Monte Carlo Metropolis

Algorithm for Simulating

Thermodynamic Systems
Kartikey Gupta
200020069
CL 260
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Topic : Monte Carlo Metropolis Algorithm for Simulating Thermodynamic

Systems

The Monte Carlo Metropolis algorithm stands as a cornerstone in computational statistical

thermodynamics, providing a robust framework for simulating the behavior of complex
systems. This report explores the application of the Metropolis algorithm to study
thermodynamic properties of various systems. Through meticulous analysis and
simulation, this project aims to elucidate the fundamental principles of the Metropolis
algorithm and its efficacy in capturing the equilibrium behavior of thermodynamic systems.
By employing the algorithm, we investigate the energy distribution, phase transitions, and
other thermodynamic properties of model systems, shedding light on their intricate
behavior under different conditions. The findings of this study contribute to a deeper
understanding of statistical thermodynamics and pave the way for further advancements in
computational methods for studying complex systems.

Introduction to Statistical Thermodynamics and Monte Carlo Methods

Statistical Thermodynamics:
Statistical thermodynamics is a branch of physics that bridges the microscopic behavior of
individual particles with the macroscopic properties of bulk matter. At its core lies the
Boltzmann distribution, which describes the probability of a system being in a particular
microscopic state. This distribution is derived from the principles of statistical mechanics,
where the energy levels of particles are considered in the context of an ensemble of
systems. The partition function, a central concept in statistical thermodynamics,
encapsulates the summation of all possible states of a system, weighting each state by its
Boltzmann factor. Through ensemble theory, statistical thermodynamics provides a
framework for understanding the thermodynamic properties of systems in equilibrium.

Monte Carlo Methods:

Monte Carlo methods are computational techniques used to solve a wide range of
mathematical and physical problems through random sampling. In the context of
thermodynamics, Monte Carlo methods offer a powerful approach for simulating the
behavior of complex systems by generating statistically representative samples of the
system's phase space. One of the most widely used Monte Carlo algorithms in
thermodynamics is the Metropolis algorithm, which efficiently explores the configuration
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space of a system while obeying detailed balance and ergodicity principles. By iteratively
sampling configurations according to a specified probability distribution, Monte Carlo
methods enable the calculation of thermodynamic properties such as energy, entropy, and
phase transitions without the need for explicit analytical solutions.

Application in Simulating Thermodynamic Systems:

The marriage of statistical thermodynamics with Monte Carlo methods has revolutionized
our ability to study the equilibrium behavior of thermodynamic systems. By simulating the
dynamics of particles within a system, Monte Carlo methods can predict macroscopic
properties such as pressure, temperature, and phase behavior. These simulations provide
valuable insights into the underlying mechanisms governing the behavior of complex
materials, ranging from simple fluids to biomolecular systems. Moreover, Monte Carlo
simulations offer a versatile and computationally efficient approach for exploring phase
transitions, critical phenomena, and other thermodynamic phenomena across a wide
range of conditions, making them indispensable tools in the study of statistical
thermodynamics.

Overview of the Metropolis Algorithm

History and Principles:

The Metropolis algorithm, named after Nicholas Metropolis who introduced it in the late
1940s, is a Monte Carlo method widely used in statistical mechanics and computational
physics. Initially developed to solve complex problems in nuclear physics, the algorithm
gained prominence for its applicability to a wide range of systems, particularly in the study
of equilibrium properties.
At its core, the Metropolis algorithm embodies the principles of detailed balance and
ergodicity, which are fundamental to the simulation of thermodynamic systems. Detailed
balance ensures that the system reaches equilibrium by satisfying the condition that the
probability of transitioning from one state to another is equal to the probability of
transitioning in the reverse direction. Ergodicity guarantees that the algorithm explores all
possible states of the system, ultimately converging to the desired equilibrium distribution.

Key Components:
The Metropolis algorithm consists of several key components:
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​ Initialization: The algorithm begins by initializing the system in a particular

configuration, typically chosen randomly or based on some prior knowledge of the
system.

​ Trial Moves: In each iteration of the algorithm, a new configuration (or "trial move")
is proposed by randomly perturbing the current configuration. This perturbation
can take various forms depending on the system under study, such as displacing
particles in a molecular simulation or flipping spins in a lattice model.

​ Acceptance Criterion: The proposed move is then evaluated based on an

acceptance criterion, which determines whether the move is accepted or rejected.
The criterion is based on the change in energy between the current and proposed
configurations, as well as a stochastic element introduced by a random number
generator.

​ Markov Chain Monte Carlo (MCMC): Through repeated iterations of proposing and
accepting/rejecting moves, the algorithm generates a Markov chain of states, where
each state is a configuration of the system. The Markov chain evolves over time,
exploring the configuration space according to the transition probabilities defined
by the acceptance criterion.

