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Center for Scientific Computation and Mathematical Modeling

Research Activities > Programs > Nonequilibrium Interface Dynamics > Tutorials

Nonequilibrium Interface Dynamics:
Theory and Simulation from Atomistic to Continuum Scales

CSIC Building (#406), Seminar Room 4122.
Directions: home.cscamm.umd.edu/directions

Fast Methods for Sampling from a Dynamic pdf
Part II: Very Fast Methods, Additional up-front cost

Dr. Francis Sullivan

Center for Computing Sciences

Abstract:   This pair of talks will cover some basic algorithms for accelerating dynamic Monte Carlo, meaning Monte Carlo for cases in which the probability distribution sampled changes as a consequence of sampling.

We explain how to use a slightly more elaborate tree and a more sophisticated strategy for grouping of the ri to reduce the cost per step to O(log2* M). Here log* X denotes the number of iterations of X=log X required before X becomes negative. As a point of reference, if D denotes the US national debt in dollars, then log10* D = 3. In this case, the one-time costs are slightly greater and the cost per step is greatly reduced.