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

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...

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Detalhes bibliográficos
Autores: Fernández Pérez, Luis Antonio, Martín Mayor, Víctor
Formato: artículo
Fecha de publicación:2009
País:España
Recursos:Universidad Complutense de Madrid (UCM)
Repositorio:Docta Complutense
Idioma:inglés
OAI Identifier:oai:docta.ucm.es:20.500.14352/45070
Acesso em linha:https://hdl.handle.net/20.500.14352/45070
Access Level:acceso abierto
Palavra-chave:53
51-73
Ising-model
Critical exponents
Spin-glass
Algorithm.
Física (Física)
Física-Modelos matemáticos
22 Física
Descrição
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.