Multipath Metropolis simulation: An application to the classical Heisenberg model

Predrag S. Rakić, Slobodan M. Radošević, Petar M. Mali, Lazar M. Stričević and Tara D. Petrić

Physica A: Statistical Mechanics and its Applications, 2016, vol. 441, issue C, 69-80

Abstract: This study explores the Multipath Metropolis simulation of the classical Heisenberg model. Unlike the standard single-path algorithm, the Metropolis algorithm applied to multiple random-walk paths becomes an embarrassingly parallel algorithm in which many processor cores can be easily utilized. This is important since processor cores are progressively becoming less expensive and thus more accessible. The most obvious advantage of the multipath approach is in employing independent random-walk paths to produce an uncorrelated simulation output with a normal distribution allowing for straightforward and rigorous statistical analysis.

Keywords: Multipath Metropolis simulation; Markov chain Monte Carlo; Classical Heisenberg model; Embarrassingly parallel algorithm; Statistical analysis (search for similar items in EconPapers)
Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:441:y:2016:i:c:p:69-80

DOI: 10.1016/j.physa.2015.08.038

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