Convergence to Equilibrium Distribution:

The Metropolis algorithm ensures convergence to the desired equilibrium distribution
through the principles of detailed balance and ergodicity. By satisfying detailed balance, the
algorithm ensures that the stationary distribution of the Markov chain is the desired
equilibrium distribution. Additionally, the ergodicity of the algorithm guarantees that all
accessible states of the system are sampled, leading to convergence to the equilibrium
distribution regardless of the initial configuration.
Overall, the Metropolis algorithm provides a robust and efficient framework for simulating
thermodynamic systems, allowing researchers to explore the equilibrium behavior and
properties of complex materials in silico.

Sample Application of the Metropolis Algorithm

System Selection:
For the purpose of this discussion, let's consider the application of the Metropolis
algorithm to simulate the behavior of a Lennard-Jones fluid, a common model for simple
liquids. The Lennard-Jones potential describes the intermolecular interactions between
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particles in the fluid, capturing both the short-range repulsion and long-range attraction
observed in real systems.

Simulation Process:
The Metropolis algorithm can be applied to simulate the behavior of the Lennard-Jones
fluid by iteratively sampling configurations of the system according to the Boltzmann
distribution. The key steps involved in implementing the algorithm for this system are as
follows:
Initialization: Start by placing N particles in a simulation box with periodic boundary
conditions. The initial configuration can be generated randomly or based on a known
equilibrium structure.
Energy Calculation: Compute the total potential energy of the system using the
Lennard-Jones potential, which depends on the positions of all pairs of particles in the
system. The potential energy U for a given configuration is given by the sum of pairwise
interactions:

where ϵ is the depth of the potential well, σ is the finite distance at which the inter-particle
potential is zero, and r(ij) is the distance between particles i and j.
Selection of Trial Moves: Propose a trial move by randomly selecting one particle and
displacing it by a small random amount. This displacement can be achieved using
techniques such as translation, rotation, or particle exchange, depending on the specific
implementation.
Acceptance Criterion: Determine whether to accept or reject the trial move based on the
change in energy (ΔU) resulting from the move. If ΔU is negative, the move is always
accepted as it decreases the energy of the system. If ΔU is positive, the move is accepted
with a probability given by the Metropolis acceptance criterion:

Where kB is the Boltzmann constant and T is the temperature of the system.

Markov Chain Monte Carlo (MCMC): Repeat steps 3-4 for a large number of iterations to
generate a Markov chain of configurations. The resulting configurations sample the
equilibrium distribution of the Lennard-Jones fluid, allowing for the calculation of
thermodynamic properties such as pressure, density, and radial distribution functions.
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By following these steps, the Metropolis algorithm provides a powerful tool for simulating
the behavior of the Lennard-Jones fluid and other thermodynamic systems, enabling
researchers to gain insights into their structural and dynamic properties.

Recent Applications and Future Outlook of the Metropolis Monte Carlo

Algorithm
The Metropolis Monte Carlo (MMC) algorithm stands as a cornerstone in scientific
simulations and data analysis tasks, continuing to evolve and find new applications. Here's
a breakdown of recent applications and promising future directions:

Recent Applications:
Enhanced Molecular Simulations: MMC plays a pivotal role in simulating intricate
molecular systems such as protein folding, drug discovery, and material design. Recent
advancements involve amalgamating MMC with advanced sampling techniques to probe
rare events like chemical reactions or phase transitions more effectively.
Bayesian Inference and Machine Learning: MMC serves as a backbone for tasks
involving Bayesian inference, facilitating posterior distribution sampling and uncertainty
estimation. This proves indispensable in machine learning for tasks like parameter
estimation in complex models.
Optimization Problems: Adapting MMC to solve optimization problems where finding the
global minimum or maximum is arduous has shown promise. By ingeniously defining a
target distribution favoring superior solutions, MMC aids in identifying optimal
configurations across various domains.
Finance and Economics: The algorithm finds versatile applications in finance for tasks
such as portfolio optimization, risk assessment, and option pricing by simulating financial
markets and analyzing economic models.

Future Outlook:
Efficiency Improvements: Researchers are incessantly devising methods to enhance MMC
efficiency, especially for high-dimensional problems. This entails developing advanced
proposal functions, crafting hybrid algorithms that merge MMC with other methods, and
harnessing parallel computing techniques.
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Specialization for Complex Systems: Tailored variants of MMC are under development to
address specific challenges in various scientific fields. These variants tackle issues like
long-range interactions in materials simulations or complex system dynamics in biology.
Integration with Machine Learning: The future holds promise for tighter integration of
MMC with machine learning. Machine learning methods can be leveraged to design more
efficient proposal functions or even learn the target distribution directly, augmenting the
capabilities of MMC.

