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Monday 31 October 2022 Monday 31 October 2022 2005 Taipei Summer Institute 2005 Taipei Summer Institute on Strings, Particles and on Strings, Particles and Fields Fields Simulation Simulation Algorithms for Algorithms for Lattice QCD Lattice QCD A D Kennedy A D Kennedy School of Physics, The University of Edinburgh School of Physics, The University of Edinburgh

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Page 1: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023Tuesday 18 April 20232005 Taipei Summer Institute2005 Taipei Summer Institute

on Strings, Particles and Fields on Strings, Particles and Fields

Simulation Algorithms Simulation Algorithms for Lattice QCDfor Lattice QCD

A D KennedyA D KennedySchool of Physics, The University of EdinburghSchool of Physics, The University of Edinburgh

Page 2: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 2

Contents

Monte Carlo methodsFunctional Integrals and QFTCentral Limit TheoremImportance SamplingMarkov Chains

Convergence of Markov ChainsAutocorrelations

Hybrid Monte CarloMDMCPartial Momentum RefreshmentSymplectic IntegratorsDynamical fermions

Grassmann algebras

ReversibilityPHMCRHMC

Chiral FermionsOn-shell chiral symmetryNeuberger’s OperatorInto Five Dimensions

Kernel

Schur ComplementConstraintApproximation

tanhЗолотарев

RepresentationContinued Fraction Partial FractionCayley Transform

Chiral Symmetry BreakingNumerical StudiesConclusions

Approximation TheoryPolynomial approximation

Weierstraß’ theoremБернштейне polynomialsЧебышев’s theoremЧебышев polynomials

Чебышев approximation

Elliptic functionsLiouville’s theoremWeierstraß elliptic functionsExpansion of elliptic functionsAddition formulæJacobian elliptic functions

Modular transformationsЗолотарев’s formula

Arithmetico-Geometric meanConclusionsBibliography

Hasenbusch Acceleration

Page 3: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 3

( )1( )Sd e

Z

The Expectation value of an operator is defined

non-perturbatively by the Functional Integral

The action is S ()

1 1Normalisation constant Z chosen such that

xx

d d d is the appropriate functional measure

Continuum limit: lattice spacing a 0Thermodynamic limit: physical volume V

Defined in Euclidean space-timeLattice regularisation

Functional Integrals and QFT

Page 4: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 4

Monte Carlo methods: I

Monte Carlo integration is based on the identification of probabilities with measures

There are much better methods of carrying out low dimensional quadrature

All other methods become hopelessly expensive for large dimensions

In lattice QFT there is one integration per degree of freedom

We are approximating an infinite dimensional functional integral

Page 5: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 5

Measure the value of on each configuration and compute the average

1

1( )

N

ttN

Monte Carlo methods: II

Generate a sequence of random field configurations chosen from the probability distribution

1 2 t N, , , , ,

( )1( ) tS

t tP d eZ

Page 6: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 6

Central Limit Theorem: I

Distribution of values for a single sample = ()

( )P d P

Central Limit Theorem

where the variance of the distribution of is

2CNO

22C

Law of Large Numbers limN

The Laplace–DeMoivre Central Limit theorem is an asymptotic expansion for the probability distribution of

Page 7: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 7

3

0 3

4 21 4 2

2

2

0

3

C C

C C C

C

The first few cumulants are

Central Limit Theorem: II

Note that this is an asymptotic expansion

Generating function for connected moments

( ) ln ( ) ikW k d P e ln lnik ikd P e e

0 !

n

nn

ikC

n

Page 8: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 8

Central Limit Theorem: III

Connected generating function

lnN

ik Nd P e

1 11

ln expN

N N tt

ikd d P P

N

( ) ln ( ) ikW k d P e

1

1 !

n

nn

n

ik Cn N

ln ik NN e

kNW

N

1 11

1 N

N N tt

P d d P PN

Distribution of the average of N samples

Page 9: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 9

3 4

3 4212 3 3 4

223! 4!2

N

C Cd dik ik CN N dk ikd de e e

Take inverse Fourier transform to obtain distribution P

12

W k ikP dk e e

23 4

23 4 22 3 3 43! 4!

2 2

C Cd d C N

N Nd d

C N

ee

Central Limit Theorem: IV

Page 10: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 10

Central Limit Theorem: V

where and

N

22

2 23 2

32 2

31

6 2

CC C eF

C N C

dP F

d

Re-scale to show convergence to Gaussian distribution

Page 11: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 11

Importance Sampling: I

( ) 1N dx x

Sample from distributionProbability

Normalisation

0 ( ) . .x a e

( )dx f x Integral

( )( )

( )f x

I x dxx

Estimator of integral

Estimator of variance2 2

2( ) ( )( )

( ) ( )f x f x

V x dx I dx Ix x

Page 12: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 12

Importance Sampling: II

2

2

( ) ( )0

( ) ( )V N f y

y y

Minimise varianceConstraint N=1Lagrange multiplier

( )( )

( )opt

f xx

dx f x

Optimal measure

Optimal variance 2 2

opt ( ) ( )V dx f x dx f x

Page 13: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 13

( ) sin( )f x x Example:

12( ) sin( )x x Optimal weight

2 22 2

opt0 0

sin( ) sin( ) 16V dx x dx x

Optimal variance

2

0sindx x

Importance Sampling: III

Page 14: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 14

Importance Sampling: IV2

0sindx x

1 Construct cheap approximation to |sin(x)|

2 Calculate relative area within each rectangle

5 Choose another random number uniformly

4 Select corresponding rectangle

3 Choose a random number uniformly

6 Select corresponding x value within rectangle

7 Compute |sin(x)|

Page 15: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 15

Importance Sampling: V

2 2

0 0

sin( ) sin( ) sin( ) sin( )I dx x x dx x x

But we can do better!

opt 0V For which

With 100 rectangles we have V = 16.02328561

With 100 rectangles we have V = 0.011642808

2

0sindx x

Page 16: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 16

Markov Chains: I

State space (Ergodic) stochastic transitions P’:

Distribution converges to unique fixed point

Q

Deterministic evolution of probability distribution P: Q Q

Page 17: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 17

The sequence Q, PQ, P²Q, P³Q,… is Cauchy

Define a metric on the space of (equivalence classes of) probability distributions

1 2 1 2,d Q Q dx Q x Q x

Prove that with > 0, so the Markov process P is a contraction mapping

1 2 1 2, 1 ,d PQ PQ d Q Q

The space of probability distributions is complete, so the sequence converges to a unique fixed pointlim n

nQ P Q

Convergence of Markov Chains: I

Page 18: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 18

1 2 1 2,d PQ PQ dx PQ x PQ x 1 2dx dy P x y Q y dy P x y Q y

dx dy P x y Q y Q y Q y

dx dy P x y Q y

2 mindx dy P x y Q y Q y

dx dy P x y Q y

2min ,a b a b a b

1 2Q y Q y Q y

1y y

Convergence of Markov Chains: II

Page 19: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 19

2 mindy Q y dx dy P x y Q y Q y

2 inf min

ydy Q y dx P x y dy Q y Q y

infy

dy Q y dx P x y dy Q y 1 2(1 ) ,d Q Q

1 2 1 1 0dy Q y dy Q y dy Q y dy Q y Q y dy Q y Q y

1dx P x y

12dy Q y Q y dy Q y

0 infy

dx P x y

1 2,d PQ PQ

Convergence of Markov Chains: III

Page 20: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 20

Markov Chains: II

Use Markov chains to sample from QSuppose we can construct an ergodic Markov process P which has distribution Q as its fixed point

Start with an arbitrary state (“field configuration”)

Iterate the Markov process until it has converged (“thermalized”)

Thereafter, successive configurations will be distributed according to Q

But in general they will be correlated

To construct P we only need relative probabilities of states

Do not know the normalisation of Q

Cannot use Markov chains to compute integrals directly

We can compute ratios of integrals

Page 21: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 21

Metropolis algorithm

min 1,Q x

P x yQ y

Markov Chains: III

How do we construct a Markov process with a specified fixed point ?

