An Introduction to Monte Carlo Simulation of Statistical physics Problem

K. P. N. Murthy

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An Introduction to Monte Carlo Simulation of Statistical physics Problem

K. P. N. Murthy

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Abstract

A brief introduction to the technique of Monte Carlo simulations in statistical physics is presented. The topics covered include statistical ensembles random and pseudo random numbers, random sampling techniques, importance sampling, Markov chain, Metropolis algorithm, continuous phase transition, statistical errors from correlated and uncorrelated data, finite size scaling, n-fold way, critical slowing down, blocking technique,percolation, cluster algorithms, cluster counting, histogram techniques, entropic/multicanonical Monte Carlo, Wang-Landau algorith and Jarzynski's identity.

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K. P. N. Murthy. 2003-12-17. An Introduction to Monte Carlo Simulation of Statistical physics Problem. https://arxiv.org/abs/cond-mat/0104167

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