Statistical error methods in computer simulations
type: Item
instance of: scholarly article
title: Statistical error methods in computer simulations
zbMATH Open document ID: 0722.65002
DOI: 10.1016/0021-9991(90)90151-P
author: Juan J. Morales
author: María J. Nuevo
author: Luis F. Rull
published in: Journal of Computational Physics
publication date: 1990-01-01T00:00:00Z
review text: Two methods of studying the statistical error in sequences of data obtained by computer simulation when the data series is strongly correlated are compared. The first method divides the series into a number of subseries whose length is selected graphically by means of the ``statistical inefficiency'' (SI). The SI is defined as the limiting ratio of the observed variance of the subseries averages to their expected (Gaussian) variance. Different algorithms are given for choosing the appropriate number of subseries. The second method uses the autocorrelation function of all the values obtained and analytically calculates its convergence by means of the ``correlation length'' \(\tau\). The general relationship \(SI=1+2\tau\) between the two parameters SI and \(\tau\) is found mathematically and is in good agreement with the experimental data obtained by molecular dynamics simulation in the melting zone where the correlations have a long-rage trend when a very accurate algorithm is used. As a consequence, the analytical method is more accurate than the graphical method. The conclusions about the concordance between the theoretical result and experimental results are shown. Both statistical methods of estimating the statistical error in the data series have the advantage that they can be applied to data from any kind of simulation, molecular dynamics or Monte Carlo. These methods permit to determine whether or not there exists a correlation between the values obtained.
Mathematics Subject Classification ID: 65C20
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 4190974
zbMATH Keywords: Monte Carlo simulation
zbMATH Keywords: statistical error
zbMATH Keywords: computer simulation
zbMATH Keywords: statistical inefficiency
zbMATH Keywords: correlation length
zbMATH Keywords: molecular dynamics simulation
zbMATH Keywords: graphical method
zbMATH Keywords: data series
MaRDI profile type: Publication
cites work: A new algorithm for molecular dynamics calculations
full work available at URL: 0021-9991(90)90151-p
OpenAlex ID: W2073430331
description: scientific article; zbMATH DE number 4190974