کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
767368 897173 2010 14 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Monte Carlo methods in statistical physics: Mathematical foundations and strategies
موضوعات مرتبط
مهندسی و علوم پایه سایر رشته های مهندسی مهندسی مکانیک
پیش نمایش صفحه اول مقاله
Monte Carlo methods in statistical physics: Mathematical foundations and strategies
چکیده انگلیسی

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.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Communications in Nonlinear Science and Numerical Simulation - Volume 15, Issue 6, June 2010, Pages 1589–1602
نویسندگان
,