Introduction to Monte Carlo algorithms.

Werner Krauth (1)

1 LPS - Laboratoire de Physique Statistique de l'ENS

In these lectures, given in '96 summer school in Beg-Rohu (France) and Budapest, I discuss the fundamental principles of thermodynamics and dynamic Monte Carlo methods in a simple light-weight fashion. The key-words are MARKOV CHAINS, SAMPLING, DETAILED BALANCE, A PRIORI PROBABILITIES, REJECTIONS, ERGODICITY, "FASTER THAN THE CLOCK ALGORITHMS" (43 pages).

Domaines: Physique [physics]

Werner Krauth. Introduction to Monte Carlo algorithms.. summer school in Beg-Rohu (France) and Budapest
1996, 2006. ⟨cel-00092936⟩