Multigrid Monte Carlo method. Conceptual foundations

Jonathan Goodman, Alan D. Sokal

Research output: Contribution to journalArticlepeer-review


We present details of a stochastic generalization of the multigrid method, called multigrid Monte Carlo (MGMC), that reduces critical slowing down in Monte Carlo computations of lattice field theories. For Gaussian (free) fields, critical slowing down is completely eliminated. For a4 model, numerical experiments show a factor of 10 reduction, over a standard heat-bath algorithm, in the CPU time needed to achieve a given accuracy. For the two-dimensional XY model, experiments show a factor of 10 reduction on the high-temperature side of criticality, growing to an unbounded reduction in the low-temperature regime. The algorithm is also applicable to nonlinear models, and to lattice gauge theories with or without bosonic matter fields.

Original languageEnglish (US)
Pages (from-to)2035-2071
Number of pages37
JournalPhysical Review D
Issue number6
StatePublished - 1989

ASJC Scopus subject areas

  • Nuclear and High Energy Physics


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