Introduction to Monte Carlo Methods
نویسنده
چکیده
Monte Carlo methods play an important role in scientific computation, especially when problems have a vast phase space. In this chapter an introduction to the Monte Carlo method is given. Concepts such as Markov chains, detailed balance, critical slowing down, and ergodicity, as well as the Metropolis algorithm are explained. The Monte Carlo method is illustrated by numerically studying the critical behavior of the two-dimensional Ising ferromagnet using finite-size scaling methods. Furthermore, advanced Monte Carlo methods are described (parallel tempering Monte Carlo) and illustrated with nontrivial models from the physics of glassy systems.
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