Q x dy P x y Q y Integrate w.r.t. y to obtain fixed point conditionSufficient but not necessary for fixed point

P y x Q x P x y Q y Detailed balance

Q xP x y

Q x Q y

Other choices are possible, e.g.,

Consider cases and separately to obtain detailed balance condition

( ) ( )Q x Q y ( ) ( )Q x Q y

Sufficient but not necessary for detailed balance

Page 22: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 22

Markov Chains: IV

Composition of Markov stepsLet P1 and P2 be two Markov steps which have the desired

fixed point distribution

They need not be ergodic

Then the composition of the two steps P2P1 will also have

the desired fixed point

And it may be ergodic

This trivially generalises to any (fixed) number of steps

For the case where P1 is not ergodic but (P1 ) n is the

terminology weakly and strongly ergodic are sometimes used

Page 23: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 23

Markov Chains: V

This result justifies “sweeping” through a lattice performing single site updates

Each individual single site update has the desired fixed point because it satisfies detailed balance

The entire sweep therefore has the desired fixed point, and is ergodic

But the entire sweep does not satisfy detailed balance

Of course it would satisfy detailed balance if the sites were updated in a random order

But this is not necessaryAnd it is undesirable because it puts too much randomness into the system

Page 24: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 24

Markov Chains: VI

Coupling from the PastPropp and Wilson (1996)Use fixed set of random numbersFlypaper principle: If states coalesce they stay together forever

– Eventually, all states coalesce to some state with probability one

– Any state from t = - will coalesce to – is a sample from the fixed point distribution

Page 25: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 25

Autocorrelations: I

This corresponds to the exponential autocorrelation time

expmax

10

lnN

Exponential autocorrelationsThe unique fixed point of an ergodic Markov process

corresponds to the unique eigenvector with eigenvalue

1

All its other eigenvalues must lie within the unit circlemax 1 In particular, the largest subleading eigenvalue is

Page 26: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 26

Autocorrelations: II

2

21 1

1 N N

t tt tN

1

2

21 1 1

12

N N N

t t tt t t tN

Integrated autocorrelationsConsider the autocorrelation of some operator Ω

Without loss of generality we may assume 0

12 2 2

1

1 2 N

N CN N

2

t tC

Define the autocorrelation function

Page 27: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 27

Autocorrelations: III

The autocorrelation function must fall faster that the

exponential autocorrelation exp

maxNC e

2

2 exp1 2 1N

A ON N

2

exp

1

1 2 1N

C ON N

For a sufficiently large number of samples

1

A C

Define the integrated autocorrelation function

Page 28: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 28

In order to carry out Monte Carlo computations including the effects of dynamical fermions we would like to find an algorithm which

Update the fields globally

Because single link updates are not cheap if the action is not local

Take large steps through configuration space

Because small-step methods carry out a random walk which leads to critical slowing down with a dynamical critical exponent z=2

Hybrid Monte Carlo: I

Does not introduce any systematic errors

z relates the autocorrelation to the correlation length of the system,

zA

Page 29: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 29

A useful class of algorithms with these properties is the (Generalised) Hybrid Monte Carlo (HMC) method

Introduce a “fictitious” momentum p corresponding to each dynamical degree of freedom q

Find a Markov chain with fixed point exp[-H(q,p) ] where H is the “fictitious” Hamiltonian ½p2 + S(q)

The action S of the underlying QFT plays the rôle of the potential in the “fictitious” classical mechanical system

This gives the evolution of the system in a fifth dimension, “fictitious” or computer time

This generates the desired distribution exp[-S(q) ] if we ignore the momenta p (i.e., the marginal distribution)

Hybrid Monte Carlo: II

Page 30: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 30

The HMC Markov chain alternates two Markov steps

Molecular Dynamics Monte Carlo (MDMC)(Partial) Momentum Refreshment

Both have the desired fixed pointTogether they are ergodic

Hybrid Monte Carlo: IIIHybrid Monte Carlo: III

Page 31: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 31

MDMC: I

If we could integrate Hamilton’s equations exactly we could follow a trajectory of constant fictitious energy

This corresponds to a set of equiprobable fictitious phase space configurationsLiouville’s theorem tells us that this also preserves the functional integral measure dp dq as required

Any approximate integration scheme which is reversible and area preserving may be used to suggest configurations to a Metropolis accept/reject test

With acceptance probability min[1,exp(-H)]

Page 32: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 32

MDMC: II

Molecular Dynamics (MD), an approximate integrator which is exactly : , ,U q p q p

We build the MDMC step out of three parts

A Metropolis accept/reject step

Area preserving, *

,det det 1

,

q pU

q p

Reversible, 1F U F U

A momentum flip :F p p

1H Hq qF U e y y e

p p

The composition of these gives

with y being a uniformly distributed random number in [0,1]

Page 33: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 33

The Gaussian distribution of p is invariant under F

The extra momentum flip F ensures that for small the momenta are reversed after a rejection rather than after an acceptance

For = / 2 all momentum flips are irrelevant

This mixes the Gaussian distributed momenta p with Gaussian noise

cos sin

sin cos

p pF

Partial Momentum Refreshment

Page 34: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 34

Special casesThe usual Hybrid Monte Carlo (HMC) algorithm is the special case where = / 2

= 0 corresponds to an exact version of the Molecular Dynamics (MD) or Microcanonical algorithm (which is in general non-ergodic)

the L2MC algorithm of Horowitz corresponds to choosing arbitrary but MDMC trajectories of a single leapfrog integration step ( = ). This method is also called Kramers algorithm.

Hybrid Monte Carlo: IV

Page 35: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 35

Hybrid Monte Carlo: V

Further special casesThe Langevin Monte Carlo algorithm corresponds to choosing = / 2 and MDMC trajectories of a single leapfrog integration step ( = ).

