Multithreaded event-chain Monte Carlo with local times

Botao Li (1) , Synge Todo , A. Maggs , Werner Krauth

1 Phys-ENS - Laboratoire de Physique de l'ENS Lyon

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.

Domains: Computer Science [cs]

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