Event-Chain Monte Carlo: Foundations, Applications, and Prospects

Frontiers in Physics

Werner Krauth¹ 

[1] null;

关键词: event-driven simulations;    Monte Carlo methods;    non-reversible Markov chains;    lifting;    molecular simulation;    molecular dynamics;    Coulomb potential;   

DOI  :  10.3389/fphy.2021.663457

来源: Frontiers

【 摘 要 】

This review treats the mathematical and algorithmic foundations of non-reversible Markov chains in the context of event-chain Monte Carlo (ECMC), a continuous-time lifted Markov chain that employs the factorized Metropolis algorithm. It analyzes a number of model applications and then reviews the formulation as well as the performance of ECMC in key models in statistical physics. Finally, the review reports on an ongoing initiative to apply ECMC to the sampling problem in molecular simulation, i.e., to real-world models of peptides, proteins, and polymers in aqueous solution.

【 授权许可】

CC BY