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Jul 22 – 28, 2018
Kellogg Hotel and Conference Center
EST timezone

Ensemble Quasi-Newton HMC

Jul 23, 2018, 2:40 PM
103 (Kellogg Hotel and Conference Center)


Kellogg Hotel and Conference Center

219 S Harrison Rd, East Lansing, MI 48824
Algorithms and Machines Algorithms and Machines


Xiaoyong Jin (ANL)


We present a modification of the hybrid Monte Carlo algorithm for tackling the critical slowing down of generating Markov chains of lattice gauge configurations towards the continuum limit. We propose a new method to exchange information between an ensemble of Markov Chains, and use it to construct an approximate inverse Hessian matrix of the action inspired from Quasi-Newton algorithms for optimization. The kinetic term of the molecular dynamic evolution includes the approximate Hessian for long distance couplings among the momenta. We will show the result of applying the new algorithm to the U(1) gauge theory in two dimensions, and discuss our future plans.

Primary author


Presentation materials