Bi 3:

M phng Monte Carlo

Under construction.

Gii thiu

Monte Carlo (MC) l phng php dng s ngu nhin

ly mu (sampling) trong mt tp hp

Thut ng Monte Carlo c s dng ln u bi

Metropolis (Los Alamos, 1947)

Tnh s Pi bng phng php ngu nhin (1901).

Phng php Metropolis (1953): cho php ly mu

(trong khng gian pha) theo mt tp hp thng k cho
trc.

Hin nay MC c coi l phng php hu hiu nht

nghin cu cc h phc hp

Tnh s bng Monte Carlo

4 N
hit
N
trails
N
trails
1/ 2
sai s ~

Tnh tch phn bng Monte Carlo

Phng php tng qut tnh tch phn bng cch ly

trung bnh t cc ln th

chn l s ngu nhin trong khong (x1,x2) vi phn

b (x) bt k cho trc, ta c:
F=

x
1
x
2
f ( x) dx
F=

x
1
x
2
f ( x)
p( x)
p( x) dx
F=

f (()
p(()

trials

Vi (x) l phn b u:

Tuy nhin, trong mt s trng hp cch ly mu theo

phn b u khng hiu qu. V d i vi tch phn cu
hnh trong tp hp chnh tc:
p( x)=
1
( x
2
x
1
)
x
1
xx
2
F=
( x
2
x
1
)
N
trials

i=1
N
trails
f ((
i
)
Z
NVT
=

dr e
V
p
/ k
B
T

Ly mu quan trng

L cch ly mu theo mt phn b (khc phn b u)

sao cho tp trung vo min c ng gp ng k trong
tch phn

Trong tp hp chnh tc:

Nu ta ly mu theo phn b th:

p
NVT
( I)=Z
NVT
1
e
V
p
( I)/ k
B
T
A
NVT
=

d I A(I) p
NVT
(I)
p=p
NVT
A
NVT
= A
trails

Chui Markov

Phng php ly mu Monte Carlo cho ta mt chui cc

trng thi vi m

Chui Markov: xc sut la chn mt trng thi ch ph

thuc vo trng thi ngay trc n

Xc sut chuyn trng thi :

Bo ton xc sut chuyn:

I
1,
I
2,
., I
n1
, I
n
,.

k
o
=1 k
oo
=1

o
k
o
k
o
o-

Phng trnh ch

Chui Markov tun theo phng trnh ch (Master

equation):
l xc sut tm thy h trng thi
l xc sut chuyn trng thi t sang

Phng trnh ch l dng ri rc ca phng trnh

Fokker-Planck (trong l thuyt cc qu trnh nhiu lon).
d p
o
dt
=

o
(k
o
p

k
o
p
o
)
p
o
k
o

iu kin cn bng chi tit

Khi t tin ti v cng, tn ti trng thi cn bng:

iu ny xy ra khi c iu kin cn bng chi tit:

d p
o
eq
dt
=0
t -: p
o
=p
o
eq
k
o
p

eq
=k
o
p
o
eq
Detailed balance
condition

iu kin cn bng chi tit

Khi t tin ti v cng, tn ti trng thi cn bng:

iu ny xy ra khi c iu kin cn bng chi tit:

d p
o
eq
dt
=0
t -: p
o
=p
o
eq
k
o
p

eq
=k
o
p
o
eq
Detailed balance
condition

Thng thng trong Monte Carlo

trong l xc sut tin quyt (apriori)
l xc sut chp nhn

Monte Carlo yu cu xc sut tin quyt phi bng nhau

(tng t nh tin v xc sut tin quyt trong Vt l
thng k: cc trng thi vi m c xc sut tin quyt
bng nhau)
k

=k

a
k

s
k

a
k

s
k

a
=k

a

Phng php Metropolis

Cho cch chn xc sut chuyn trng thi sao cho iu

kin cn bng chi tit c tha mn:

nu

nu
k

s
=1
k

s
=
p

eq
p

eq
p

eq
p
o
eq
p

eq
p
o
eq
k

s
=
p

eq
p

eq
k

s
=1

Trng hp tp hp chnh tc, ta c phn b Boltzmann:

p
o
eq
=
e
E
o
/k
B
T
Z
NVT
p

eq
=
e
E

/ k
B
T
Z
NVT
p

eq
p
o
eq
=e
( E

E
o
)/ k
B
T
suy ra
E

E
o
k

s
=1
k

s
=e
( E

)/ k
B
T
E

>E
o
k

s
=e
( E

)/ k
B
T
k

s
=1
Nu
Nu

Thut ton Metropolis:

Gi s nng lng trng thi hin ti l E, nng lng trng
thi mi l E'

nu : chp nhn trng thi mi

nu : chp nhn vi xc sut

gieo mt s ngu nhin r trong khong [0,1)

nu r < k chp nhn trng thi mi.

nu r > hoc = k, khng chp nhn trng mi

k=e
( E ' E)/ k
B
T
E' E
E' >E

Phng php ly mu Barker

Metropolis khng phi l phng php duy nht m

bo iu kin cn bng chi tit

Phng php ly mu Barker (1965):

k

s
=
p

eq
( p

eq
+p

eq
)

Thc hnh

Dng phng php Monte Carlo, tnh tch

phn:

Dng phng php Metropolis to tp hp s

ngu nhin theo phn b:
A=

sin( x)dx
p( x)=
1
2
sin( x) x 0, |

Bi tp v nh

Vit chng trnh m phng Monte Carlo cho

h kh nm trong trng trng
p(h)e

mgh
kT
Xt hp kh 2 chiu kch thc 10x10
Chn m=1, g=1, k=1
Tnh phn b kh theo cao ti cc
nhit khc nhau