Seminar| Institute of Mathematical Sciences
Speaker: Lei Li, Associate Professor, Institute of Natural Sciences, Shanghai Jiaotong University
Abstract: I will introduce both a Monte Carlo method and a molecular dynamics algorithm in which we have used random batch ideas to speed up the computation. In the Random Batch Monte Carlo method, a singular potential is split into a smooth long range part and a singular short range part. We use the smooth part with random batch strategy to generate a proposal sample and use the singular part to do rejection. This reduces the computational cost for sampling from O(N) to O(1) in one iteration. In the random batch Ewald method, we apply the random batch idea in frequency part, and results in efficient molecular dynamics method.