A Guide to Monte Carlo Simulations in Statistical Physics

A Guide to Monte Carlo Simulations in Statistical Physics
Author: David P. Landau
Publisher: Cambridge University Press
Total Pages: 456
Release: 2005-09
Genre: Computers
ISBN: 9780521842389

This updated edition deals with the Monte Carlo simulation of complex physical systems encountered in condensed-matter physics, statistical mechanics, and related fields. It contains many applications, examples, and exercises to help the reader. It is an excellent guide for graduate students and researchers who use computer simulations in their research.

A Guide to Monte Carlo Simulations in Statistical Physics

A Guide to Monte Carlo Simulations in Statistical Physics
Author: David P. Landau
Publisher: Cambridge University Press
Total Pages: 402
Release: 2000-08-17
Genre: Mathematics
ISBN: 9780521653664

This book describes all aspects of Monte Carlo simulation of complex physical systems encountered in condensed-matter physics and statistical mechanics, as well as in related fields, such as polymer science and lattice gauge theory. The authors give a succinct overview of simple sampling methods and develop the importance sampling method. In addition they introduce quantum Monte Carlo methods, aspects of simulations of growth phenomena and other systems far from equilibrium, and the Monte Carlo Renormalization Group approach to critical phenomena. The book includes many applications, examples, and current references, and exercises to help the reader.

Monte Carlo Simulation in Statistical Physics

Monte Carlo Simulation in Statistical Physics
Author: Kurt Binder
Publisher: Springer Science & Business Media
Total Pages: 201
Release: 2013-11-11
Genre: Science
ISBN: 366230273X

When learning very formal material one comes to a stage where one thinks one has understood the material. Confronted with a "realiife" problem, the passivity of this understanding sometimes becomes painfully elear. To be able to solve the problem, ideas, methods, etc. need to be ready at hand. They must be mastered (become active knowledge) in order to employ them successfully. Starting from this idea, the leitmotif, or aim, of this book has been to elose this gap as much as possible. How can this be done? The material presented here was born out of a series of lectures at the Summer School held at Figueira da Foz (Portugal) in 1987. The series of lectures was split into two concurrent parts. In one part the "formal material" was presented. Since the background of those attending varied widely, the presentation of the formal material was kept as pedagogic as possible. In the formal part the general ideas behind the Monte Carlo method were developed. The Monte Carlo method has now found widespread appli cation in many branches of science such as physics, chemistry, and biology. Because of this, the scope of the lectures had to be narrowed down. We could not give a complete account and restricted the treatment to the ap plication of the Monte Carlo method to the physics of phase transitions. Here particular emphasis is placed on finite-size effects.

Quantum Monte Carlo Methods

Quantum Monte Carlo Methods
Author: James Gubernatis
Publisher: Cambridge University Press
Total Pages: 503
Release: 2016-06-02
Genre: Science
ISBN: 1316483126

Featuring detailed explanations of the major algorithms used in quantum Monte Carlo simulations, this is the first textbook of its kind to provide a pedagogical overview of the field and its applications. The book provides a comprehensive introduction to the Monte Carlo method, its use, and its foundations, and examines algorithms for the simulation of quantum many-body lattice problems at finite and zero temperature. These algorithms include continuous-time loop and cluster algorithms for quantum spins, determinant methods for simulating fermions, power methods for computing ground and excited states, and the variational Monte Carlo method. Also discussed are continuous-time algorithms for quantum impurity models and their use within dynamical mean-field theory, along with algorithms for analytically continuing imaginary-time quantum Monte Carlo data. The parallelization of Monte Carlo simulations is also addressed. This is an essential resource for graduate students, teachers, and researchers interested in quantum Monte Carlo techniques.

