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Table Of Contents

Sampling, Statistics and Computer Code
1.1 Probability Distributions and Sampling
1.1.1 Assignments for section 1.1
1.2 Random Numbers
1.2.1 Assignments for section 1.2
1.3About the Fortran Code
1.3.1 CPU time measurements under Linux
1.4 Gaussian Distribution
1.4.1 Assignments for section 1.4
1.5 Confidence Intervals
1.5.1 Assignment for section 1.5
1.6 Order Statistics and HeapSort
1.6.1 Assignments for section 1.6
1.7 Functions and Expectation Values
1.7.1 Moments and Tchebychev's inequality
1.7.2 The sum of two independent random variables
1.7.5 Assignments for section 1.7
1.8 Sample Mean and the Central Limit Theorem
1.8.1 Probability density of the sample mean
1.8.2 The central limit theorem Counter example
1.8.3 Binning
1.8.4 Assignments for section 1.8
Error Analysis for Independent Random Variables
2.1 Gaussian Confidence Intervals and Error Bars
2.1.1 Estimator of the variance and bias
2.1.2 Statistical error bar routines fstebj Ratio of two means with error bars
2.1.3 Gaussian difference test Combining more than two data points
2.1.4 Assignments for section 2.1
2.2.1 Sample variance distribution
distribution function and probability density
2.2.3 Assignments for section 2.2
2.3Gosset's Student Distribution
2.3.1 Student difference test
2.3.2 Assignments for section 2.3
2.4 The Error of the Error Bar
2.4.1 Assignments for section 2.4
2.5 Variance Ratio Test (F-test)
2.5.1 F ratio confidence limits
2.5.2 Assignments for section 2.5
2.6 When are Distributions Consistent?
2.6.2 The one-sided Kolmogorov test
2.6.3 The two-sided Kolmogorov test
2.6.4 Assignments for section 2.6
2.7 The Jackknife Approach
2.7.1 Bias corrected estimators
2.7.2 Assignments for section 2.7
2.8 Determination ofParameters (Fitting) Confidence limits of the regression line Related functional forms Examples
2.8.2 Levenberg-Marquardt fitting Examples
2.8.3 Assignments for section 2.8
Markov Chain Monte Carlo
3.1 Preliminaries and the Two-Dimensional Ising Model
3.1.1 Lattice labeling
3.1.2 Sampling and Re-weighting
3.1.3 Assignments for section 3.1
3.2 Importance Sampling
3.2.1 The Metropolis algorithm
3.2.2 TheO(3) a-model and the heat bath algorithm
3.2.3 Assignments for section 3.2
3.3Potts Model Monte Carlo Simulations Updating routines Start and equilibration More updating routines
3.3.2 Heat bath code
3.3.3 Timing and time series comparison of the routines
3.3.4 Energy references, data production and analysis code 2d Ising model Data analysis Id 4-state and 10-state Potts models 3d Ising model 3d 3-state Potts model 4d Ising model with non-zero magnetic field
3.3.5 Assignments for section 3.3
3.4 Continuous Systems
3.4.1 Simple Metropolis code for the O(n) spin models
3.4.2 Metropolis code for the XY model Timing, discretization and rounding errors Acceptance rate
3.4.3 Heat bath code for theO(3) model Rounding errors
3.4.4 Assignments for section 3.4
Error Analysis for Markov Chain Data
4.1 Autocorrelations
4.1.1 Integrated autocorrelation time and binning Autocorrelation function Integrated autocorrelation time
4.1.3 Self-consistent versus reasonable error analysis
4.1.4 Assignments for section ^.1
4.2 Analysis of Statistical Physics Data
4.2.1 The d —2 Ising model off and on the critical point
4.2.2 Comparison of Markov chain MC algorithms Random versus sequential updating Tuning the Metropolis acceptance rate Metropolis versus heat bath: 2d q = 10 Potts
4.2.4 Assignments for section 4-2
4.3Fitting of Markov Chain Monte Carlo Data
4.3.1 One exponential autocorrelation time
5.1 Multicanonical Simulations
5.1.1 Recursion for the weights
5.1.2 Fortran implementation
5.1.3 Example runs
5.1.4 Performance
5.1.5 Re-weighting to the canonical ensemble
5.1.6 Energy and specific heat calculation
5.1.7 Free energy and entropy calculation
5.1.8 Time series analysis
5.2.1 Computer implementation
5.2.2 MC runs with the EDS code
5.2.3 Assignments for section 5.2
5.3Cluster Algorithms
5.3.1 Autocorrelation times
5.3.2 Assignments for section 5.3
5.4 Large Scale Simulations
5.4.1 Assignments for section 5.4
Parallel Computing
6.1 Trivially Parallel Computing
6.2 Message Passing Interface (MPI)
6.3Parallel Tempering
6.3.1 Computer implementation
6.3.2 Illustration for the 2d 10-state Potts model
6.3.3 Gaussian Multiple Markov chains
6.3.4 Assignments for section 6.3
6.4 Checkerboard algorithms
6.4.1 Assignment for section 6.4
Conclusions, History and Outlook
A.I Calculation of Special Functions
A. 2 Linear Algebraic Equations
B.I Exercises
B.2 Solutions
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Markov & Montecarlo simulation using Fortran

Markov & Montecarlo simulation using Fortran

Ratings: (0)|Views: 338|Likes:
Published by Ahmed Mohamed
Markov & Montecarlo simulation using Fortran
Markov & Montecarlo simulation using Fortran

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Published by: Ahmed Mohamed on Mar 16, 2013
Copyright:Attribution Non-commercial


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