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

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Fernández Pérez, Luis Antonio and Martín Mayor, Víctor (2009) Mean-value identities as an opportunity for Monte Carlo error reduction. Physical review E, 79 (5). ISSN 1539-3755

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


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http://journals.aps.org/Publisher


Abstract

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.


Item Type:Article
Additional Information:

© 2009 The American Physical Society. We acknowledge partial financial support from Ministerio de Ciencia e Innovación Spain through research Contract No. FIS2006-08533.

Uncontrolled Keywords:Ising-model; Critical exponents; Spin-glass; Algorithm.
Subjects:Sciences > Physics
Sciences > Physics > Physics-Mathematical models
ID Code:37898
Deposited On:07 Jun 2016 09:29
Last Modified:07 Jun 2016 09:29

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