Global Stationary Phase and the Sign Problem

Details Global Stationary Phase and the Sign Problem Global Stationary Phase and the Sign Problem

2003-04-23

arxiv.org/abs/physics/0304086v1

Physics

Computational Physics

9 pages, 3 figures, submitted for publication

Scientific paper

10.1103/PhysRevLett.91.150201

We present a computational strategy for reducing the sign problem in the evaluation of high dimensional integrals with non-positive definite weights. The method involves stochastic sampling with a positive semidefinite weight that is adaptively and optimally determined during the course of a simulation. The optimal criterion, which follows from a variational principle for analytic actions S(z), is a global stationary phase condition that the average gradient of the phase Im(S) along the sampling path vanishes. Numerical results are presented from simulations of a model adapted from statistical field theories of classical fluids.

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