paper

Reduced Dimensional Monte Carlo Method: Preliminary Integrations

arXiv:2311.06478 · doi:10.1103/PhysRevE.109.045308

Abstract

A technique for reducing the number of integrals in a Monte Carlo calculation is introduced. For integrations relying on classical or mean-field trajectories with local weighting functions, it is possible to integrate analytically at least half of the integration variables prior to setting up the particular Monte Carlo calculation of interest, in some cases more. Proper accounting of invariant phase space structures shows the system's dynamics is reducible into composite stable and unstable degrees of freedom. Stable degrees of freedom behave locally in the reduced dimensional phase space exactly as an analogous integrable system would. Classification of the unstable degrees of freedom is dependent upon the degree of chaos present in the dynamics. The techniques for deriving the requisite canonical coordinate transformations are developed and shown to block diagonalize the stability matrix into irreducible parts. In doing so, it is demonstrated how to reduce the amount of sampling directions necessary in a Monte Carlo simulation. The technique is illustrated by calculating return probabilities and expectation values for different dynamical regimes of a two-degree-of-freedom coupled quartic oscillator within a classical Wigner method framework.

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