Department of Applied Physics, University of Tokyo, Tokyo 113-8656, Japan.
Phys Rev Lett. 2010 Sep 17;105(12):120603. doi: 10.1103/PhysRevLett.105.120603.
We present a specific algorithm that generally satisfies the balance condition without imposing the detailed balance in the Markov chain Monte Carlo. In our algorithm, the average rejection rate is minimized, and even reduced to zero in many relevant cases. The absence of the detailed balance also introduces a net stochastic flow in a configuration space, which further boosts up the convergence. We demonstrate that the autocorrelation time of the Potts model becomes more than 6 times shorter than that by the conventional Metropolis algorithm. Based on the same concept, a bounce-free worm algorithm for generic quantum spin models is formulated as well.
我们提出了一种特定的算法,该算法通常满足马尔可夫链蒙特卡罗中的平衡条件,而无需施加详细平衡。在我们的算法中,平均拒绝率被最小化,甚至在许多相关情况下降至零。详细平衡的缺失也会在构型空间中引入净随机流,从而进一步提高收敛速度。我们证明,Potts 模型的自相关时间比传统的 Metropolis 算法缩短了 6 倍以上。基于相同的概念,我们还为一般量子自旋模型制定了无反弹的蠕虫算法。