Statistical mechanics of Monte Carlo sampling and the sign problem

Details Statistical mechanics of Monte Carlo sampling and the sign problem Statistical mechanics of Monte Carlo sampling and the sign problem

2010-04-08

arxiv.org/abs/1004.1335v2

Europhys.Lett.92:50004,2010

Physics

Condensed Matter

Statistical Mechanics

Scientific paper

10.1209/0295-5075/92/50004

Monte Carlo sampling of any system may be analyzed in terms of an associated glass model -- a variant of the Random Energy Model -- with, whenever there is a sign problem, complex fields. This model has three types of phases (liquid, frozen and `chaotic'), as is characteristic of glass models with complex parameters. Only the liquid one yields the correct answers for the original problem, and the task is to design the simulation to stay inside it. The statistical convergence of the sampling to the correct expectation values may be studied in these terms, yielding a general lower bound for the computer time as a function of the free energy difference between the true system, and a reference one. In this way, importance-sampling strategies may be optimized.

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