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arXiv · 2004.11040

Multithreaded event-chain Monte Carlo with local times

Botao Li·Synge Todo·A. C. Maggs·Werner Krauth
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Abstract

We present a multithreaded event-chain Monte Carlo algorithm (ECMC) for hard spheres. Threads synchronize at infrequent breakpoints and otherwise scan for local horizon violations. Using a mapping onto absorbing Markov chains, we rigorously prove the correctness of a sequential-consistency implementation for small test suites. On x86 and ARM processors, a C++ (OpenMP) implementation that uses compare-and-swap primitives for data access achieves considerable speed-up with respect to single-threaded code. The generalized birthday problem suggests that for the number of threads scaling as the square root of the number of spheres, the horizon-violation probability remains small for a fixed simulation time. We provide C++ and Python open-source code that reproduces all our results.

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Botao Li, Synge Todo, A. C. Maggs, Werner Krauth. 2020-04-23. Multithreaded event-chain Monte Carlo with local times. https://doi.org/10.1016/j.cpc.2020.107702

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