The Hybrid and Langevin algorithms are approximations where the Metropolis step is omitted

The Local Hybrid Monte Carlo (LHMC) or Overrelaxation algorithm corresponds to updating a subset of the degrees of freedom (typically those living on one site or link) at a time

Hybrid Monte Carlo: V

Page 36: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 36

If A and B belong to any (non-commutative)

algebra then , where constructed from commutators of A and B (i.e.,

is in the Free Lie Algebra generated by {A,B })

A B A Be e e

Symplectic Integrators: I

1 2

1 2

1 2

221

1 2, , 10

1, , , ,

1 2 ! m

m

m

nm

n n k kk km

k k n

Bc c A B c c A B

n m

More precisely, where and

1

ln A Bn

n

e e c

1c A B

Baker-Campbell-Hausdorff (BCH) formula

Page 37: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 37

Symplectic Integrators: IIExplicitly, the first few terms are

1 1 12 12 24

1720

ln , , , , , , , ,

, , , , 4 , , , ,

6 , , , , 4 , , , ,

2 , , , , , , , ,

A Be e A B A B A A B B A B B A A B

A A A A B B A A A B

A B A A B B B A A B

A B B A B B B B A B

In order to construct reversible integrators we use symmetric symplectic integrators

2 2 124

15760

ln , , 2 , ,

7 , , , , 28 , , , ,

12 , , , , 32 , , , ,

16 , , , , 8 , , , ,

A B Ae e e A B A A B B A B

A A A A B B A A A B

A B A A B B B A A B

A B B A B B B B A B

The following identity follows directly from the BCH formula

Page 38: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 38

Symplectic Integrators: III

exp expd dp dqdt dt p dt q

212,H q p T p S q p S q

We are interested in finding the classical trajectory in phase space of a system described by the Hamiltonian

The basic idea of such a symplectic integrator is to write the time evolution operator as

ˆexp HH He

q p p q

exp S q T pp q

Page 39: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 39

Symplectic Integrators: IV

Define and so that̂H P Q P S qp

Q T pq

Since the kinetic energy T is a function only of p and the potential energy S is a function only of q, it follows that the action of and may be evaluated triviallyPe Qe

: , ,

: , ,

Q

P

e f q p f q T p p

e f q p f q p S q

Page 40: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 40

Symplectic Integrators: V

From the BCH formula we find that the PQP symmetric symplectic integrator is given by

1 12 2

//

0( ) P PQU e e e

3 5124exp , , 2 , ,P Q P P Q Q P Q O

2 4124exp , , 2 , ,P Q P P Q Q P Q O

ˆ 2P QHe e O

In addition to conserving energy to O (² ) such symmetric symplectic integrators are manifestly area preserving and reversible

Page 41: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 41

Symplectic Integrators: VI

For each symplectic integrator there exists a Hamiltonian H’ which is exactly conserved

For the PQP integrator we haveˆ H HH

p q q p

2124

4 615760

, , 2 , ,

32 , , , , 16 , , , ,

28 , , , , 12 , , , ,

8 , , , , 7 , , , ,

Q P P P Q Q P Q

Q Q P P Q P Q Q P Q

Q P P P Q P Q P P Q O

Q Q Q P Q P P P P Q

Page 42: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 42

Symplectic Integrators: VII

Substituting in the exact forms for the operations P and Q we obtain the vector field

ˆ H HH

p q q p

2 2112 2p S pS SS p S

q p q p

43 2

544 61

7204 2

2

4 6 3

30 6

3 2

p S S SS pq

p S OS S SS p

pS S SS

Page 43: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 43

Symplectic Integrators: VIII

Solving these differential equations for H’ we find

2 2 2124

44 2 2 2 4 61720

2

6 2 3

H H p S S

p S p SS S S S O

Note that H’ cannot be written as the sum of a p-dependent kinetic term and a q-dependent potential term

Page 44: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 44

Fermion fields are Grassmann valued

Required to satisfy the spin-statistics theorem

Even “classical” Fermion fields obey anticommutation relationsGrassmann algebras behave like negative dimensional manifolds

Dynamical fermions: I

Page 45: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 45

Grassmann algebras: I

Grassmann algebrasLinear space spanned by generators {1,2,3,…} with

coefficients a, b,… in some field (usually the real or complex numbers)

Algebra structure defined by nilpotency condition for elements of the linear space ² = 0

There are many elements of the algebra which are not in the linear space (e.g., 12)

Nilpotency implies anticommutativity + = 00 = ² = ² = ( + )² = ² + + + ² = + = 0

Anticommutativity implies nilpotency, 2² = 0 Unless the coefficient field has characteristic 2, i.e., 2 = 0

Page 46: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 46

A natural antiderivation is defined on a Grassmann algebra

Linearity: d(a + b) = a d + b d

Anti-Leibniz rule: d() = (d) + P()(d)

Grassmann algebras have a natural grading corresponding to the number of generators in a given product

deg(1) = 0, deg(i ) = 1, deg(ij ) =

2, ...

All elements of the algebra can be decomposed into a sum of terms of definite grading

Grassmann algebras: II

The parity transform of is

deg1P

Page 47: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 47

Grassmann algebras: III

Gaussians over Grassmann manifoldsLike all functions, Gaussians are polynomials over Grassmann algebras

1i ij j

ij i ij j

aa

i ij jij ij

e e a

There is no reason for this function to be positive even for real coefficients

Definite integration on a Grassmann algebra is defined to be the same as derivation

Hence change of variables leads to the inverse Jacobian

1 1 det in n

j

d d d d

Page 48: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 48

Grassmann algebras: IV

Where Pf(a) is the Pfaffian

Pf(a)² = det(a)

11 deti ij j

ij

a

nn ijd d d d e a

If we separate the Grassmann variables into two “conjugate” sets then we find the more familiar result

Despite the notation, this is a purely algebraic identityIt does not require the matrix a > 0, unlike its bosonic analogue

Gaussian integrals over Grassmann manifolds

1 Pfi ij j

ija

n ijd d e a

Page 49: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 49

Dynamical fermions: II

PseudofermionsDirect simulation of Grassmann fields is not feasible

The problem is not that of manipulating anticommuting values in a computer

We therefore integrate out the fermion fields to obtain the fermion determinant detMd d e M

It is that is not positive, and thus we get poorimportance sampling

FS Me e

and always occur quadratically

The overall sign of the exponent is unimportant

Page 50: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 50

Dynamical fermions: III

0

, , Me

Any operator can be expressed solely in terms of the bosonic fields

1( , ) ( , )G x y x y M x y

E.g., the fermion propagator is

Page 51: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 51

Dynamical fermions: IV

Represent the fermion determinant as a bosonic Gaussian integral with a non-local kernel 1

det MM d d e

The fermion kernel must be positive definite (all its eigenvalues must have positive real parts) otherwise the bosonic integral will not convergeThe new bosonic fields are called pseudofermions

The determinant is extensive in the lattice volume, thus again we get poor importance sampling

Including the determinant as part of the observable to

be measured is not feasible

det

detB

B

S

S

M

M

Page 52: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 52

Dynamical fermions: V

It is usually convenient to introduce two flavours of fermion and to write 1†2 †det det

M MM M M d d e

The evaluation of the pseudofermion action and the corresponding force then requires us to find the solution of a (large) set of linear equations 1†M M

This not only guarantees positivity, but also allows us to generate the pseudofermions from a global heatbath by applying to a random Gaussian distributed field

†M

The equations for motion for the boson (gauge) fields are

†1 1 1† † † † †B BS S

M M M M M M M M

Page 53: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 53

Dynamical fermions: VI

It is not necessary to carry out the inversions required for the equations of motion exactly

There is a trade-off between the cost of computing the force and the acceptance rate of the Metropolis MDMC step

The inversions required to compute the pseudofermion action for the accept/reject step does need to be computed exactly, however

We usually take “exactly” to by synonymous with “to machine precision”

Page 54: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 54

Reversibility: I

Are HMC trajectories reversible and area preserving in practice?

