English

Applicability of Quasi-Monte Carlo for lattice systems

High Energy Physics - Lattice 2013-11-20 v1

Abstract

This project investigates the applicability of quasi-Monte Carlo methods to Euclidean lattice systems in order to improve the asymptotic error scaling of observables for such theories. The error of an observable calculated by averaging over random observations generated from ordinary Monte Carlo simulations scales like N1/2N^{-1/2}, where NN is the number of observations. By means of quasi-Monte Carlo methods it is possible to improve this scaling for certain problems to N1N^{-1}, or even further if the problems are regular enough. We adapted and applied this approach to simple systems like the quantum harmonic and anharmonic oscillator and verified an improved error scaling of all investigated observables in both cases.

Keywords

Cite

@article{arxiv.1311.4726,
  title  = {Applicability of Quasi-Monte Carlo for lattice systems},
  author = {Andreas Ammon and Tobias Hartung and Karl Jansen and Hernan Leovey and Andreas Griewank and Micheal Müller-Preussker},
  journal= {arXiv preprint arXiv:1311.4726},
  year   = {2013}
}

Comments

on occasion of the 31st International Symposium on Lattice Field Theory - LATTICE 2013, July 29 - August 3, 2013, Mainz, Germany, 7 Pages, 4 figures