Quasi-Monte Carlo methods for lattice systems: a first look

DOI10.1016/j.cpc.2013.10.011zbMath1360.81018arXiv1302.6419OpenAlexW2057312490WikidataQ57389593 ScholiaQ57389593MaRDI QIDQ525790

A. Ammon, Hernan Leövey, Andreas Griewank, Karl Jansen, Michael Müller-Preussker

Publication date: 5 May 2017

Published in: Computer Physics Communications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1302.6419

zbMATH Keywords

path integralquantum mechanicslattice field theoryanharmonic oscillatorquasi-Monte Carloerror scalingreweighting

Mathematics Subject Classification ID

Related Items (3)

Lattice meets lattice: application of lattice cubature to models in lattice gauge theory ⋮ On the efficient numerical solution of lattice systems with low-order couplings ⋮ Derivative-Based Global Sensitivity Measures and Their Link with Sobol’ Sensitivity Indices

Uses Software

• MersenneTwister
• TOMS659
• qar-0.1

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Constructing Sobol Sequences with Better Two-Dimensional Projections
• Topological lattice actions
• Quasi-Monte Carlo methods for elliptic PDEs with random coefficients and applications
• Higgs-Yukawa model in chirally invariant lattice field theory
• Local antithetic sampling with scrambled nets
• Tractability of multivariate problems. Volume II: Standard information for functionals.
• When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?
• On the \(L_2\)-discrepancy for anchored boxes
• Component-by-component constructions achieve the optimal rate of convergence for multivariate integration in weighted Korobov and Sobolev spaces
• The effective dimension and quasi-Monte Carlo integration
• \(I\)-binomial scrambling of digital nets and sequences
• Derivative based global sensitivity measures and their link with global sensitivity indices
• Automatic evaluations of cross-derivatives
• Evaluating Derivatives
• On decompositions of multivariate functions
• Algorithm 659
• Mersenne twister
• Quasi-Random Methods for Estimating Integrals Using Relatively Small Samples
• A generalized discrepancy and quadrature error bound
• Monte Carlo Variance of Scrambled Net Quadrature
• Strong tractability of multivariate integration using quasi–Monte Carlo algorithms
• CORRECTION TO “QUASI-MONTE CARLO METHODS FOR HIGH-DIMENSIONAL INTEGRATION: THE STANDARD (WEIGHTED HILBERT SPACE) SETTING AND BEYOND”
• Remark on algorithm 659
• Weighted Uniform Sampling — a Monte Carlo Technique for Reducing Variance
• On the distribution of points in a cube and the approximate evaluation of integrals
• Why Are High-Dimensional Finance Problems Often of Low Effective Dimension?
• Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates

This page was built for publication: Quasi-Monte Carlo methods for lattice systems: a first look