Preface |
|
xv | |
|
|
1 | (8) |
|
1.1 What is a Monte Carlo simulation? |
|
|
1 | (1) |
|
1.2 A comment on the history of Monte Carlo simulations |
|
|
2 | (1) |
|
1.3 What problems can we solve with it? |
|
|
3 | (1) |
|
1.4 What difficulties will we encounter? |
|
|
4 | (1) |
|
1.4.1 Limited computer time and memory |
|
|
4 | (1) |
|
1.4.2 Statistical and other errors |
|
|
4 | (1) |
|
1.4.3 Knowledge that every practitioner should have |
|
|
5 | (1) |
|
1.5 What strategy should we follow in approaching a problem? |
|
|
5 | (1) |
|
1.6 How do simulations relate to theory and experiment? |
|
|
6 | (1) |
|
|
7 | (1) |
|
|
8 | (1) |
|
2 Some necessary background |
|
|
9 | (45) |
|
2.1 Thermodynamics and statistical mechanics: a quick reminder |
|
|
9 | (23) |
|
|
9 | (8) |
|
|
17 | (12) |
|
2.1.3 Ergodicity and broken symmetry |
|
|
29 | (1) |
|
2.1.4 Fluctuations and the Ginzburg criterion |
|
|
30 | (1) |
|
2.1.5 A standard exercise: the ferromagnetic Ising model |
|
|
31 | (1) |
|
|
32 | (6) |
|
|
32 | (2) |
|
2.2.2 Special probability distributions and the central limit theorem |
|
|
34 | (1) |
|
|
35 | (1) |
|
2.2.4 Markov chains and master equations |
|
|
36 | (2) |
|
2.3 The `art' of random number generation |
|
|
38 | (6) |
|
|
38 | (1) |
|
2.3.2 Congruential method |
|
|
39 | (1) |
|
2.3.3 Mixed congruential methods |
|
|
40 | (1) |
|
2.3.4 Shift register algorithm |
|
|
40 | (1) |
|
2.3.5 Lagged Fibonacci methods |
|
|
41 | (1) |
|
|
41 | (3) |
|
2.3.7 Non-uniform distributions |
|
|
44 | (1) |
|
2.4 Non-equilibrium and dynamics: some introductory comments |
|
|
44 | (8) |
|
2.4.1 Physical applications of master equations |
|
|
44 | (2) |
|
2.4.2 Conservation laws and their consequences |
|
|
46 | (3) |
|
2.4.3 Critical slowing down at phase transitions |
|
|
49 | (2) |
|
2.4.4 Transport coefficients |
|
|
51 | (1) |
|
2.4.5 Concluding comments: why bother about dynamics when doing Monte Carlo for statics? |
|
|
51 | (1) |
|
|
52 | (2) |
|
3 Simple sampling Monte Carlo methods |
|
|
54 | (26) |
|
|
54 | (1) |
|
3.2 Comparisons of methods for numerical integration of given functions |
|
|
54 | (3) |
|
|
54 | (2) |
|
3.2.2 Intelligent methods |
|
|
56 | (1) |
|
3.3 Boundary value problems |
|
|
57 | (2) |
|
3.4 Simulation of radioactive decay |
|
|
59 | (1) |
|
3.5 Simulation of transport properties |
|
|
60 | (2) |
|
|
60 | (1) |
|
|
61 | (1) |
|
3.6 The percolation problem |
|
|
62 | (10) |
|
|
62 | (5) |
|
3.6.2 Cluster counting: the Hoshen-Kopelman algorithm |
|
|
67 | (1) |
|
3.6.3 Other percolation models |
|
|
68 | (1) |
|
3.6.4 The Lorentz gas and cherry pit models and the localization transition |
|
|
69 | (1) |
|
3.6.5 Explosive percolation |
|
|
70 | (2) |
|
3.7 Finding the groundstate of a Hamiltonian |
|
|
72 | (1) |
|
3.8 Generation of `random' walks |
|
|
73 | (5) |
|
|
73 | (1) |
|
|
74 | (1) |
|
3.8.3 Self-avoiding walks |
|
|
75 | (2) |
|
3.8.4 Growing walks and other models |
|
|
77 | (1) |
|
|
78 | (1) |
|
|
78 | (2) |
|
4 Importance sampling Monte Carlo methods |
