Applicability of Quasi-Monte Carlo for lattice systems
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 sim...
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Zusammenfassung: | 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 $N^{-1/2}$, where $N$ is the number of observations. By
means of quasi-Monte Carlo methods it is possible to improve this scaling for
certain problems to $N^{-1}$, 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. |
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DOI: | 10.48550/arxiv.1311.4726 |