The only fundamental source of irreversibility is the rounding error caused by using finite precision floating point arithmetic

For fermionic systems we can also introduce irreversibility by choosing the starting vector for the iterative linear equation solver time-asymmetrically

We do this if we to use a Chronological Inverter, which takes (some extrapolation of) the previous solution as the starting vector

Floating point arithmetic is not associativeIt is more natural to store compact variables as scaled integers (fixed point)

Saves memoryDoes not solve the precision problem

Page 55: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 55

Reversibility: II

Data for SU(3) gauge theory and QCD with heavy quarks show that rounding errors are amplified exponentially

The underlying continuous time equations of motion are chaotic

Ляпунов exponents characterise the divergence of nearby trajectories

The instability in the integrator occurs when H » 1

Zero acceptance rate anyhow

Page 56: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 56

Reversibility: III

In QCD the Ляпунов exponents appear to scale with as the system approaches the continuum limit

= constant

This can be interpreted as saying that the Ляпунов exponent characterises the chaotic nature of the continuum classical equations of motion, and is not a lattice artefact

Therefore we should not have to worry about reversibility breaking down as we approach the continuum limit

Caveat: data is only for small lattices, and is not conclusive

Page 57: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 57

Data for QCD with lighter dynamical quarks

Instability occurs close to region in where acceptance rate is near one

May be explained as a few “modes” becoming unstable because of large fermionic force

Integrator goes unstable if too poor an approximation to the fermionic force is used

Reversibility: IV

Page 58: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 58

PHMC

Polynomial Hybrid Monte Carlo algorithm: instead of using Чебышев polynomials in the multiboson algorithm, Frezzotti & Jansen and deForcrand suggested using them directly in HMC

Polynomial approximation to 1/x are typically of order 40 to 100 at presentNumerical stability problems with high order polynomial evaluationPolynomials must be factoredCorrect ordering of the roots is importantFrezzotti & Jansen claim there are advantages from using reweighting

Page 59: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 59

RHMC

Rational Hybrid Monte Carlo algorithm: the idea is similar to PHMC, but uses rational approximations instead of polynomial ones

Much lower orders required for a given accuracy

Evaluation simplified by using partial fraction expansion and multiple mass linear equation solvers

1/x is already a rational function, so RHMC reduces to HMC in this case

Can be made exact using noisy accept/reject step

Page 60: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 60

Chiral Fermions

Conventions

We work in Euclidean spaceWe work in Euclidean space

γγ matrices are Hermitianmatrices are Hermitian

We writeWe write

We assume all Dirac We assume all Dirac

operators are operators are γγ55 HermitianHermitian

†5 5D D

D D

Page 61: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 61

It is possible to have chiral symmetry on the lattice without doublers if we only insist that the symmetry holds on shell

On-shell chiral symmetry: I

Such a transformation should be of the form

(Lüscher)

is an independent field from

has the same Spin(4) transformation properties as

does not have the same chiral transformation

properties

as in Euclidean space (even in the continuum)

y†y

y

551 1;i aD i aDe e

y

†y

†y†y

Page 62: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 62

On-shell chiral symmetry: II

For it to be a symmetry the Dirac

operator must be invariant 5 51 1i aD i aDD e De D

5 51 1 0aD D D aD For an infinitesimal transformation this implies that

5 5 52D D aD D

Which is the Ginsparg-Wilson relation

Page 63: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 63

5 5 5†sgnˆ W

w

W W

D MD M

D M D M

Both of these conditions are satisfied if we define

(Neuberger)

Neuberger’s Operator: I

We can find a solution of the Ginsparg-Wilson relation as follows

† †15 5 5 5 5 52 1 ;ˆ ˆ ˆaD aD aD

Let the lattice Dirac operator to be of the form

This satisfies the GW relation iff 25 1ˆ

It must also have the correct continuum limit

Where we have defined where W WD Z O a 2WZM aZ

2 25 5 52 1 1ˆ WD

D Z aZ O a O aM

Page 64: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 64

Into Five Dimensions

H Neuberger hep-lat/9806025A Boriçi hep-lat/9909057, hep-lat/9912040, hep-lat/0402035A Boriçi, A D Kennedy, B Pendleton, U Wenger hep-lat/0110070R Edwards & U Heller hep-lat/0005002趙 挺 偉 (T-W Chiu) hep-lat/0209153, hep-lat/0211032, hep-lat/0303008R C Brower, H Neff, K Orginos hep-lat/0409118 Hernandez, Jansen, Lüscher hep-lat/9808010

Page 65: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 65

Is DN local?It is not ultralocal (Hernandez, Jansen, Lüscher)

It is local iff DW has a gap

DW has a gap if the gauge fields are smooth enough

It seems reasonable that good approximations to DN

will be local if DN is local and vice versa

Otherwise DWF with n5 → ∞ may not be local

Neuberger’s Operator: II

1, 1 1 sgn

52D H H

N 10 μ

Page 66: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 66

Four dimensional space of algorithms

Neuberger’s Operator: III

Representation (CF, PF, CT=DWF)

Constraint (5D, 4D)

,

( )sgn( ) ( )

( )n

n mm

P HH H

Q HApproximation

5 WH D MKernel

Page 67: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 67

Kernel

Shamir kernel

55

5

;2

WT T T

W

a D MH D aD

a D M

Möbius kernel

5 5

55 5

;2

WM M M

W

b c D MH D aD

b c D M

5W WH D M

Wilson (Boriçi) kernel

Page 68: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 68

1 0 0 111 11 0 0 1

A A B

CA D CA B

1 0 0 1

1 0 0 1

1 0

1 11 0

A B

CA D CA B

Schur Complement

It may be block diagonalised by an LDU factorisation (Gaussian elimination)

1det det

A BAD ACA B

C DIn particular

A B

C D

Consider the block matrixEquivalently a matrix over a skew field = division ring

The bottom right block is the Schur complement

Page 69: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 69

1

2

2

1

n

n

D

00

00

1

2

52

1

n

n

D

Constraint: I

1

2

2

1

n

n

DU

So, what can we do with the Neuberger operator represented as a Schur complement?Consider the five-dimensional system of linear

equations00

00

1L 1LL

The bottom four-dimensional component is, Nn n DD

Page 70: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 70

Constraint: II

Alternatively, introduce a five-dimensional pseudofermion field 1 12 n

Then the pseudofermion functional integral is

† 15†

5 ,1

det det det detn

Dj j

j

d d e D LDU D D

So we also introduce n-1 Pauli-Villars fields

†,

11 1

†,

1 1

detj j jj

n nD

j j j jj j

d d e D

and we are left with just det Dn,n = det DN

Page 71: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 71

Approximation: tanh

Pandey, Kenney, & Laub; Higham; NeubergerFor even n (analogous formulæ for odd n)

