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An unexpected error scaling |
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| A first look at quasi-Monte Carlo for lattice field theory problems
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| Karl Jansen, Hernan Leovey, Andreas Nube, Andreas Griewank, Michael Mueller-Preussker
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| Abstract: In this project we initiate an investigation of the
applicability of Quasi-Monte Carlo methods to lattice field theories
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 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 to 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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The article can be found here read also Lifting the curse of dimensionality |