Wednesday, February 27, 2013

1302.6419 (K. Jansen et al.)

Quasi-Monte Carlo methods for lattice systems: a first look    [PDF]

K. Jansen, H. Leovey, A. Nube, A. Griewank, M. Müller-Preussker
We investigate the applicability of Quasi-Monte Carlo methods to Euclidean lattice systems for quantum mechanics in order to improve the asymptotic error behavior of observables for such theories. In most cases the error of an observable calculated by averaging over random observations generated from an ordinary Markov chain Monte Carlo simulation behaves like 1/Sqrt(N), where N is the number of observations. By means of Quasi-Monte Carlo methods it is possible to improve this behavior for certain problems up to 1/N. We adapted and applied this approach to simple systems like the quantum harmonic and anharmonic oscillator and verified an improved error scaling.
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