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Transcript of Wednesday, 04 June 2014 QCD&NA Yale Using Poisson Brackets on Group Manifolds to Tune HMC A D...
![Page 1: Wednesday, 04 June 2014 QCD&NA Yale Using Poisson Brackets on Group Manifolds to Tune HMC A D Kennedy School of Physics, The University of Edinburgh.](https://reader038.fdocuments.us/reader038/viewer/2022110116/5518a364550346c31f8b4992/html5/thumbnails/1.jpg)
Monday, April 10, 2023 QCD&NA Yale
Using Poisson BracketsUsing Poisson Bracketson Group Manifolds to on Group Manifolds to
Tune HMCTune HMC
A D KennedyA D KennedySchool of Physics, The University of EdinburghSchool of Physics, The University of Edinburgh
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Monday, April 10, 2023 A D Kennedy 2
Object of the Talk
Discuss the rôle of symmetric symplectic integrators in the HMC algorithmShow that there is a shadow Hamiltonian that is exactly conserved by each such integrator, and that we may express it using a BCH expansion in terms of Poisson bracketsExplain how we may tune the choice of integrator by measuring these Poisson bracketsExplain how we construct symplectic integrators on Lie groups, and what the corresponding Poisson brackets are
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Caveat
A recent (published) paper had near the beginning the passage
“The object of this paper is to prove (something very important).”
It transpired with great difficulty, and not till near the end, that the “object” was an unachieved one.
Littlewood, “A Mathematician’s Miscellany”
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The HMC Markov chain repeats three Markov steps
Molecular Dynamics Monte Carlo (MDMC)Momentum heatbathPseudofermion heatbath
All have the desired fixed pointTogether they are ergodic (we hope!)
HMC
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MDMC
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)]
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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
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
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Symplectic IntegratorsExplicitly, 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
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Symplectic Integrators
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
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Monday, April 10, 2023 A D Kennedy 9
Symplectic Integrators
Define and so that ˆˆ ˆH 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 trivially
This is just Taylor’s theorem
Pe Qe
ˆ
ˆ
: , ,
: , ,
Q
P
e f q p f q T p p
e f q p f q p S q
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Monday, April 10, 2023 A D Kennedy 10
Symplectic Integrators
From the BCH formula we find that the PQP symmetric symplectic integrator is given by
1 12 2
/ˆ ˆˆ/0( ) P PQU e e e
3 5124
ˆ ˆ ˆ ˆˆ ˆ ˆ ˆexp , , 2 , ,P Q P P Q Q P Q O
2 4124
ˆ ˆ ˆ ˆˆ ˆ ˆ ˆexp , , 2 , ,P Q P P Q Q P Q O
ˆˆˆ 2P QHe e O
In addition to conserving energy to O (² ) such symmetric symplectic integrators are manifestly area preserving and reversible
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Digression on Differential Forms
The natural language for Hamiltonian dynamics is that of differential forms
1
1
1!
k
ke e
k
There is an antisymmetric wedge product deg deg
1
The 1-forms lie in the dual space to vector fields (linear differential operators) e e
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Digression on Differential Forms
and a natural antiderivation
d d d
deg1d d d
df v vf
which therefore satisfies d 2 = 0 and
, ,d a b a b b a a b
Note the commutator of two vector fields is a vector field
, , , , ,
, , , , , ,
d a b c a b c b c a c a b
a b c b c a c a b
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Hamiltonian Mechanics
,A B A B
A Bp q q p
: 0d dq dp
Flat Manifold General
Symplectic 2-form
Hamiltonian vector field
Equations of motion
Poisson bracket
ˆ H HH
p q q p
H
dH i
,H H
