TY - JOUR
T1 - Information guided noise reduction for Monte Carlo integration of oscillatory functions
AU - Makri, Nancy
N1 - Funding Information:
This work has been supported by the National Science Foundation under Award No. NSF CHE-0212640.
PY - 2004/12/21
Y1 - 2004/12/21
N2 - A simple procedure for decreasing the statistical error associated with Monte Carlo integration of oscillatory functions is presented. The method uses available information about the integral of a similar oscillatory function to correlate the estimates of the positive and negative components of the integral. Numerical tests show that information guided noise reduction (IGNoR) leads to substantial decrease of the statistical error, allowing meaningful results to be obtained with a fraction of the cost required to attain similar precision from the raw Monte Carlo estimate.
AB - A simple procedure for decreasing the statistical error associated with Monte Carlo integration of oscillatory functions is presented. The method uses available information about the integral of a similar oscillatory function to correlate the estimates of the positive and negative components of the integral. Numerical tests show that information guided noise reduction (IGNoR) leads to substantial decrease of the statistical error, allowing meaningful results to be obtained with a fraction of the cost required to attain similar precision from the raw Monte Carlo estimate.
UR - http://www.scopus.com/inward/record.url?scp=10344263375&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=10344263375&partnerID=8YFLogxK
U2 - 10.1016/j.cplett.2004.10.067
DO - 10.1016/j.cplett.2004.10.067
M3 - Article
AN - SCOPUS:10344263375
SN - 0009-2614
VL - 400
SP - 446
EP - 452
JO - Chemical Physics Letters
JF - Chemical Physics Letters
IS - 4-6
ER -