11 1

1,11

1tanh tanh

1

nxx

n n nxx

x n x

2

2 2

2

2 2

1

tan

1

12tan

1

n

n

kx

nk

kx

nk

xn

2

2 2 21 12 2cos sin1

2 1n

x k kk n n

xn

ωj

Page 72: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 72

Approximation: Золотарев

2

2/ 2

21

212

sn ;1

sn / ; sn 2 / ;1sn ; sn ;

1sn 2 / ;

n

m

z k

z M iKm n k

z k M z k

iK m n k

sn(z/M,λ)

sn(z,k)

ωj

Page 73: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 73

Approximation: Errors

The fermion sgn problem

Approximation over 10-2 < |x| < 1Rational functions of degree (7,8)

ε(x) – sgn(x)

log10 x

0.01

0.005

-0.01

-0.005

-2 1.5 -1 -0.5 0.50

Золотарев tanh(8 tanh-1x)

Page 74: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 74

Representation: Continued Fraction I

0

1

2

3

1 0 0

1 1 0

0 1 1

0 0 1

A

A

A

A

Consider a five-dimensional matrix of the form

10

01 10 11

1 121 2

1 32

1 0 0 0 1 0 00 0 01 0 0 0 1 00 0 0

0 1 0 0 0 0 0 0 10 0 0

0 0 1 0 0 0 1

SSS SS

S S SS

S

Compute its LDU decomposition

0 01

1; n n

n

S A S AS

where

3 3 3 32

2 21

10

1 1 11 1

1

S A A AS A A

S AA

then the Schur complement of the matrix is the

continued fraction

Page 75: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 75

Representation: Continued Fraction II

We may use this representation to linearise our rational approximations to the sgn function

1

1 21

1

1 0

1

22

, ( )

n

n

n

n

n

n

cc

H HH

HH

cc

c cc

c

0

01

0 0

0 02

01

21

21 1

22 1 2

21 2 1

0

1

10

c c cn n n

c c cn n n

c c c

c c c c

Hn

Hn

H

H

Hc

as the Schur complement of the five-dimensional matrix

Page 76: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 76

Representation: Partial Fraction I

2

22

1

1

1

2

2

0 0

0 0 0

0 0

0 0 0

0 0

1 1

1 1

1

1

11

x

p

p x

x

p

q

p

x

q

R

Consider a five-dimensional matrix of

the form (Neuberger & Narayanan)

Page 77: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 77

Compute its LDU decomposition

So its Schur complement is

12 2

1

22 2

2

p x

x q

p xR

x q

2

2 2 2

2 2

2

1

1 1 1

2

1 2

2

1

1 0 0 0 0

1 0 0 0

0 0 1 0 0

0 0 1 0

1

p

x

p q x q

x x q x q

p

xp q x q

x x q x q

12 2

1 1

2

1

1

22 2

2 2

2

2

2

2 2

2

2 2

1

(

( )

)

0 0 0 0

0 0 0

0 0 0 0

0 0 0 0

0 0 0 0

0

x

p

p x q

xq

p x

x q

x

p

p x q

R

xqp x

x q

1

2

1

1 1

2 2

1 1

2

2 2

2 2

2 2

1 0 0

0 1 0 0

0 0 1

0 0 0 1

0 0 0 0 1

p

p

x

x

p

xq x q

x q x qp

xq x q

x q x q

1 11

11 01

1

1 12

21 02

1 0

0 0

0 0

0 0

0 0

0

x

pp x

q

x

R

x

pp

q

Representation: Partial Fraction II

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Tuesday 18 April 2023 A D Kennedy 78

Representation: Partial Fraction III

This allows us to represent the partial

fraction expansion of our rational function as

the Schur complement of a five-dimensional

linear system

1, 2 2

1

( )n

jn n

j j

pH H

H q

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Tuesday 18 April 2023 A D Kennedy 79

1

2 1

3 2 1

4 3 2 1

1 0 0 0 1 0 0

0 1 0 0 0 1 0

0 0 1 0 0 0 1

0 0 0 0 0 0 1

A

A A

A A A

C A A A A

1

2 1

3 2 1

4 3 2 1

1 0 0

0 1 0

0 0 1

0 0 0

A

A A

A A A

C A A A A

2

3

4

1 0 0 0

1 0 0

0 1 0

0 0 1

A

A

A

Representation: Cayley Transform I

1

2

3

4

1 0 0

1 0 0

0 1 0

0 0

A

A

A

A C

Consider a five-dimensional matrix of the

formCompute its LDU decomposition

CT 1 2 1n nS C A A A A So its Schur complement is

Neither L nor U depend on C

1CT 2

1 112 51

11 1

1P P T

TS

T

If where , and , then

1 nT T T 1s sA T

1C P P

Page 80: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 80

Representation: Cayley Transform II

The Neuberger operator is

CTN

CT

,1

P P SD H

S

1 1

( ) ;1 1

T x xx T x

T x x

T(x) is the Euclidean Cayley transform of, ( ) sgn( )n m x x

1

x x T xT x

0 0 0 1T jj

j

xT x

x

For an odd function we have

In Minkowski space a Cayley transform maps between Hermitian (Hamiltonian) and unitary (transfer) matrices

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Tuesday 18 April 2023 A D Kennedy 81

(1) (1) (1)

(2) (2) (2)

(3) (3) (3)

(4) (4) (4)

00

00

D D P D PD P D D P

D P D D PD P D P D

The Neuberger operator with a general Möbius kernel is related to the Schur complement of

D5 (μ) (1) (1) (1) (1)

(2) (2) (2) (2)

(3) (3) (3) (3)

(4) (4) (4) (4) (4)

0 0 0 00 0 0 0

0 0 0 00 0 0

D D D DD D D D

P PD D D D

D D D D D

Representation: Cayley Transform III

with and( ) ( )

5

( ) ( )5

( ) 1

( ) 1

s ss W

s ss W

D b D M

D c D M

152 1P

( ) ( ) ( ) ( )5 55 5 5 5 5 5;s s s s

s

b cb c b c b c

P-μP-

P+ μP+

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Tuesday 18 April 2023 A D Kennedy 82

(1) (1) (1) (1)

(2) (2) (2) (2)

5 (3) (3) (3) (3)

(4) (4) (4) (4)

0 0 0 0

0 0 0 0( )

0 0 0 0

0 0 0 0

D D D D

D D D DD P P

D D D D

D D D D

P

1 0 0 0 0 0 0 1

0 1 0 0 1 0 1 0

0 0 1 0 0 1 0 0

0 0 0 1 0 0 1 0

P P

P

Cyclically shift the columns of the right-handed part where

5 5D D P

Representation: Cayley Transform IV

P+P- μP+μP-

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Tuesday 18 April 2023 A D Kennedy 83