q pp q
ˆdH
dt
ˆ ˆ, ( , )A B A B
Darboux theorem:
All manifolds are locally flat
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Lemma
ˆ ˆ( ) definition of HF dF H dF
Consider a Hamiltonian vector field acting on a 0-form
ˆˆ ˆ( ) is a Hamiltonian vector field
Fi H F
ˆˆ ˆ( , ) definition of
FF H i
, definition of Poisson bracketH F
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Corollary
The fundamental 2-form is closed, so for any Hamiltonian vector fields
ˆ ˆ ˆ ˆˆ ˆ ˆ ˆ ˆ ˆ ˆ ˆ, , , , ,
ˆ ˆ ˆˆ ˆ ˆ ˆ ˆ ˆ, , , , , , 0
d A B C A B C B C A C A B
A B C B C A C A B
ˆˆ ˆ ˆbut by the lemma , , , ,A B C A B C A B C
ˆ ˆ ˆ ˆ ˆˆ, , , , ,A B C ABC BAC A B C B A C
ˆˆ ˆˆ ˆ ˆ ˆ ˆ ˆ ˆ ˆand , , , , , ,
CA B C C A B i A B dC A B
hence , , , , , , 0A B C B C A C A B
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Poisson Lie Algebra
Poisson brackets therefore satisfy all of the axioms of a Lie algebra
Antisymmetry
, ,A B B A ˆ ˆ ˆ ˆ( , ) ( , )A B B A
, , , , , , 0A B C B C A C A B
Jacobi identity
ˆ ˆ ˆˆ ˆ ˆ ˆ ˆ ˆ( ( , ), ) ( ( , ), ) ( ( , ), ) 0A B C B C A C A B
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Shadow Hamiltonians
Theorem: The commutator of two Hamiltonian vector fields is a Hamiltonian vector field
ˆ ˆ ˆ ˆ ˆˆ[ , ]A B F ABF BAF ˆ ˆ, ,A B F B A F
, , , ,A B F B A F
, , Jacobi identityF A B
ˆ ˆthus [ , ] , ,A B F A B F ˆ ˆ[ , ] ,A B A B
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Shadow Hamiltonians
For each symplectic integrator there
exists a Hamiltonian H’ which is exactly
conserved
This may be obtained by replacing the
commutators [s,t ] in the BCH expansion
of ln(e se t ) with the Poisson bracket
{S,T }
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Conserved Hamiltonian
For the PQP integrator we have
124
15760
' , , 2 , ,
7 , , , , 28 , , , ,
12 , , , 32 , , , ,
16 , , , 8 , , , ,
H T S S S T T S T
S S S S T T S S S T
S T S S T T T S S T
S T T S T T T T S T
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Monday, April 10, 2023 A D Kennedy 20
How Many Poisson Brackets Are There?
Witt’s formula for the number of
independent elements aN of degree N of
a Free Lie Algebra on q generators is , where μ is the Möbius function
|
( )Nd
Nd N
a d q
The first two terms in our case are
but some of these vanish (e.g., [S1 ,S2 ])
2
3 5
( 1) ( 1) ( 1) ( 1)( 1);
3 5q q q q q q q
a a
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Results for Scalar Theory
Evaluating the Poisson brackets gives
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
So, sadly, it is not possible to construct an integrator that conserves the Hamiltonian we started with
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Tuning HMC
For any (symmetric) symplectic integrator the conserved Hamiltonian is constructed from the same Poisson bracketsThe proposed procedure is therefore
Measure the Poisson brackets during an HMC run
Optimize the integrator (number of pseudofermions, step-sizes, order of integration scheme, etc.) offline using these measured values
This can be done because the acceptance rate (and instabilities) are completely determined by δH = H’ - H
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Simple Example (Omelyan)
1 12 21 2Q QPP Pe e e e e Consider the PQPQP integrator
The conserved Hamiltonian is thus
2
3 56 6 1 1 6' , , , ,
12 24H H S S T T S T O
Measure the “operators” and minimize the cost by adjusting the parameter α
2
3 5, , , ,6 6 1 1 6
12 24SH OS T T S T
, ,12 ,
14 ,
T S T
S S T
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Another Caveat (Creutz)
( , ) ( , )1 11 d d d dH q p H q pq p e q p e
Z Z
( , )1d d H q p H Hq p e e
Z
2121 1 H H
2 412H H O
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Beyond Scalar Field Theory
We need to extend the formalism beyond a scalar field theory
“In theory, theory and practice are the same; in practice they aren’t” Yogi Berra
Fermions are easy † 1 1 †TrFS U U U M M
11 1
U U
M M
M M
How do we extend all this fancy differential geometry formalism to gauge fields?
