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Multithreaded event-chain Monte Carlo with local times

Abstract : We present a multithreaded event-chain Monte Carlo algorithm (ECMC) for hard spheres. Threads synchronize at infrequent breakpoints and otherwise scan for local horizon violations. Using a mapping onto absorbing Markov chains, we rigorously prove the correctness of a sequential-consistency implementation for small test suites. On x86 and ARM processors, a C++ (OpenMP) implementation that uses compare-and-swap primitives for data access achieves considerable speed-up with respect to single-threaded code. The generalized birthday problem suggests that for the number of threads scaling as the square root of the number of spheres, the horizon-violation probability remains small for a fixed simulation time. We provide C++ and Python open-source code that reproduces all our results.
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https://hal-psl.archives-ouvertes.fr/hal-03008349
Contributor : Anthony Maggs <>
Submitted on : Monday, November 16, 2020 - 5:33:55 PM
Last modification on : Tuesday, November 17, 2020 - 3:21:52 AM

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Botao Li, Synge Todo, A. Maggs, Werner Krauth. Multithreaded event-chain Monte Carlo with local times. Computer Physics Communications, Elsevier, 2020, pp.107702. ⟨10.1016/j.cpc.2020.107702⟩. ⟨hal-03008349⟩

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