physics |
巻: | 2021 |
号: | 12 |
論文番号: | 123B02 |
抄録: | We discuss the statistical analysis method for the worldvolume hybrid Monte Carlo (WV-HMC) algorithm [M. Fukuma and N. Matsumoto, Prog. Theor. Exp. Phys. 2021, 023B08 (2021)], which was recently introduced to substantially reduce the computational cost of the tempered Lefschetz thimble method. In the WV-HMC algorithm, the configuration space is a continuous accumulation (worldvolume) of deformed integration surfaces, and sample averages are considered for various subregions in the worldvolume. We prove that, if a sample in the worldvolume is generated as a Markov chain, then the subsample in the subregion can also be regarded as a Markov chain. This ensures the application of the standard statistical techniques to the WV-HMC algorithm. We particularly investigate the autocorrelation times for the Markov chains in various subregions, and find that there is a linear relation between the probability of being in a subregion and the autocorrelation time for the corresponding subsample. We numerically confirm this scaling law for a chiral random matrix model. |
著作権等: | © The Author(s) 2021. Published by Oxford University Press on behalf of the Physical Society of Japan. This is an Open Access article distributed under the terms of the Creative Commons Attribution License, which permits unrestricted reuse, distribution, and reproduction in any medium, provided the original work is properly cited.Funded by SCOAP3 |
URI: | http://hdl.handle.net/2433/276918 |
DOI(出版社版): | 10.1093/ptep/ptab133 |
出現コレクション: | 学術雑誌掲載論文等 |
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