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The fast sampling algorithm for Lie-Trotter products

Cristian Predescu
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Abstract

A fast algorithm for path sampling in path integral Monte Carlo simulations is proposed. The algorithm utilizes the Levy-Ciesielski implementation of Lie-Trotter products to achieve a mathematically proven computational cost of n*log_2(n) with the number of time slices n, despite the fact that each path variable is updated separately, for reasons of optimality. In this respect, we demonstrate that updating a group of random variables simultaneously results in loss of efficiency.

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BibTeXRIS

Cristian Predescu. 2004-11-12. The fast sampling algorithm for Lie-Trotter products. https://doi.org/10.1103/physreve.71.045701

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