Monte Carlo simulation in statistical physics. An introduction (Q1210884)

The book contains results of importance for scientists and researchers using the Monte Carlo method. The materials presented are devided into two parts, strongly correlated. In Chapter 2 the general ideas of the Monte Carlo method are developed, as well as the basic concepts of Monte Carlo sampling and a theoretical foundations of statistical numerical methods and its applications in Statistical Physics are introduced. The authors have selected important, but not very difficult problems of statistical physics, such as random and self-avoiding walk, percolation and the Ising model, for which the methods can be explained and demonstrated comparatively easily. The methods of random walk (RW), a nonreversal random walk (NRRW) and two self-avoiding walks (SAWs) are investigated. The problems of organization of Monte Carlo programs and the dynamic interpretation of Monte Carlo sampling are considered. It is shown that studying the dynamics of suitable model systems is very useful for understanding the statistical errors of Monte Carlo sampling. The book gives equal weight to the theoretical foundations of the methods and to practical work with these methods. The second part of the book (Chapter 3) is a guide to practical work with the Monte Carlo methods. Many problems and exercises which are very important for computational physics are considered such as the problems of nonreversal and the self- avoiding random walks, the percolation problems, and the problems of importance sampling in statistical mechanics. Preliminary unpublished notes for this book have been used rather successfully for a workshop on computer simulation held at Figueira da Foz, Portugal in September 1987 and at various courses held at the University of Mainz. The authors' practical experience shows that background knowledge of a programming language such as Pascal can always be assumed as well as some knowledge of statistical mechanics.