Monte Carlo methods in statistical physics: mathematical foundations and strategies

DOI10.1016/J.CNSNS.2009.06.011zbMATH Open1221.65010arXiv0906.0858OpenAlexW2095414395MaRDI QIDQ718269FDOQ718269

Michael Kastner

Publication date: 23 September 2011

Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Abstract: Monte Carlo is a versatile and frequently used tool in statistical physics and beyond. Correspondingly, the number of algorithms and variants reported in the literature is vast, and an overview is not easy to achieve. In this pedagogical review, we start by presenting the probabilistic concepts which are at the basis of the Monte Carlo method. From these concepts the relevant free parameters--which still may be adjusted--are identified. Having identified these parameters, most of the tangled mass of methods and algorithms in statistical physics Monte Carlo can be regarded as realizations of merely a handful of basic strategies which are employed in order to improve convergence of a Monte Carlo computation. Once the notations introduced are available, many of the most widely used Monte Carlo methods and algorithms can be formulated in a few lines. In such a formulation, the core ideas are exposed and possible generalizations of the methods are less obscured by the details of a particular algorithm.

Full work available at URL: https://arxiv.org/abs/0906.0858

Recommendations

• scientific article; zbMATH DE number 1124118
• scientific article; zbMATH DE number 1103059
• scientific article; zbMATH DE number 1782878
• An introduction to Monte Carlo methods
• scientific article; zbMATH DE number 1528424

zbMATH Keywords

Markov chainMonte Carlostatistical physics

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05)

Cites Work

• Monte Carlo sampling methods using Markov chains and their applications
• Equation of State Calculations by Fast Computing Machines
• Markov Chains
• Title not available (Why is that?)
• Time-Dependent Statistics of the Ising Model
• Title not available (Why is that?)
• Title not available (Why is that?)
• Transition matrix Monte Carlo method
• A general limitation on Monte Carlo algorithms of the Metropolis type

Cited In (3)

• Notes on Philosophy of the Monte Carlo Method
• Theoretical investigation of interacting molecular motors
• Title not available (Why is that?)

This page was built for publication: Monte Carlo methods in statistical physics: mathematical foundations and strategies

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q718269)