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The Kramers equation simulation algorithm I. Operator analysis

Matteo Beccaria, Giuseppe Curci

hep-latarXiv:hep-lat/9307007

Abstract

Using an operatorial formalism, we study the Kramers equation and its applications to numerical simulations. We obtain classes of algorithms which may be made precise at every desired order in the time step ε and with a set of free parameters which can be used to reduce autocorrelations. We show that it is possible to use a global Metropolis test to restore Detailed Balance.

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