( ) ( ) ( )s s sQ D P D P

Representation: Cayley Transform V

1 0 0 0

0 1 0 0

0 0 1 0

10 0 0 P P

C

(1)

(2)

(3)

(4)

0 0 0

0 0 0

0 0 0

0 0 0

Q

Q

Q

Q

Q1( ) ( )s s s M

ss M

HT Q Q

H

With some simple rescaling

11

12

13

14

1 0 0

1 0 01

0 1 05

10 0

( )

T

T

T

T P P

D

Q PCx

The domain wall operator reduces to the form introduced before

Page 84: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 84

Representation: Cayley Transform VI

It therefore appears to have exact off-shell chiral symmetryBut this violates the Nielsen-Ninomiya theorem

q.v., Pelissetto for non-local versionRenormalisation induces unwanted ghost doublers, so we cannot use DDW for dynamical (“internal”) propagatorsWe must use DN in the quantum action instead

We can us DDW for valence (“external”) propagators, and thus use off-shell (continuum) chiral symmetry to manipulate matrix elements

5 5( ) (1)D D We solve the equation

Note that satisfies1 1DW ND D a

1 1 1 15 5 5 5 5, , 2 , 2 0DW N N N ND D a D D D a

Page 85: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 85

Chiral Symmetry Breaking

Ginsparg-Wilson defect5 5 5 52 LD D aD D Using the approximate Neuberger operator 1

52 1aD H

L measures chiral symmetry breaking 212 1La H

The quantity is essentially the usual

domain wall residual mass (Brower et al.)

res †

tr

trLG G

mG G

mres is just one moment of L

G is the quark propagator

Page 86: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 86

Numerical Studies

Used 15 configurations from the RBRC dynamical DWF dataset

316 32 12 2

0.8 1.8 0.02

V n L ns fM

Matched π mass for Wilson and Möbius kernelsAll operators are even-odd preconditionedDid not project eigenvectors of HW

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Tuesday 18 April 2023 A D Kennedy 90

mres per Configuration

mres is not sensitive to this small eigenvalue

But mres is sensitive to this one

ε

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Cost versus mres

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Conclusions: I

Relatively goodZolotarev Continued FractionRescaled Shamir DWF via Möbius (tanh)

Relatively poor (so far…)Standard Shamir DWFZolotarev DWF (Chiu)

Can its condition number be improved?

Still to doProjection of small eigenvalues

HMC5 dimensional versus 4 dimensional dynamicsHasenbusch acceleration

5 dimensional multishift?Possible advantage of 4 dimensional nested Krylov solvers

Tunnelling between different topological sectorsAlgorithmic or physical problem (at μ=0)Reflection/refraction

Page 90: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 93

Approximation Theory

We review the theory of optimal polynomial and rational Чебышев approximations, and the theory of elliptic functions leading to Золотарев’s formula for the sign function over the range R={z : ε ≤|z|≤1}. We show how Gauß’ arithmetico-geometric mean allows us to compute the Золотарев coefficients on the fly as a function of ε. This allows us to calculate sgn(H) quickly and accurately for a Hermitian matrix H whose spectrum lies in R.

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Tuesday 18 April 2023 A D Kennedy 94

What is the best polynomial approximation p(x) to a continuous function f(x) for x in [0,1] ?

Polynomial approximation

Best with respect to the appropriate norm

where n 1

1/1

0

( ) ( )n

np f dx p x f xn

Page 92: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 95

Weierstraß’ theorem

Weierstraß: Any continuous function can be arbitrarily well approximated by a polynomial

0 1minmax ( ) ( )

p xp f p x f x

Taking n →∞ this is the Taking n →∞ this is the minimax norm norm

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Tuesday 18 April 2023 A D Kennedy 96

Бернштейне polynomials

0

(1 )n

n n kn

k

nkf x x

n kp x

The explicit solution is provided by Бернштейне polynomials

Page 94: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 97

Чебышев’s theorem

The error |p(x) - f(x)| reaches its maximum at exactly d+2 points on the unit interval

0 1max

xp f p x f x

ЧебышевЧебышев: There is always : There is always a unique polynomial of any a unique polynomial of any degree d which minimises degree d which minimises

Page 95: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 98

Чебышев’s theorem: NecessitySuppose p-f has less than d+2 extrema of equal magnitudeThen at most d+1 maxima exceed some magnitude

And whose magnitude is smaller than the “gap”The polynomial p+q is then a better approximation than p to f

This defines a “gap”We can construct a polynomial q of degree d which has the opposite sign to p-f at each of these maxima (Lagrange interpolation)Lagrange

was born in Turin!

Page 96: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 99

Чебышев’s theorem: Sufficiency

Then at each of the d+2 extrema i i i ip x f x p x f x

Thus p’ – p = 0 as it is a polynomial of degree d

Therefore p’ - p must have d+1 zeros on the unit interval

Suppose there is a polynomialp f p f

Page 97: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 100

The notation is an old transliteration of Чебышев !

Чебышев polynomials

Convergence is often exponential in d The best approximation of degree d-1 over [-

1,1] to xd is 1

112

dd

d dp x x T x

1cos cosdT x d x

Where the Чебышев polynomials are

1 ln21 2

2

dd

d ddx p x T x e

The error is

Page 98: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 101

Чебышев rational functions

Чебышев’s theorem is easily extended to rational approximations

Rational functions with nearly equal degree numerator and denominator are usually best

Convergence is still often exponential

Rational functions usually give a much better approximation

A simple (but somewhat slow) numerical algorithm for finding the optimal Чебышев rational approximation was given by Ремез

Page 99: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 102

Чебышев rationals: ExampleA realistic example of a rational approximation is

x 2.3475661045 x 0.1048344600 x 0.00730638141

0.3904603901x 0.4105999719 x 0.0286165446 x 0.0012779193x

Using a partial fraction expansion of such rational functions allows us to use a multishift linear equation solver, thus reducing the cost significantly.

1 0.0511093775 0.1408286237 0.59648450330.3904603901

x 0.0012779193 x 0.0286165446 x 0.4105999719x

The partial fraction expansion of the rational function above is

This is accurate to within almost 0.1% over the range [0.003,1]

This appears to be numerically stable.