Additional Point to Consider:

Quantum Monte Carlo: While classical MMC focuses on simulating classical systems, the
emergence of Quantum Monte Carlo (QMC) methods offers exciting possibilities. QMC
utilizes principles of quantum mechanics to simulate complex quantum systems. Although
still in development, QMC holds promise for future breakthroughs in areas such as
materials science and condensed matter physics.

Solution / Code
import random
import math
import matplotlib.pyplot as plt

num_particles = 100
temperature = 300 # In Kelvin
equilibration_steps = 20
k = 1.38e-23
sigma = 1.0
epsilon = 1.0

def system_state():
box_size = 10.0
positions = []
for _ in range(num_particles):
x = random.uniform(0, box_size)
y = random.uniform(0, box_size)
z = random.uniform(0, box_size)
positions.append((x, y, z))
return positions

# Function to propose a new state

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def propose_new_state(current_state):
particle_index = random.randint(0, num_particles - 1)
new_state = current_state.copy()
new_state[particle_index] = (
new_state[particle_index][0] + random.uniform(-0.1, 0.1),
new_state[particle_index][1] + random.uniform(-0.1, 0.1),
new_state[particle_index][2] + random.uniform(-0.1, 0.1)
)
return new_state

# Function to calculate system energy

def system_energy(state):
total_energy = 0.0
for i in range(num_particles):
for j in range(i + 1, num_particles):
particle_i, particle_j = state[i], state[j]
dx = particle_i[0] - particle_j[0]
dy = particle_i[1] - particle_j[1]
dz = particle_i[2] - particle_j[2]
r = math.sqrt(dx*2 + dy2 + dz*2)

# Lennard-Jones potential
lj_term = 4 * epsilon * ((sigma/r)*12 - (sigma/r)*6)
total_energy += lj_term
return total_energy

#Metropolis acceptance probability function

def acceptance_probability(current_energy, new_energy, temperature):
delta_e = new_energy - current_energy
if delta_e < 0:
return 1.0 # Always accept moves that lower energy
else:
return math.exp(-delta_e / (k * temperature))

# Main loop
def main():
current_state = system_state()
samples = []
energies = []
for iteration in range(num_particles):
new_state = propose_new_state(current_state)
current_energy = system_energy(current_state)
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new_energy = system_energy(new_state)

if random.random() < acceptance_probability(current_energy,

new_energy, temperature):
current_state = new_state

if iteration > equilibration_steps:

energies.append(current_energy)

if iteration > equilibration_steps:

samples.append(current_state.copy())
print(energies)

plt.plot(range(equilibration_steps + 1, num_particles + 1), energies)

plt.xlabel("Steps")
plt.ylabel("Energy")
plt.title("Energy vs Steps (Equilibration steps discarded)")
plt.show()

if _name_ == "_main_":
main()

Results
[16499.187923640144, 14910.75874731798, 14910.754885751114, 14910.537179701321,
14907.326838303383, 14907.326838303383, 14907.275166284266, 14907.275166284266,
14907.275166284266, 14907.275166284266, 14907.275166284266, 14907.275166284266,
14907.275166284266, 14907.217944329532, 14907.217944329532, 14902.138651620031,
14902.120933480774, 14902.073650976581, 14902.073650976581, 14902.070910014143,
14901.314556081334, 14901.314556081334, 14901.27914055799, 14900.9911363851,
14900.9911363851, 14900.90441994743, 14875.601195305855, 14875.601195305855,
14875.601195305855, 14867.934958781587, 14867.934958781587, 14867.934958781587,
14867.934958781587, 14866.589059531396, 14866.589059531396, 14866.567469281643,
14847.016831748568, 14847.016831748568, 14847.016831748568, 14847.006500398777,
14847.006500398777, 14847.006500398777, 14846.910482498017, 14846.910482498017,
14846.910482498017, 14846.910482498017, 14846.910482498017, 14846.910482498017,
14846.910482498017, 14846.910482498017, 14844.05556624093, 14844.05556624093,
 9

14844.010750441596, 14823.374071749377, 14821.878724933322, 14819.957770639332,

14819.866493947673, 14819.323280537166, 14819.238569883686, 14819.185599890026,
14819.185599890026, 14819.185599890026, 14819.15923455237, 14819.14522560731,
14819.11780759323, 14371.238588079625, 14371.238588079625, 14371.200299306227,
14371.200299306227, 14371.200299306227, 14371.200299306227, 14371.170879712883,
14371.170879712883, 14371.170879712883, 14371.166949256274, 14371.166949256274,
14371.166949256274, 14371.166949256274, 14371.166949256274]

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