|
|
80 | (81) |
|
|
80 | (1) |
|
4.2 The simplest case: single spin-flip sampling for the simple Ising model |
|
|
81 | (42) |
|
|
82 | (3) |
|
4.2.2 Boundary conditions |
|
|
85 | (6) |
|
4.2.3 Finite size effects |
|
|
91 | (14) |
|
4.2.4 Finite sampling time effects |
|
|
105 | (10) |
|
4.2.5 Critical relaxation |
|
|
115 | (8) |
|
4.3 Other discrete variable models |
|
|
123 | (9) |
|
4.3.1 Ising models with competing interactions |
|
|
123 | (4) |
|
4.3.2 q-state Potts models |
|
|
127 | (1) |
|
4.3.3 Baxter and Baxter-Wu models |
|
|
128 | (1) |
|
|
129 | (1) |
|
4.3.5 Ising spin glass models |
|
|
130 | (1) |
|
4.3.6 Complex fluid models |
|
|
131 | (1) |
|
4.4 Spin-exchange sampling |
|
|
132 | (8) |
|
4.4.1 Constant magnetization simulations |
|
|
132 | (1) |
|
|
133 | (2) |
|
|
135 | (3) |
|
4.4.4 Hydrodynamic slowing down |
|
|
138 | (1) |
|
4.4.5 Interface between coexisting phases |
|
|
139 | (1) |
|
4.5 Microcanonical methods |
|
|
140 | (1) |
|
|
140 | (1) |
|
|
140 | (1) |
|
|
141 | (1) |
|
4.6 General remarks, choice of ensemble |
|
|
141 | (2) |
|
4.7 Statics and dynamics of polymer models on lattices |
|
|
143 | (13) |
|
|
143 | (1) |
|
4.7.2 Fixed bond length methods |
|
|
143 | (2) |
|
4.7.3 Bond fluctuation method |
|
|
145 | (1) |
|
4.7.4 Enhanced sampling using a fourth dimension |
|
|
145 | (2) |
|
4.7.5 The `wormhole algorithm' - another method to equilibrate dense polymeric systems |
|
|
147 | (1) |
|
4.7.6 Polymers in solutions of variable quality: #-point, collapse transition, unmixing |
|
|
147 | (3) |
|
4.7.7 Equilibrium polymers: a case study |
|
|
150 | (3) |
|
4.7.8 The pruned enriched Rosenbluth method (PERM): a biased sampling approach to simulate very long isolated chains |
|
|
153 | (3) |
|
|
156 | (1) |
|
|
156 | (1) |
|
|
157 | (4) |
|
5 More on importance sampling Monte Carlo methods for lattice systems |
|
|
161 | (82) |
|
5.1 Cluster flipping methods |
|
|
161 | (7) |
|
5.1.1 Fortuin-Kasteleyn theorem |
|
|
161 | (1) |
|
5.1.2 Swendsen-Wang method |
|
|
162 | (3) |
|
|
165 | (1) |
|
5.1.4 `Improved estimators' |
|
|
166 | (1) |
|
5.1.5 Invaded cluster algorithm |
|
|
167 | (1) |
|
5.1.6 Probability changing cluster algorithm |
|
|
167 | (1) |
|
5.2 Specialized computational techniques |
|
|
168 | (7) |
|
5.2.1 Expanded ensemble methods |
|
|
168 | (1) |
|
|
168 | (1) |
|
5.2.3 iV-fold way and extensions |
|
|
169 | (3) |
|
|
172 | (1) |
|
5.2.5 Multigrid algorithms |
|
|
172 | (1) |
|
5.2.6 Monte Carlo on vector computers |
|
|
173 | (1) |
|
5.2.7 Monte Carlo on parallel computers |
|
|
174 | (1) |
|
5.3 Classical spin models |
|
|
175 | (15) |
|
|
175 | (1) |
|
5.3.2 Simple spin-tilt method |
|
|
176 | (2) |
|
|
178 | (1) |
|
5.3.4 Low temperature techniques |
|
|
179 | (1) |
|
5.3.5 Over-relaxation methods |
|
|
179 | (1) |
|
5.3.6 Wolff embedding trick and cluster flipping |
|
|
180 | (1) |
|
|
181 | (1) |
|
5.3.8 Monte Carlo dynamics vs. equation of motion dynamics |
|
|
182 | (1) |
|
5.3.9 Topological excitations and solitons |
|
|
182 | (4) |
