Mean-value identities as an opportunity for Monte Carlo error reduction


Autoria(s): Fernández Pérez, Luis Antonio; Martín Mayor, Víctor
Data(s)

11/05/2009

Resumo

In the Monte Carlo simulation of both lattice field theories and of models of statistical mechanics, identities verified by exact mean values, such as Schwinger-Dyson equations, Guerra relations, Callen identities, etc., provide well-known and sensitive tests of thermalization bias as well as checks of pseudo-random-number generators. We point out that they can be further exploited as control variates to reduce statistical errors. The strategy is general, very simple, and almost costless in CPU time. The method is demonstrated in the twodimensional Ising model at criticality, where the CPU gain factor lies between 2 and 4.

Formato

application/pdf

Identificador

http://eprints.ucm.es/37898/1/Fern%C3%A1ndezP%C3%A9rezLuisAntonio20LIBRE.pdf

Idioma(s)

en

Publicador

American Physical Society

Relação

http://eprints.ucm.es/37898/

http://doi.org/10.1103/PhysRevE.79.051109

10.1103/PhysRevE.79.051109

FIS2006-08533

Direitos

info:eu-repo/semantics/openAccess

Palavras-Chave #Física #Física-Modelos matemáticos
Tipo

info:eu-repo/semantics/article

PeerReviewed