Journal Article/Internal Report

DESY-2014-00620

http://join2-wiki.gsi.de/foswiki/pub/Main/Artwork/join2_logo100x88.png Quasi-Monte Carlo methods for lattice systems: A first look

Jansen, K. (Corresponding author)DESY* ; Leovey, H. ; Ammon, A.DESY* ; Griewank, A. ; Müller-Preussker, M.

2014
North Holland Publ. Co. Amsterdam

This record in other databases:      

Please use a persistent id in citations: doi:10.1016/j.cpc.2013.10.011

Report No.: DESY-13-022; HU-EP-13-05; SFB-CPP-13-13; arXiv:1302.6419

Abstract: 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 N−1/2N−1/2, where NN is the number of observations. By means of quasi-Monte Carlo methods it is possible to improve this behavior for certain problems to N−1N−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.

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Contributing Institute(s):

1. NIC (ZEU-NIC)

Research Program(s):

1. 51x - Programm Elementarteilchenphysik - Topic unbekannt (POF2-51x) (POF2-51x)

Experiment(s):

1. No specific instrument

Appears in the scientific report 2013

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Database coverage:
; ; Current Contents - Social and Behavioral Sciences ; JCR ; NCBI Molecular Biology Database ; Nationallizenz ; SCOPUS ; Science Citation Index ; Science Citation Index Expanded ; Thomson Reuters Master Journal List ; Web of Science Core Collection

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