|
5.3.10 Finite size scaling for systems with vector order parameters |
|
|
186 | (4) |
|
5.4 Systems with quenched randomness |
|
|
190 | (17) |
|
5.4.1 General comments: averaging in random systems |
|
|
190 | (4) |
|
5.4.2 Parallel tempering: a general method to better equilibrate systems with complex energy landscapes |
|
|
194 | (1) |
|
5.4.3 Random fields and random bonds |
|
|
195 | (3) |
|
5.4.4 Spin glasses and optimization by simulated annealing |
|
|
198 | (5) |
|
5.4.5 Aging in spin glasses and related systems |
|
|
203 | (1) |
|
5.4.6 Vector spin glasses: developments and surprises |
|
|
204 | (1) |
|
5.4.7 The ground state of the Ising spin glass on the square lattice: a case study |
|
|
204 | (3) |
|
5.5 Models with mixed degrees of freedom: Si/Ge alloys, a case study |
|
|
207 | (2) |
|
5.6 Methods for systems with long range interactions |
|
|
209 | (2) |
|
5.7 Parallel tempering, simulated tempering, and related methods: accuracy considerations |
|
|
211 | (3) |
|
5.8 Sampling the free energy and entropy |
|
|
214 | (4) |
|
5.8.1 Thermodynamic integration |
|
|
214 | (2) |
|
5.8.2 Groundstate free energy determination |
|
|
216 | (1) |
|
5.8.3 Estimation of intensive variables: the chemical potential |
|
|
216 | (1) |
|
5.8.4 Lee-Kosterlitz method |
|
|
217 | (1) |
|
5.8.5 Free energy from finite size dependence at Te |
|
|
218 | (1) |
|
|
218 | (19) |
|
5.9.1 Inhomogeneous systems: surfaces, interfaces, etc. |
|
|
218 | (7) |
|
5.9.2 Anisotropic critical phenomena: simulation boxes with arbitrary aspect ratio |
|
|
225 | (2) |
|
5.9.3 Other Monte Carlo schemes |
|
|
227 | (2) |
|
5.9.4 Inverse and reverse Monte Carlo methods |
|
|
229 | (2) |
|
5.9.5 Finite size effects: review and summary |
|
|
231 | (1) |
|
5.9.6 More about error estimation |
|
|
231 | (2) |
|
5.9.7 Random number generators revisited |
|
|
233 | (4) |
|
5.10 Summary and perspective |
|
|
237 | (1) |
|
|
237 | (6) |
|
|
243 | (83) |
|
|
243 | (35) |
|
6.1.1 NVT ensemble and the virial theorem |
|
|
243 | (4) |
|
|
247 | (4) |
|
6.1.3 `Real' microcanonical ensemble |
|
|
251 | (1) |
|
6.1.4 Grand canonical ensemble |
|
|
252 | (4) |
|
6.1.5 Near critical coexistence: a case study |
|
|
256 | (2) |
|
6.1.6 Subsystems: a case study |
|
|
258 | (6) |
|
|
264 | (2) |
|
6.1.8 Widom particle insertion method and variants |
|
|
266 | (3) |
|
6.1.9 Monte Carlo phase switch |
|
|
269 | (4) |
|
6.1.10 Cluster algorithm for fluids |
|
|
273 | (1) |
|
6.1.11 Event chain algorithms |
|
|
274 | (3) |
|
6.1.12 An extension of the `N-fold way'-algorithm to off-lattice systems |
|
|
277 | (1) |
|
6.2 `Short range' interactions |
|
|
278 | (2) |
|
|
278 | (1) |
|
6.2.2 Verlet tables and cell structure |
|
|
278 | (1) |
|
6.2.3 Minimum image convention |
|
|
279 | (1) |
|
6.2.4 Mixed degrees of freedom reconsidered |
|
|
279 | (1) |
|
6.3 Treatment of long range forces |
|
|
280 | (3) |
|
6.3.1 Reaction field method |
|
|
280 | (1) |
|
|
280 | (1) |
|
6.3.3 Fast multipole method |
|
|
281 | (1) |
|
