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

2009/04/30 by L. A. Fernández, L. A. Fernandez, V. Martin-Mayor +1 · 1 citation
Physics and Astronomy · #Quantum many-body systems #Statistical Mechanics and Entropy #Theoretical and Computational Physics #cond-mat.stat-mech

paper · pdf · doi:10.1103/physreve.79.051109

published as Phys. Rev. E 79, 051109 (2009) · 10 pages, 2 tables. References updated and typos corrected

arxiv created 2009/05/05 · openalex publication_date 2009/05/11 · arxiv updated 2009/12/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

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 two-dimensional Ising model at criticality, where the CPU gain factor lies between 2 and 4.

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