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Title: A Randomized approach to hybrid Monte Carlo simulation
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Title: A Randomized approach to hybrid Monte Carlo simulation
Series Title: Department of Computer and Information Science and Engineering Technical Reports
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Language: English
Creator: Thorndyke, Brian
Fishwick, Paul
Rajasekaran, Sanguthevar
Affiliation: University of Florida
University of Florida
University of Florida
Publisher: Department of Computer and Information Science and Engineering, University of Florida
Place of Publication: Gainesville, Fla.
Copyright Date: 1996
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A RANDOMIZED APPROACH TO HYBRID MONTE CARLO

SIMULATION

Brian Thorndyke, Paul Fishwick and Sanguthevar Rajasekaran
Department of Computer and Information Sciences and Engineering
Ur'..'i .'/il of Florida
301 CISE, P.O. Box 116120, Gainesville, FL 32611
e-mail: thor,,li, .1', .' ufl.edu


Keywords: Molecular Dynamics, Hybrid Monte Carlo,
Particle Simulation

ABSTRACT

The two primary methods of simulating soft-sphere par-
ticle systems are Molecular Dynamics and Monte Carlo.
Researchers have recently combined the two methods
into a single Hybrid Monte Carlo algorithm, which com-
bines the potential barrier-crossing ability of Monte
Carlo with the large moves in phase space possible
through Molecular Dynamics. We extend the algorithm
by applying randomized selection to the Molecular Dy-
namics aspect of the hybrid model. By simulating a 2-D
periodic box of Lennard-Jonesium, we show that our ap-
proach can reduce the computational cost of the hybrid
model by up to 50%, without compromising the accuracy
of the simulation.


1 INTRODUCTION

Soft-sphere particle simulations are inherently time-
consuming. This is because every particle influences ev-
ery other particle as the system moves through phase
space, requiring quadratic time to naively update the
system each time step. This rapidly becomes computa-
tionally prohibitive, even on modern-day workstations.
One way of reducing the time complexity is by
approximating the interactions in some way. Unfortu-
nately, the gain in speed usually comes at the expense of
simulation accuracy, and one must be careful to ensure
the validity of the simulation in such cases. A second
approach is to sample the phase space more efficiently,
perhaps maintaining the same computational complexity
at each time step, but reducing the number of time steps
required to measure the quantity of interest to sufficient


precision.
Molecular Dynamics (MD) moves a system through
phase space according to the Hamiltonian equations of
motion, and in doing so maintains the correct dynamics
of the system. However, local potential minima and har-
monic modes can often trap the system, leading to poor
statistical measurements. On the other hand, Monte
Carlo (MC) samples directly from the phase space, based
on random perturbations each time step. One advantage
is that potential barriers can be crossed more easily than
with MD. However, because MC is essentially a random
walk through phase space, its expected distance after N
steps is _< N [Neal 1993]. As a result, it can take a
long time for distant areas of phase space to be sampled.
Recent research has seen the development of hy-
brid models, in which the properties of MC are
combined with those of MD. Guarnieri and Still
[Guarnieri and Still 1994] developed an alternating MC
/ Stochastic Dynamics scheme, which was found to sam-
ple a system of n-pentane molecules significantly faster
than MC or Stochastic Dynamics alone. Clamp et
al. [1994] combined MD and MC into a Hybrid Monte
Carlo (HMC) algorithm, and found that the HMC sam-
ples a system of Lennard-Jonesium an order of magni-
tude faster than MD alone. Our approach is to apply the
concept of "randomized algorithms" to the MD part of
the HMC, in an effort to further increase the efficiency
of the algorithm, and to reduce the computational com-
plexity.
We begin by briefly summarizing the HMC algo-
rithm. We then show how randomization can be applied
to the algorithm, and motivate its use. Next, we de-
scribe the details of the simulation, and explain how we
determine its efficiency. Finally, we present the results
of the simulation, and conclude the paper.