Page 100: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 103

Polynomials versus rationals

Optimal L2 approximation with weight is

2

1

1 x2 1

0

( ) 4( )

(2 1)

jn

jj

T xj

Optimal L∞ approximation cannot be too much better (or it would lead to a better L2 approximation)

lnn

e Золотарев’s formula has L∞ error

This has L2 error of O(1/n)

Page 101: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 104

Elliptic functions

Elliptic function are doubly periodic analytic functionsJacobi showed that if f is not a constant it can have at most two primitive periods

Page 102: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 105

Liouville’s theorem

( )P

dzf z

0

0

( )dzf z

( )dzf z

( )dzf z

0

( )dzf z

0

( ) ( )dz f z f z

0

( ) ( )dz f z f z

ω

ω’ ω+ω’

0

Res ( ) 0f

Page 103: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 106

Liouville’s theorem: Corollary I

( )( ) ln ( )

( )f z

g z f zf z

Apply this to the logarithmic derivative

1( ) ( ) ( )j jr rj jf z c z O z

Laurent expansion about each pole ζj

( ) 2 0jjP

dzg z i r

Hence number of poles must equal the number of zeros (with multiplicity)

Page 104: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 107

Liouville’s theorem: Corollary II

It follows that there are no non-constant holomorphic elliptic functions

If f is an analytic elliptic function with no poles then f(z)-a could have no zeros either

The more common form of

Liouville’s theorem was

actually due to Cauchy

Page 105: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 108

Liouville’s theorem: Corollary III

( ) 2P

dz h z i n n

Apply Liouville’s theorem to h(z) = z g(z)

Where n and n’ and the number of times f(z) winds around the origin as z is taken along a straight line from 0 to ω or ω’ respectively

1

m

k kk

n n

If αk and βk are the locations of the poles and zeros of f, then the sum of the locations of the poles minus the location of the zeros vanishes modulo the periods

Page 106: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 109

Weierstraß elliptic functions: I

A simple way to construct a doubly periodic analytic function is as the convergent sum

3,

1( ) 2

m m

Q zz m m

Note that Q is an odd function

Page 107: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 110

Weierstraß elliptic functions: II

The derivative of an elliptic function is clearly also an elliptic function, but in general its integral is not

Q z z c

1 12 2

But since Q is odd its integral is even, and thus

2 30

1 2zz d Q

z

So the Weierstraß function is elliptic

The only singularity is a double pole at the origin and its periodic images

The name of the function is , and the function is called the Weierstraß

function, but what is its name called?

(with apologies to the White Knight)

Page 108: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 111

Weierstraß elliptic functions: III

satisfies the differential equation

where

2 3

2 34z z g z g

3

6,

0

1140 m m

m m

g

m m

24

,

0

160 m m

m m

g

m m

Thus we may express the functional inverse of as the elliptic integral

32 34Z

dwz

w g w g

Page 109: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 112

Weierstraß elliptic functions: IV

The integral of - is not an elliptic function

20

1 1zz du u

z u

1 12 2z z

But it is an odd function, and so satisfies

2 i And Liouville’s theorem gives the useful identity

Simple pole at the origin with unit residue

Page 110: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 113

Weierstraß elliptic functions: V

That was so much fun we’ll do it again.

0

1exp

zz z u

u

Integrating gives the odd function ln

12z

z e z

With the periodic behaviourNo poles, and simple zero at the origin

Page 111: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 114

Expansion of elliptic functions: I

Let f be an elliptic function with periods ω and ω’ whose poles and zeros are at αj and βj respectively

Recall that ; w.l.g. set this to 0 1

m

k kk

n n

1 2

1 2

n

n

z b z b z bg z

z a z a z a

The function g then has the same poles and zeros as f

And is periodic, and hence elliptic

1

expn

j jj

g z g z g z

Page 112: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 115

Expansion of elliptic functions: II

By Liouville’s theorem f/g is an elliptic function with no poles, and is thus a constant C

1 2

1 2

n

n

z b z b z bf z C

z a z a z a

Every elliptic function may thus be written in the “rational” form

Page 113: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 116

Addition formulæ: I

Similarly, any elliptic function f can be expanded in “partial fraction” form in terms of Weierstraß ζ functions.

12

u vu v u v

u v

By considering this allows us to show

that the ζ function satisfies the addition formula

uf u

u v

Page 114: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 117

Addition formulæ: II

2

14

u vu v u v

u v

And by differentiation we obtain an addition formula for too

The principal conclusion is that any elliptic function f can be represented in terms of rational functions of Weierstraß functions of the same argument with the same periods

e of z R z R z z

Page 115: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 118

Jacobian elliptic functions: I

Although Weierstraß elliptic functions are most elegant for theoretical studies, in practice it is useful to follow Jacobi and introduce the function sn(z;k) through the inversion of the elliptic integral

sn

2 2 20 1 1

z dtz

t k t

Page 116: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 119

Jacobian elliptic functions: II

12

2 3

sn ;z

z kz e z e

Of course, this cannot be anything new – it must be expressible in terms of the Weierstraß functions with the same periods

Where the “roots” of the cubic form in Weierstraß differential equation are

2 2 2

1 2 3

1 6 1 6 1, ,

6 12 12k k k k k

e e e

Page 117: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 120

Jacobian elliptic functions: III

We are hiding the fact that the Weierstraß functions depend not only on z but also on periods ω and ω’

1

2 2 20

( )1 1

dtK k

t k t

It is not too hard to show that the periods of the Jacobian elliptic functions are where and the complete elliptic integral is

4 ( ), 2 ( )K k iK k 2 2 1k k

Page 118: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 121

Jacobian elliptic functions: IV

2

213

1sn ;

1z k

z k

For later purposes we note the relation between the even Jacobi and Weierstraß elliptic functions

A corollary of this is that any even elliptic function with periods may be expressed as a rational function of sn(z;k)2

4 ( ), 2 ( )K k iK k

Page 119: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 122

Modular transformations: I

We observed earlier that there are many choices of periods ω and ω’ which generate the same period lattice: if we choose

with this will be the case.

,

det 1

Since the period lattices are the same, elliptic

functions with these periods are rationally expressible in terms of each other

This is called a first degree transformation

Page 120: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 123

Modular transformations: II

We can also choose periods whose lattice has the original one as a sublattice, e.g., , /n

Elliptic functions with these periods must also be rationally expressible in terms of ones with the original periods, although the inverse may not be true

This is called a transformation of degree n

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Tuesday 18 April 2023 A D Kennedy 124

Let us construct an elliptic function with periods

4 ( ), 2 ( ) /K k iK k n

Modular transformations: III

This is easily done by taking sn(z;k) and scaling z by some factor 1/M and choosing a new parameter λ

We thus consider sn(z/M; λ) with periods for z/M of

4 4 , 2 2L K iL iK

The periods for z are thus 4LM and 2iL’M, so we must have LM=K and L’M=K’/n

Page 122: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 125

Modular transformations: IV

The even elliptic function must therefore

be expressible as a rational function of

sn / ;

sn ;

z M

z k

2sn ;z k

Matching the poles and zeros, and fixing the overall normalisation from the behaviour near z=0 we find

2

2/ 2

21

212

sn ;1

sn / ; sn 2 / ;1sn ; sn ;

1sn 2 / ;

n

m

z k

z M iKm n k

z k M z k

iK m n k

Page 123: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 126

Modular transformations: V

The quantity M is determined by evaluating this identity at the half period K where sn ; sn / ; sn ; 1K k K M L

Likewise, the parameter λ is found by evaluating the identity at z = K + iK’/n

/ 2 2

21

1sn ;

1

nm

m m

czM M c

It is useful to write the identity in parametric form

Page 124: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 127

Im z

Re z0 2K

K-2K

-K

iK’

-iK’