6.3.4 Particle-particle particle-mesh (P'M) method |
|
|
282 | (1) |
|
|
283 | (2) |
|
|
283 | (1) |
|
6.4.2 Periodic substrate potentials |
|
|
283 | (2) |
|
|
285 | (4) |
|
6.5.1 A case study: application of the Liu-Luijten algorithm to a binary fluid mixture |
|
|
288 | (1) |
|
6.6 Polymers: an introduction |
|
|
289 | (16) |
|
6.6.1 Length scales and models |
|
|
289 | (7) |
|
6.6.2 Asymmetric polymer mixtures: a case study |
|
|
296 | (2) |
|
6.6.3 Applications: dynamics of polymer melts; thin adsorbed polymeric films |
|
|
298 | (5) |
|
6.6.4 Polymer melts: speeding up bond fluctuation model simulations |
|
|
303 | (2) |
|
6.7 Liquid crystals; an introduction |
|
|
305 | (4) |
|
6.8 Configurational bias and `smart Monte Carlo' |
|
|
309 | (4) |
|
6.9 Estimation of excess free energies due to walls for fluids and solids |
|
|
313 | (3) |
|
6.10 A symmetric, Lennard-Jones mixture: a case study |
|
|
316 | (1) |
|
6.11 Finite size effects on interfacial properties: a case study |
|
|
317 | (4) |
|
|
321 | (1) |
|
|
321 | (5) |
|
|
326 | (39) |
|
|
326 | (3) |
|
7.1.1 Distribution functions |
|
|
326 | (1) |
|
|
326 | (3) |
|
7.2 Single histogram method |
|
|
329 | (12) |
|
7.2.1 The Ising model as a case study |
|
|
330 | (8) |
|
7.2.2 The surface-bulk multicritical point: another case study |
|
|
338 | (3) |
|
7.3 Multihistogram method |
|
|
341 | (1) |
|
7.4 Broad histogram method |
|
|
341 | (1) |
|
7.5 Transition matrix Monte Carlo |
|
|
342 | (1) |
|
7.6 Multicanonical sampling |
|
|
342 | (6) |
|
7.6.1 The multicanonical approach and its relationship to canonical sampling |
|
|
342 | (2) |
|
7.6.2 Near first order transitions |
|
|
344 | (2) |
|
7.6.3 Groundstates in complicated energy landscapes |
|
|
346 | (1) |
|
7.6.4 Interface free energy estimation |
|
|
347 | (1) |
|
7.7 A case study: the Casimir effect in critical systems |
|
|
348 | (1) |
|
|
348 | (11) |
|
|
348 | (5) |
|
7.8.2 Applications to models with continuous variables |
|
|
353 | (1) |
|
7.8.3 Two-dimensional Wang-Landau sampling: a case study |
|
|
354 | (1) |
|
7.8.4 Microcanonical entropy inflection points |
|
|
354 | (2) |
|
7.8.5 Back to numerical integration |
|
|
356 | (1) |
|
7.8.6 Replica exchange Wang-Landau sampling |
|
|
357 | (2) |
|
7.9 A case study: evaporation/condensation transition of droplets |
|
|
359 | (3) |
|
|
362 | (3) |
|
8 Quantum Monte Carlo methods |
|
|
365 | (51) |
|
|
365 | (2) |
|
8.2 Feynman path integral formulation |
|
|
367 | (10) |
|
8.2.1 Off-lattice problems: low temperature properties of crystals |
|
|
367 | (6) |
|
8.2.2 Bose statistics and superfluidity |
|
|
373 | (2) |
|
8.2.3 Path integral formulation for rotational degrees of freedom |
|
|
375 | (2) |
|
|
377 | (21) |
|
8.3.1 The Ising model in a transverse field |
|
|
377 | (1) |
|
8.3.2 Anisotropic Heisenberg chain: an early case study |
|
|
378 | (4) |
|
8.3.3 Fermions on a lattice |
|
|
382 | (3) |
|
8.3.4 An intermezzo: the minus sign problem |
|
|
385 | (2) |
|
8.3.5 Spinless fermions revisited |
|
|
387 | (2) |
|
