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arXiv 0905.1629cond-mat.stat-mechphysics.comp-ph
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蒙特卡罗方法简介

Introduction to Monte Carlo Methods

Helmut G. Katzgraber

摘要:

蒙特卡罗方法在科学计算中起着重要的作用,特别是当问题具有广阔的相空间时。在这个讲座中,介绍了蒙特卡罗方法。概念,如马尔可夫链,细致平衡,临界减速,遍历,以及大都市算法的解释。用有限尺寸标度方法数值研究二维伊辛铁磁体的临界行为,说明了蒙特卡罗方法。此外,还描述了先进的蒙特卡罗方法(例如,的沃尔夫集群算法和并行回火蒙特卡罗),并说明了非平凡的模型,从物理学玻璃系统。最后,我们概述了一种方法来研究罕见的事件,使用Monte Carlo抽样与指导功能。

英文摘要:

Monte Carlo methods play an important role in scientific computation, especially when problems have a vast phase space. In this lecture 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. In addition, advanced Monte Carlo methods are described (e.g., the Wolff cluster algorithm and parallel tempering Monte Carlo) and illustrated with nontrivial models from the physics of glassy systems. Finally, we outline an approach to study rare events using a Monte Carlo sampling with a guiding function.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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