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Digression on Lie Groups
Gauge fields take their values in some Lie group, so we need to define classical mechanics on a group manifold which preserves the group-invariant Haar measureA Lie group G is a smooth manifold on which there is a
natural mapping L: G G G defined by the group action
This induces a map called the pull-back of L on the cotangent bundle defined by
* 0 0 *
** *
* * * **
: covariant
: contravariant
: covariant
g g
g g
g g
L G L f f L
L G TG TG L v f v L f
L G T G T G L v L v
Λ0 is the space of 0 forms, which are smooth mappings from G to the real numbers0 : G
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*L A form is left invariant if
The tangent space to a Lie group at the origin is
called the Lie algebra, and we may choose a set
of basis vectors that satisfy the
commutation relations
where are the structure
constants of the algebra
0ie
, ki j ij k
k
e e c e kijc
We may define a set of left invariant vector fields on TG by * 0i g ie g L e
Left Invariant 1-forms
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Maurer-Cartan Equations
12
i i j kjk
jk
d c
The corresponding left invariant dual forms
satisfy the Maurer-Cartan equations
i
, ,i i i ij k j k k j j kd e e e d e e d e e e
i ijk jkc e c
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We can invent any Classical Mechanics we want…So we may therefore define a closed symplectic 2-form which globally defines an invariant Poisson bracket by
i i
i
d p
Fundamental 2-form
12
i i i i j kjk
i
dp p c
i i i i
i
dp p d
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We may now follow the usual procedure to find the equations of motion:
Introduce a Hamiltonian function (0-form) H on the cotangent bundle (phase space) over the group manifold
Hamiltonian Vector Field
hdH i Define a vector field such thatˆh H
k ki ji ii j i
i jk
H Hh e c p e H
p p p
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Integral Curves
The classical trajectories are then the integral curves of h:
,t t tQ P t th
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,j j j i i kt i t kj t ji k k
i k i
H H HQ e P c P e
p p q
The equations of motion in the local coordinates are thereforei
jj jj
e eq
Equations of Motion
2H f p S q
,j j j kt i t ji k
i k
H HQ e P e
p q
Which for a Hamiltonian of the form reduces to
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i ie U UTfrom which it follows that
i
ii
q T
U q e
0
0
i ii gg
U gT e g U g
g
The representation of the generators is
††i i iab ab
iab ab ab
U PUS S
P T UT T U T S U UU U
and for the Hamiltonian leads to the equations of motion
212
i
i
H p S U
Constrained Variables
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1 12 2
12
1 12 2
0 0 0
exp 0
P P T S U U
U P U
P P T S U U
We can now easily construct a discrete PQP symmetric integrator (for example) from these equations
Discrete Equations of Motion
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The exponential map from the Lie algebra to the Lie group may be evaluated exactly using the Cayley-Hamilton theorem
All functions of an n n matrix M may be written as a polynomial of degree n - 1 in MThe coefficients of this polynomial can be expressed in terms of the invariants (traces of powers) of M
Matrix Exponential
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Monday, April 10, 2023 A D Kennedy 36
Poisson Brackets
ˆ k ki ji ii j i
i jk
H HH e c p e H
p p p
Recall our Hamiltonian vector field
For H(q,p) = T(p) + S(q) we have vector fields
ˆ k ki jii j i
i jk
T TT e c p
p p p
ˆi i
i
S e Sp
2
if 2
i k k ji ji i
i jk
pp e c p p T p
p
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Monday, April 10, 2023 A D Kennedy 37
More Poisson Brackets
12
ˆ ˆˆ ˆ, , ,i i i i j kjkS T S T dp p c S T
We thus compute the lowest-order Poisson bracket
trii
Sp e S PU
U
and the Hamiltonian vector corresponding to it
, ,, ,k k
i ji ii j ii jk
S T S TS T e c p e S T
p p p
k k ji i ji j i j ie S e c p e S p e e S
p
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Monday, April 10, 2023 A D Kennedy 38
Yet More Poisson Brackets
2
13, , tr tr
S S SS S T U U U
U U U
2
22, , tr
S ST S T PUPU P U
UU
Remember that S(U) includes not only the pure gauge part but also the pseudofermion part
Continuing in the same manner we may compute all the higher-order Poisson brackets we like SU( )U nIn terms of the variables and the lowest-order Poisson brackets are
* SU(n)Tsu( )P n
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Monday, April 10, 2023 A D Kennedy 39
Questions?