MCMC算法报告.pdf

MCMC F0603028 5060309029 December 17, 2007 1 Finite Markov Chains and Algorithmic Applicationsproblems 7.2 Write a computer program, using the algorithm in Example 7.2, for simulating the hard-core model on a general k × k square grid. Then do some simulation experiments. k × k ξ ξ feasible ZG , 1/ZG ,n(ξ)ξ ,E (n(X )). 2 MCMC, , , , ,. : 1. Pick a vertex v ∈ V at random (uniformly). 2. Toss a fair coin. 3. If the coin comes up heads, and all neighbors of v take value 0 in Xn , then let Xn+1(v) =1;otherwise letXn+1(v) =0. 4. For all vertices w other than v, leave the value at w unchanged, i.e., let Xn+1(w) = Xn (w) (): ′ ξ, ξ ,ξn(ξ)”all 0’s”.”all 0’s” ′ ′ n(ξ )ξ,ξξ ,MC. ,MC ξ → ξ 1 ,,ξ → ξ , n+1 ,gcd (n, n +1) = 1, MC. 1 3 3.1 k =1..5 k No(1’s) ZG E (n(X )) 1 1 2 0.5 2 8 7 1.142857 k =6,. 3 152 63 2.412598 4 5016 1234 4.064829 5 344239 55447 6.208433 3.2 10−3 MCMC10( − 3), 10000, ( 10 − 3), (10000). k 1000 1 144022.253 2.31e10 2 564267.971 1.01e12 3 1980156.320 2.20e13 4 4977657.904 2.47e14 5 7724214.704 6.14e14 ?.txt 3.3 k 1,000,000 2 k E (n(ξ)) k E (n(ξ)) 1 0.499929 51 593.898244 2 1.145502 52 616.512563 3 2.415011 53 640.510586 4 4.062678