2 HYBRID MONTE CARLO



The idea of the HMC algorithm is to alternate between
MD and MC steps throughout the simulation. At the
beginning of each cycle, the particle velocities are redis-
tributed according to a Gaussian distribution consistent
with the system temperature. From that point, a series
of MD steps are taken, leading to a new configuration.
This configuration is then accepted or rejected accord-
ing to standard MC criteria [Metropolis et al. 1953]. If
rejected, the positions at the beginning of the MD run
are restored. Either way, the cycle begins again, starting
with the redistribution of particle velocities. Here is the
pseudo-code:





while (simulation not finished) {
redistribute velocities;
calculate energy hO;
for (length of md run) {
for (each particle)
calculate force from other
particles;
for (each particle)
move according to calculated
force;

calculate energy hi;
accept with probability exp(-(hl-hO)/kT) {
case 'accept': keep new positions
case 'reject': restore old positions
before MD run


3 HMC WITH RANDOMIZED
SELECTION


3.1 Randomized Algorithms


Over the last decade, there has been much literature
concerning the use of randomized algorithms in other
areas of Computer Science. These algorithms make de-
cisions based on random number generation, and have
proven to be substantially quicker than their sequen-
tial counterparts in areas such as sorting and classifi-
cation. Sequential algorithms sometimes work poorly
when data is distributed non-uniformly. An example
would be a quicksort whose pivot is always taken to be
the first item in the data subset. A presorted list takes
O(N2) time, while a randomly distributed list takes an
average of O(N log N) time. By randomly selecting the
pivot for each data subset, every list, regardless of the
input distribution, can be sorted in O(NlogN) time
with high probability (where the high probability is over
the space of outcomes of the random number generator)
[Rajasekaran and Reif 1993].
We apply a similar idea to the particle selection pro-
cess of MD. At each MD step, rather than determine the
force on every particle, we calculate the force acting on
only a subset of the particles, and then move these par-
ticles accordingly. If we randomly choose a new particle
set at each step, then the general character of the MD
moves should be maintained, regardless of the particle
distribution.


3.2 Application to HMC


Here, h is the total energy (potential + kinetic) of the
system at a given moment, and k is the Boltzmann con-
stant.
The velocity redistribution provides a means to es-
cape local minima and to maintain the system at a con-
stant temperature. The MD run allows the system to
take relatively large steps in phase space, which would
not be possible with MC alone. The accept/reject step
ensures that the points in phase space are sampled cor-
rectly from the canonical distribution.


Clearly, such a randomized MD scheme may not conserve
energy. This is acceptable, provided there's a mecha-
nism in place for redistributing velocities appropriately,
or in the case of the HMC, sampling correctly from phase
space. Instead of taking a regular MD run using all
the particles, we only move a randomly chosen subset of
these particles at each step. The computational savings
can be considerable, as the complexity is proportional to
the size of the random subsets.
The only question which remains is whether or not
the sampling efficiency can be maintained. To answer
this question, we turn to simulation.










4 SIMULATION DETAILS


4.1 Setup


For purposes of comparison, we chose a system similar
to that of Clamp et al. [1994]. Our system consisted
of 100 Lennard-Jones particles, all interacting with the
following potential:


V(r)


520
500

480
460


440
420


4{(6 )12} r 2.5 (1)
0, r > 2.5o-


where o and c are constants of length and energy.
Initially, the particles were arranged on a 10 x 10 2-
D rectangular lattice, with periodic boundary condi-
tions. In terms of reduced units of energy (E*
E/e), length (r* r/o) and time (t* /(2))
[Allen and Tildesley 1992], the simulations were run at
a temperature of 2.0. The particle density was 0.83.
For each experiment, the system was then simulated
with ordinary MD, using an ordinary velocity rescaling
scheme, until equilibrium conditions were reached. At
this point, the randomized HMC algorithm began. We
used MD runs of 10 steps, and took system measure-
ments at the end of each run. These measurements were
based on the new positions and velocities if the move was
accepted, and on the original positions and velocities if
not. This process was repeated 20,000 times, for a total
of 200,000 MD steps.


4.2 Determining Efficiency

For purposes of measurement, we considered the specific
heat capacity, Cv, in the canonical ensemble,

< 6E2 >
Cv --
kBT2
where <6E2> is the variance of the total en-
ergy [Allen and Tildesley 1992]. Following Clamp ei
al. [1994], we calculated the specific heats for shorter
runs, Cave(N), by averaging the values of the specific
heats obtained from blocks of size N of the full run:


Cav,(N)


1 block(N(m 1), Nm),
i=l


where m is the integer part of 200,000/N and
Cblock(N(m 1), Nm) is the specific heat obtained from
the block of steps N(m 1) to Nm.
Fig. 1 shows the typical behavior of Cave(N) as
a function of block size. As the block size increases,


0 40000 80000 120000
Block size (# iterations)


160000


Figure 1: The dependence ofCae on the block size, using
a random subset size of l('. and At* = 0.008.


Ca,,(N) approaches a constant value. The more effi-
cient the sampling of phase space, the smaller the block
size required to reproduce the specific heat of the en-
tire run, Cv Ca,,(200, 000). We see that in Fig. 1,
Ca,,(N) 0 Cv for N > 22, 000.


