MONTE-CARLO SIMULATIONS WITH INDEFINITE AND COMPLEX-VALUED MEASURES

Citation
Td. Kieu et Cj. Griffin, MONTE-CARLO SIMULATIONS WITH INDEFINITE AND COMPLEX-VALUED MEASURES, Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics, 49(5), 1994, pp. 3855-3859
Citations number
22
Categorie Soggetti
Physycs, Mathematical","Phsycs, Fluid & Plasmas
ISSN journal
1063651X
Volume
49
Issue
5
Year of publication
1994
Part
A
Pages
3855 - 3859
Database
ISI
SICI code
1063-651X(1994)49:5<3855:MSWIAC>2.0.ZU;2-Z
Abstract
A method is presented to tackle the sign problem in the simulations of systems having indefinite or complex-valued measures. In general, thi s approach is shown to yield statistical errors smaller than the crude Monte Carlo using absolute values of the original measures. Exactly s olvable, one-dimensional Ising models with complex temperature and com plex activity illustrate the considerable improvements and the workabi lity of this method even when the crude one fails.