5 febbraio 2013, 14:00
Room 303,
DISIT, Universita' del
Piemonte Orientale,
Viale T. Michel 11, 15121
Alessandria,
In the frame of "Seminario di
probabilita', finanza ed economia" funded by PRIN 2009 "Metodi
probabilistici finitari e non finitari in economia", Dr.
Bruno Escribano Salazar, BCAM, Bilbao will give the lecture
entitled:
Generalized Shadow
Hybrid Monte Carlo Methods for Efficient Sampling
Abstract:
Generalized Shadow Hybrid Monte Carlo
(GSHMC) is a method for molecular simulations that alternates Monte
Carlo sampling from a canonical ensemble with integration of
trajectories using Molecular Dynamics (MD). While conventional hybrid
Monte Carlo methods completely re-sample particle velocities between
MD trajectories, our method suggests a partial velocity update
procedure which keeps part of the dynamic information throughout the
simulation while improving sampling efficiency. We use shadow
(modified) Hamiltonians, the asymptotic expansions in powers of the
discretization parameter corresponding to time-step, that are
conserved by symplectic integrators to higher accuracy than true
Hamiltonians.
This method can accurately recreate
complex biological and financial processes including rare events
dynamics, saving much computational time compared with conventional
simulation methods.
Fabio Rapallo & Enrico Scalas
