Incoming Events

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


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