Monte Carlo algorithms

The Monte Carlo algorithm as outlined earlier is not a single algorithm. Actually it contains whole families of algorithms. To discover why, we have to consider the theory a little closer:

The master equation for transition between states in the simulation is

We want the algorithm to establish the canonical distribution

this can be acomplished for many different functional forms for the transition probability w.

In the Metropolis algorithm for (NTV) ensemble:

In the Glauber algorithm for (NTV) ensemble:

In the Metropolis algorithm for (NTp) ensemble:


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Author Per Stoltze stoltze@fysik.dtu.dk