dev.nm.stat.random.rng.multivariate.mcmc.hybrid

Class LeapFrogging

java.lang.Object

dev.nm.stat.random.rng.multivariate.mcmc.hybrid.LeapFrogging

public class LeapFrogging
extends Object

The leap-frogging algorithm is a method for simulating Molecular Dynamics, which is time-reversible.

See Also:

"Jun S. Liu. "Chapter 9.2," Monte Carlo Strategies in Scientific Computing. 2002."

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	LeapFrogging.DynamicsState Contains the entire state (both the position and the momentum) at a given point in time.

Constructor Summary

Constructors

Constructor and Description
LeapFrogging(RealVectorFunction dU, Vector m, Vector x, Vector p, double dt) Constructs a new instance with the given parameters.

Method Summary

Modifier and Type	Method and Description
Vector	p() Gets the current momentum.
LeapFrogging.DynamicsState	state() Gets the current system configuration.
void	step() Performs one step of the leap-frogging algorithm.
void	steps(int n) Performs n steps of the leap-frogging algorithm.
Vector	x() Gets the current position.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

LeapFrogging

public LeapFrogging(RealVectorFunction dU,
                    Vector m,
                    Vector x,
                    Vector p,
                    double dt)

Constructs a new instance with the given parameters.

Parameters:

dU - the derivative of the potential energy of the system, w.r.t. the position of its components

m - the mass of the components

x - the initial position

p - the initial momentum

dt - the size of each time step

Method Detail

steps

public void steps(int n)

Performs n steps of the leap-frogging algorithm.

Parameters:

n - the number of steps to perform

step

public void step()

Performs one step of the leap-frogging algorithm.

x

public Vector x()

Gets the current position.

Returns:

the current position

p

public Vector p()

Gets the current momentum.

Returns:

the current momentum

See Also:

"just below eq. 9.9"

state

public LeapFrogging.DynamicsState state()

Gets the current system configuration.

Returns:

the current system configuration