4.3 Choosing the Timestep

It is important to choose the right timestep in the MD
portion of randomized HMC. Because the MD paths
are gauged by Metropolis selection, it is possible to use
greater timesteps than would be stable for a pure MD
simulation. If the timesteps are too small, then virtu-
ally all the MD paths are accepted, as the system moves
very slowly through phase space. If the timesteps are
too large, then the MD runs become unphysical, and the
resulting trial states are virtually always rejected. For
efficient sampling, a compromise must be found. Fig. 2
demonstrates how the timesize affects the acceptance
rate.



5 RESULTS

The Lennard-Jonesium system was simulated for ran-
dom subset sizes of 10%, 25%, 50%, 75% and 100%,
where 100% is equivalent to no randomized selection
whatsoever (i.e. the original HMC algorithm). In order
to put each subset size on equal footing, the timestep
leading to maximum efficiency in each case was deter-
mined, and used in the final simulation runs. Table 1
lists the timesteps used in each case, as well as the per-













08

07


04


0005


001 0015 002
timestep (reduced units)


Figure 2: The acceptance rate of randomized HMC with
varying timesteps. The data was extracted from simula-
lion runs using a random subset size of 1,'.


subset size (' ) At* accept rate (' ) C
10 0.014 66.4 511.9
25 0.016 43.7 515.9
50 0.014 44.0 513.0
75 0.014 35.6 514.7
100 0.014 37.0 509.2


Table 1: Timesteps, acceptance rates, and CO.


centage of MD runs which were accepted. Finally, the
equilibrium values of C* ( Cv/kB) are shown. Re-
gardless of the random subset size, the heat capacities
converged to within w 1%.
In order to compare the efficiency of each simula-
tion, we defined the "minimum block size" to be the
smallest block size which still produced a specific heat
capacity within 5% of the full run. Thus, the smaller the
minimum block size, the better the sampling efficiency.
The minimum block sizes are plotted in Fig. 3.
From Fig. 3, we see that the efficiency of the original
HMC algorithm (random subset size = 100%) is main-
tained by our randomized version for a subset size as
small as 50%. This translates to a computational sav-
ings of 50%, with no sacrifice in simulation accuracy.
When the subset size is less than 50%, the equilibrium
values of Cv are still consistent with that of 100% HMC,
but the sampling of phase space becomes less efficient.
These results can be explained by considering the
nature of the phase space exploration for each model. At


10 20 30 40 50 60 70 80 90 100
random subset size (%)

Figure 3: The minimum block size required for conver-
gence, as a function of the random subset size.


one extreme, the original HMC (or 111ii.; --l..-. I random-
ized HMC) introduces randomness to the phase space
exploration only by redistributing the velocities at the
beginning of each MC cycle. From there, the MD moves
through phase space in a perfectly deterministic fashion,
leading to the next trial point. At the other extreme,
the 10%-subset randomized HMC introduces random-
ness not only through the velocity redistribution, but
also by grossly approximating a full (111'". --..i.-. I) MD
run. It appears that the optimum mixture of MC ran-
domness and MD determinism isn't found at either ex-
treme, but rather around the 50%-subset point, at least
for the system studied here.



6 CONCLUSION


The HMC algorithm has been found by other researchers
to be more efficient in exploring phase space than either
MC or MD alone. The randomness of the MC element
allows HMC to cross potential barriers and avoid har-
monic modes, while the deterministic MD steps permit
large movements through phase space.
We have extended the HMC simulation algorithm
by introducing a new level of randomization to the MD
moves. By randomly selecting a subset of the particles
to be moved at each step, we increase the randomness of
the trial states, while maintaining the character of the
full MD moves.
The efficiency of the algorithm was measured by
recording the specific heat capacity of the system
through the length of the simulation, and determining










the minimum number of iterations required on average
to approximate the specific heat capacity of the full run.
It was found that our randomized approach main-
tained equilibrium values of specific heat capacity to
within 1% of the full HMC method. Furthermore, the
efficiency of the randomized HMC was equal to that of
HMC, for a random subset size as small as 50%. This
represents a computational savings of 50%, with no sac-
rifice in simulation accuracy.
For 2-D Lennard-Jonesium, randomized selection
has greatly improved the efficiency of the HMC algo-
rithm. It remains to be seen if the randomized approach
can be applied to other systems and algorithms, with
similar success.

Acknowledgments

We would like to acknowledge the Engineering Research
Center (ERC) for Particle Science and Technology at
the University of Florida (National Science Foundation
(NSF) Grant # EEC-94-02989 and the Industrial Part-
ners of the ERC).



References

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