8.3.6 Cluster methods for quantum lattice models |
|
|
389 | (2) |
|
8.3.7 Continuous time simulations |
|
|
391 | (1) |
|
8.3.8 Decoupled cell method |
|
|
392 | (1) |
|
8.3.9 Handscomb's method and the stochastic series expansion (SSE) approach |
|
|
393 | (1) |
|
8.3.10 Wang-Landau sampling for quantum models |
|
|
394 | (2) |
|
8.3.11 Fermion determinants |
|
|
396 | (2) |
|
8.4 Monte Carlo methods for the study of groundstate properties |
|
|
398 | (4) |
|
8.4.1 Variational Monte Carlo (VMC) |
|
|
398 | (2) |
|
8.4.2 Green's function Monte Carlo methods (GFMC) |
|
|
400 | (2) |
|
8.5 Quantum Monte Carlo in nuclear physics |
|
|
402 | (2) |
|
8.6 Towards constructing the nodal surface of off-lattice, many-Fermion systems: the `survival of the fittest algorithm' |
|
|
404 | (4) |
|
8.7 Bypassing the minus sign problem: phase transitions in antiferromagnetic metals |
|
|
408 | (3) |
|
|
411 | (1) |
|
|
412 | (4) |
|
9 Monte Carlo renormalization group methods |
|
|
416 | (14) |
|
9.1 Introduction to renormalization group theory |
|
|
416 | (4) |
|
9.2 Real space renormalization group |
|
|
420 | (1) |
|
9.3 Monte Carlo renormalization group |
|
|
421 | (8) |
|
9.3.1 Large cell renormalization |
|
|
421 | (2) |
|
9.3.2 Ma's method: finding critical exponents and the fixed point Hamiltonian |
|
|
423 | (1) |
|
|
424 | (2) |
|
9.3.4 Location of phase boundaries |
|
|
426 | (2) |
|
9.3.5 Dynamic problems: matching time-dependent correlation functions |
|
|
428 | (1) |
|
9.3.6 Inverse Monte Carlo renormalization group transformations |
|
|
428 | (1) |
|
|
429 | (1) |
|
10 Non-equilibrium and irreversible processes |
|
|
430 | (35) |
|
10.1 Introduction and perspective |
|
|
430 | (1) |
|
10.2 Driven diffusive systems (driven lattice gases) |
|
|
431 | (3) |
|
|
434 | (3) |
|
|
437 | (6) |
|
10.4.1 Phase separation in mixtures |
|
|
437 | (3) |
|
10.4.2 A case study: growth of domains and aging phenomena in spin glasses |
|
|
440 | (3) |
|
|
443 | (2) |
|
|
443 | (1) |
|
10.5.2 Kinetic gelation: a case study |
|
|
443 | (2) |
|
10.6 Growth of structures and patterns |
|
|
445 | (4) |
|
10.6.1 Eden model of cluster growth |
|
|
445 | (1) |
|
10.6.2 Diffusion limited aggregation |
|
|
445 | (3) |
|
10.6.3 Cluster-cluster aggregation |
|
|
448 | (1) |
|
|
448 | (1) |
|
10.7 Models for film growth |
|
|
449 | (5) |
|
|
449 | (1) |
|
10.7.2 Ballistic deposition |
|
|
450 | (1) |
|
|
451 | (1) |
|
10.7.4 Kinetic Monte Carlo and MBE growth |
|
|
452 | (2) |
|
10.8 Transition path sampling |
|
|
454 | (3) |
|
10.8.1 What is transition path sampling? |
|
|
454 | (1) |
|
10.8.2 A case study: the disk to slab transition in the two-dimensional Ising model |
|
|
455 | (2) |
|
10.9 Forced polymer pore translocation: a case study |
|
|
457 | (3) |
|
10.10 The Jarzynski non-equilibrium work theorem and its application to obtain free energy differences from trajectories |
|
|
460 | (2) |
|
10.11 Outlook: variations on a theme |
|
|
462 | (1) |
|
|
462 | (3) |
|
11 Lattice gauge models: a brief introduction |
|
|
465 | (19) |
|
