Monte Carlo algorithms

Monte Carlo algorithms are based on stochastic simulation and averages are calculated as ensemble average:

The algorithm is as follows:

  1. Start in a configuration .
  2. Create a new configuration, .
  3. Calculate the transition probability,
  4. Generate a random number, u, uniform in 0 u 1.
  5. If < u, is , else is .
If

then

i.e the ensemble average is calculated as a straightforward arithmetic average over the configurations generated in the simulation.

  1. Monte Carlo algorithms
  2. Implementation of Metropolis

Back

Author Per Stoltze stoltze@fysik.dtu.dk