Золотарев’s formula: I

Real period 4K, K=K(k)Imaginary period 2iK’, K’=K(k’) , k2+k’2=1

Fundamental region

∞1/k10-1

-1/k

Page 125: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 128

Золотарев’s formula: IIsn(z/M,λ)

sn(z,k)

Im z

Re z0 2K

K-2K

-K

iK’

-iK’

Page 126: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 129

Arithmetico-Geometric mean: I

Long before the work of Jacobi and Weierstraß

Gauß considered the following sequence 1

1 12 ,n n n n n na a b b a b

Since these are means

1 1;n n n n n na a b a b b

Furthermore 22 2 11 1 4 0n n n na b a b

1 1n n n na a b b

So it converges to the AG mean

a b

Page 127: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 130

Gauß transformation

2

1 sn ;2sn 1 ;

1 1 sn ;

k u kkk u

k k u k

Gauß discovered the second degree modular transformation (but not in this notation, of course)

Let 1

2, sn 1 ; , sn ;

1n n

n nn n

a b kk s k u s u k

a b k

The the Gauß transformation tells us that

1 1

2 21 1

1 21

n n nn

n n n n n n

k s a ss

ks a b a b s

This is just a special case of the degree n modular transformation we used

before

Page 128: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 131

Arithmetico-Geometric mean: II

On the other hand

1

2 2 21 1 42 20 0 1 121

11

n ns s

dt dt

t k t kt t

k

uk

So the quantity

is a constant (the RHS is independent of n)

1

2 2 2 2 2 2 21 1

2 21 1 1 11 0 0

n n

n n n n

s s

dt dt

t a t b t t a t b tn

ua

Page 129: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 132

Arithmetico-Geometric mean: III

Therefore it must have the value

2 2 2 2

1

21 11 0 0

sin1

21

s s

t a t b tn

su dtdta a at

We may thus compute

if we start with , then also

21 sn ; ,1, 1ns u k f u k

2

sin if

, , 2with , , if

2

au a b

f u a b a a bf u ab a b

a b a b

2

K ka

0 0

11,

1k

a bk

Page 130: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 133

Arithmetico-Geometric mean: IV

We have a rapidly converging recursive function to compute sn(u;k) and K(k) for real u and 0<k<1

Values for arbitrary complex u and k can be computed from this using simple modular transformations

These are best done analytically and not numerically

With a little care about signs we can also compute cn(u;k) and

dn(u;k) which are then also needed

Testing for a=b in floating point arithmetic is sinful: it is better to continue until a ceases to decrease

Page 131: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 134

Conclusions: II

One can compute matrix functions exactly using fairly low-order rational approximations

“Exactly” means to within a relative error of 1 u.l.p.Which is what “exactly” normally means for scalar computationsOne can also use an absolute error, but it makes no difference for the sign function!

For the case of the sign function we can evaluate the Золотарев coefficients needed to obtain this precision on the fly just to cover the spectrum of the matrix under consideration

There seem to be no numerical stability problems

Page 132: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 135

Bibliography: I

Elliptic functionsНаум Ильич Ахиезер (Naum Il’ich Akhiezer), Elements of the Theory of Elliptic Functions, Translations of Mathematical Monographs, 79, AMS (1990). ISBN 0065-9282 QA343.A3813.

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Tuesday 18 April 2023 A D Kennedy 136

Bibliography: II

Approximation theoryНаум Ильич Ахиезер (Naum Il’ich Akhiezer), Theory of Approximation, Constable (1956). ISBN 0094542007.

Theodore J. Rivlin, An Introduction to the Approximation of Functions, Dover (1969). ISBN 0-486-64069-8.

Page 134: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 137

Hasenbusch Acceleration

Hasenbusch introduced a simple method that significantly improves the performance of dynamical fermion computations. We shall consider a variant of it that accelerates fermionic molecular dynamics algorithms by introducing n pseudofermion fields coupled with the nth root of the fermionic kernel.

Page 135: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 138

Non-linearity of CG solver

Suppose we want to solve A2x=b for Hermitian A by CG

It is better to solve Ax=y, Ay=b successivelyCondition number (A2) = (A)2

Cost is thus 2(A) < (A2) in general

Suppose we want to solve Ax=bWhy don’t we solve A1/2x=y, A1/2y=b successively?

The square root of A is uniquely defined if A>0This is the case for fermion kernels

All this generalises trivially to nth rootsNo tuning needed to split condition number evenly

How do we apply the square root of a matrix?

Page 136: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 139

Rational matrix approximation

Functions on matricesDefined for a Hermitian matrix by diagonalisationH = UDU-1

f(H) = f(UDU-1) = U f(D) U-1

Rational functions do not require diagonalisation

Hm + Hn = U( Dm + Dn) U-1

H-1 = UD-1U-1

Rational functions have nice propertiesCheap (relatively) Accurate

Page 137: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 140

No Free Lunch Theorem

We must apply the rational approximation with each CG iteration

M1/n r(M)The condition number for each term in the partial fraction expansion is approximately (M)So the cost of applying M1/n is proportional to (M)Even though the condition number (M1/n)=(M)1/n

And even though (r(M))=(M)1/n

So we don’t win this way…

Page 138: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 141

Pseudofermions

We want to evaluate a functional integral including the fermionic determinant det M

1

det MM d d e

We write this as a bosonic functional integral over a pseudofermion field with kernel M -1

Page 139: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 142

Multipseudofermions

We are introducing extra noise into the system by using a single pseudofermion field to sample this functional integral

This noise manifests itself as fluctuations in the force exerted by the pseudofermions on the gauge fieldsThis increases the maximum fermion forceThis triggers the integrator instabilityThis requires decreasing the integration step size

11

detnMnM d d e

A better estimate is det M = [det M1/n]n

Page 140: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 143

Hasenbusch’s method

Clever idea due to HasenbuschStart with the Wilson fermion action M=1-HIntroduce the quantity M’=1-’HUse the identity M = M’(M’-1M)Write the fermion determinant as det M = det M’ det (M’-

1M)Introduce separate pseudofermions for each determinantAdjust ’ to minimise the cost

Easily generalisesMore than two pseudofermionsWilson-clover action

Page 141: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 144

Violation of NFL Theorem

So let’s try using our nth root trick to implement multipseudofermions

Condition number (r(M))=(M)1/n

So maximum force is reduced by a factor of n(M)(1/n)-1

This is a good approximation if the condition number is dominated by a few isolated tiny eigenvaluesThis is so in the case of interest

Cost reduced by a factor of n(M)(1/n)-1

Optimal value nopt ln (M)

So optimal cost reduction is (e ln) /

This works!

Page 142: Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015Saturday, 02 May 2015 2005 Taipei Summer Institute on Strings, Particles and Fields on Strings,

Tuesday 18 April 2023 A D Kennedy 145

RHMC technicalities

In order to keep the algorithm exact to machine precision (as a Markov process)

Use a good (machine precision) rational approximation for the pseudofermion heatbathUse a good rational approximation for the HMC acceptance test at the end of each trajectoryUse as poor a rational approximation as we can get away with to compute the MD force