A Stochastic Monte Carlo algorithm

May, 1999
8 pages
Published in:
  • Phys.Rev.D 61 (2000) 074505
e-Print:
Report number:
  • UK-99-06

Citations per year

2000200620122018202401234
Abstract:
We propose a Monte Carlo algorithm to promote Kennedy and Kuti's linear accept/reject algorithm which accommodates unbiased stochastic estimates of the probability to an exact one. This is achieved by adopting the Metropolis accept/reject steps for both the dynamical and noise configurations. We test it on the five state model and obtain desirable results even for the case with large noise. We also discuss its application to lattice QCD with stochastically estimated fermion determinants.
  • lattice field theory
  • numerical calculations: Monte Carlo
  • stochastic