Efficient Langevin and Monte Carlo sampling algorithms: The case of field-theoretic simulations

Abstract

We introduce Langevin sampling algorithms to field-theoretic simulations (FTSs) of polymers that, for the same accuracy, are ∼10× more efficient than a previously used Brownian dynamics algorithm that used predictor corrector for such simulations, over 10× more efficient than the smart Monte Carlo (SMC) algorithm, and typically over 1000× more efficient than a simple Monte Carlo (MC) algorithm. These algorithms are known as the Leimkuhler–Matthews (the BAOAB-limited) method and the BAOAB method. Furthermore, the FTS allows for an improved MC algorithm based on the Ornstein–Uhlenbeck process (OU MC), which is 2× more efficient than SMC. The system-size dependence of the efficiency for the sampling algorithms is presented, and it is shown that the aforementioned MC algorithms do not scale well with system sizes. Hence, for larger sizes, the efficiency difference between the Langevin and MC algorithms is even greater, although, for SMC and OU MC, the scaling is less unfavorable than for the simple MC.