11.1 Introduction: gauge invariance and lattice gauge theory |
|
|
465 | (2) |
|
11.2 Some technical matters |
|
|
467 | (1) |
|
11.3 Results for Z(N) lattice gauge models |
|
|
467 | (1) |
|
11.4 Compact U(l) gauge theory |
|
|
468 | (1) |
|
11.5 SU(2) lattice gauge theory |
|
|
469 | (1) |
|
11.6 Introduction: quantum chromodynamics (QCD) and phase transitions of nuclear matter |
|
|
470 | (3) |
|
11.7 The deconfinement transition of QCD |
|
|
473 | (2) |
|
11.8 Finite size scaling based on Polyakov loops: a case study |
|
|
475 | (3) |
|
11.9 Towards quantitative predictions |
|
|
478 | (3) |
|
11.10 Density of states in gauge theories |
|
|
481 | (1) |
|
|
481 | (1) |
|
|
482 | (2) |
|
12 A brief review of other methods of computer simulation |
|
|
484 | (35) |
|
|
484 | (1) |
|
|
484 | (11) |
|
12.2.1 Integration methods (microcanonical ensemble) |
|
|
484 | (4) |
|
12.2.2 Other ensembles (constant temperature, constant pressure, etc.) |
|
|
488 | (3) |
|
12.2.3 Non-equilibrium molecular dynamics |
|
|
491 | (1) |
|
12.2.4 Hybrid methods (MD + MC) |
|
|
491 | (1) |
|
12.2.5 Ab initio molecular dynamics |
|
|
492 | (1) |
|
12.2.6 Hyperdynamics and metadynamics |
|
|
493 | (1) |
|
12.2.7 Molecular dynamics for systems with open boundaries |
|
|
494 | (1) |
|
12.3 Quasi-classical spin dynamics |
|
|
495 | (5) |
|
12.3.1 Combined molecular dynamics-spin dynamics (MD-SD) simulations |
|
|
499 | (1) |
|
12.4 Langevin equations and variations (cell dynamics) |
|
|
500 | (1) |
|
|
501 | (1) |
|
12.6 Dissipative particle dynamics (DPD) |
|
|
502 | (1) |
|
12.7 Lattice gas cellular automata |
|
|
503 | (1) |
|
12.8 Lattice Boltzmann equation |
|
|
504 | (1) |
|
12.9 Multiscale simulation |
|
|
505 | (2) |
|
12.10 Multiparticle collision dynamics |
|
|
507 | (2) |
|
|
509 | (3) |
|
|
512 | (3) |
|
|
515 | (4) |
|
13 Monte Carlo simulations at the periphery of physics and beyond |
|
|
519 | (21) |
|
|
519 | (1) |
|
|
519 | (1) |
|
|
520 | (2) |
|
|
522 | (2) |
|
13.5 `Biologically inspired' physics |
|
|
524 | (3) |
|
13.5.1 Commentary and perspective |
|
|
524 | (1) |
|
|
524 | (3) |
|
|
527 | (1) |
|
|
527 | (2) |
|
13.7 Mathematics/statistics/computer science |
|
|
529 | (1) |
|
|
530 | (1) |
|
|
530 | (1) |
|
13.10 `Traffic' simulations |
|
|
531 | (2) |
|
|
533 | (1) |
|
13.12 Networks: what connections really matter? |
|
|
534 | (1) |
|
|
535 | (1) |
|
|
536 | (4) |
|
14 Monte Carlo studies of biological molecules |
|
|
540 | (14) |
|
|
540 | (1) |
|
|
541 | (7) |
|
|
541 | (1) |
|
14.2.2 How to best simulate proteins: Monte Carlo or molecular dynamics |
|
|
542 | (1) |
|
14.2.3 Generalized ensemble methods |
|
|
543 | (2) |
|
14.2.4 Globular proteins: a case study |
|
|
545 | (1) |
|
14.2.5 Simulations of membrane proteins |
|
|
545 | (3) |
|
14.3 Monte Carlo simulations of RNA structures |
|
|
548 | (1) |
|
14.4 Monte Carlo simulations of carbohydrates |
|
|
549 | (2) |
|
14.5 Determining macromolecular structures |
|
|
551 | (1) |
|
|
551 | (1) |
|
|
552 | (2) |
|
|
554 | (2) |
Index |
|
556 | |