Statistical Mechanics

Statistical Mechanics
Author: Bruce Berne
Publisher: Springer
Total Pages: 242
Release: 2012-05-06
Genre: Science
ISBN: 9781468425550

The last decade has been marked by a rapid growth in statistical mechanics, especially in connection with the physics and chemistry of the fluid state. Our understanding in these areas has been considerably advanced and enriched by the discovery of new techniques and the sharpening of old techniques, ranging all the way from computer simulation to mode-mode coupling theories. Statistical mechanics brings together under one roof a broad spectrum of mathematical techniques. The aim of these volumes is to provide a didactic treatment of those techniques that are most useful for the study of problems of current interest to theoretical chemists. The emphasis throughout is on the techniques themselves and not on reviewing the enormous literature in statistical mechanics. Each author was charged with the following task. Given N pages, (a) pose the problem, (b) present those aspects of the particular technique that clearly illustrate its internal workings, (c) apply the technique to the solution of several illustrative examples, and (d) write the chapter so that it will enable the reader to approach key citations to the literature intelligently. These volumes are designed for graduate students and research workers in statistical mechanics. Nevertheless, because of the range of techniques and their general utility, they should be useful in other areas as well.

Monte Carlo Simulation and Finance

Monte Carlo Simulation and Finance
Author: Don L. McLeish
Publisher: John Wiley & Sons
Total Pages: 308
Release: 2011-09-13
Genre: Business & Economics
ISBN: 1118160940

Monte Carlo methods have been used for decades in physics, engineering, statistics, and other fields. Monte Carlo Simulation and Finance explains the nuts and bolts of this essential technique used to value derivatives and other securities. Author and educator Don McLeish examines this fundamental process, and discusses important issues, including specialized problems in finance that Monte Carlo and Quasi-Monte Carlo methods can help solve and the different ways Monte Carlo methods can be improved upon. This state-of-the-art book on Monte Carlo simulation methods is ideal for finance professionals and students. Order your copy today.

Computer Simulations of Surfaces and Interfaces

Computer Simulations of Surfaces and Interfaces
Author: Burkhard Dünweg
Publisher: Springer Science & Business Media
Total Pages: 480
Release: 2003-12-31
Genre: Computers
ISBN: 9781402014642

Proceedings of the NATO Advanced Study Institute, Albena, Bulgaria, from 9 to 20 September 2002

A Guide to Monte Carlo Simulations in Statistical Physics

A Guide to Monte Carlo Simulations in Statistical Physics
Author: David Landau
Publisher: Cambridge University Press
Total Pages: 583
Release: 2021-07-29
Genre: Science
ISBN: 1108809294

Dealing with all aspects of Monte Carlo simulation of complex physical systems encountered in condensed matter physics and statistical mechanics, this book provides an introduction to computer simulations in physics. The 5th edition contains extensive new material describing numerous powerful algorithms and methods that represent recent developments in the field. New topics such as active matter and machine learning are also introduced. Throughout, there are many applications, examples, recipes, case studies, and exercises to help the reader fully comprehend the material. This book is ideal for graduate students and researchers, both in academia and industry, who want to learn techniques that have become a third tool of physical science, complementing experiment and analytical theory.

Markov Chain Monte Carlo Simulations and Their Statistical Analysis

Markov Chain Monte Carlo Simulations and Their Statistical Analysis
Author: Bernd A. Berg
Publisher: World Scientific
Total Pages: 380
Release: 2004
Genre: Science
ISBN: 9812389350

This book teaches modern Markov chain Monte Carlo (MC) simulation techniques step by step. The material should be accessible to advanced undergraduate students and is suitable for a course. It ranges from elementary statistics concepts (the theory behind MC simulations), through conventional Metropolis and heat bath algorithms, autocorrelations and the analysis of the performance of MC algorithms, to advanced topics including the multicanonical approach, cluster algorithms and parallel computing. Therefore, it is also of interest to researchers in the field. The book relates the theory directly to Web-based computer code. This allows readers to get quickly started with their own simulations and to verify many numerical examples easily. The present code is in Fortran 77, for which compilers are freely available. The principles taught are important for users of other programming languages, like C or C++.

Monte Carlo Methods in Statistical Physics

Monte Carlo Methods in Statistical Physics
Author: M. E. J. Newman
Publisher: Clarendon Press
Total Pages: 496
Release: 1999-02-11
Genre: Computers
ISBN: 9780198517979

This book provides an introduction to the use of Monte Carlo computer simulation methods suitable for beginning graduate students and beyond. It is suitable for a course text for physics or chemistry departments or for self-teaching.