We study analytically the computational cost of the generalised hybrid Mont
e Carlo (GHMC) algorithm for free field theory. We calculate the Metropolis
acceptance probability for leapfrog and higher-order discretisations of th
e molecular dynamics (MD) equations of motion. We show how to calculate aut
ocorrelation functions of arbitrary polynomial operators, and use these to
optimise the GHMC momentum mixing angle. the trajectory length, and the int
egration stepsize for the special cases of linear and quadratic operators.
We show that long trajectories are optimal for GHMC, and that standard HMC
is more efficient than algorithms based on second order Langevin Monte Carl
o (L2MC), sometimes known as Kramers equation. We show that contrary to nai
ve expectations HMC and L2MC have the same volume dependence, but their dyn
amical critical exponents are z = 1 and z = 3/2, respectively. (C) 2001 Els
evier Science B.V. All rights reserved.