Multilevel Monte Carlo for quantum mechanics on a lattice

@article{Jansen2020MultilevelMC,
  title={Multilevel Monte Carlo for quantum mechanics on a lattice},
  author={Karl Jansen and Eike Hermann M{\"u}ller and Robert Scheichl},
  journal={ArXiv},
  year={2020},
  volume={abs/2008.03090}
}
Monte Carlo simulations of quantum field theories on a lattice become increasingly expensive as the continuum limit is approached since the cost per independent sample grows with a high power of the inverse lattice spacing. Simulations on fine lattices suffer from critical slowdown, the rapid growth of autocorrelations in the Markov chain with decreasing lattice spacing. This causes a strong increase in the number of lattice configurations that have to be generated to obtain statistically… Expand

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