Multigrid Monte Carlo method. Conceptual foundations

Jonathan Goodman and Alan D. Sokal
Phys. Rev. D 40, 2035 – Published 15 September 1989
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Abstract

We present details of a stochastic generalization of the multigrid method, called multigrid Monte Carlo (MGMC), that reduces critical slowing down in Monte Carlo computations of lattice field theories. For Gaussian (free) fields, critical slowing down is completely eliminated. For a φ4 model, numerical experiments show a factor of ≈ 10 reduction, over a standard heat-bath algorithm, in the CPU time needed to achieve a given accuracy. For the two-dimensional XY model, experiments show a factor of ≈ 10 reduction on the high-temperature side of criticality, growing to an unbounded reduction in the low-temperature regime. The algorithm is also applicable to nonlinear σ models, and to lattice gauge theories with or without bosonic matter fields.

  • Received 23 December 1988

DOI:https://doi.org/10.1103/PhysRevD.40.2035

©1989 American Physical Society

Authors & Affiliations

Jonathan Goodman*

  • Courant Institute of Mathematical Sciences, New York University, 251 Mercer Street, New York, New York 10012

Alan D. Sokal

  • Department of Physics, New York University, 4 Washington Place, New York, New York 10003

  • *Electronic address: goodman@nyu.edu.BITNET.
  • Electronic address: sokal@acf4.nyu.edu.BITNET.

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Vol. 40, Iss. 6 — 15 September 1989

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