Faster Monte Carlo simulations

James L. Blue, Isabel Beichl

Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics · 1995 · 145 citations · 5 references

Concepts

TL;DR

Let's parse content. Background: line: "[Background] For Monte Carlo simulations of systems of size M, either kinetic simulations or equilibrium simulations that use the method of Bortz, Kalos, and Liebowitz [J. Comput. Phys. 17, 10 (1975)], the best computer time per event has been O(M^{1/2})." So background: context: Monte Carlo simulations of size M, best time O(M^1/2).

Abstract

For Monte Carlo simulations of systems of size M, either kinetic simulations or equilibrium simulations that use the method of Bortz, Kalos, and Liebowitz [J. Comput. Phys. 17, 10 (1975)], the best computer time per event has been O(${\mathit{M}}^{1/2}$). We present two methods whose computer time per event is O(${\mathit{M}}^{1/\mathit{K}}$) or O(logM). In practice, for typical simulation sizes, K = 4 or K = 5 is fastest, requiring even less computer time than the O(logM) method. For typical simulation sizes, we are able to achieve speedup factors of 5 to 7 over the O(${\mathit{M}}^{1/2}$) technique.

References

5