4 monte carlo methods in classical statistical physics institut für 4蒙特卡罗方法在统计物理中招安ür.pdfVIP

4 Monte Carlo Methods in Classical Statistical Physics Wolfhard Janke Institut f¨ur Theoretische Physik and Centre for Theoretical Sciences, Universit¨at Leipzig, 04009 Leipzig, Germany The purpose of this chapter is to give a brief introduction to Monte Carlo simu- lations of classical statistical physics systems and their statistical analysis. To set the general theoretical frame, first some properties of phase transitions and sim- ple models describing them are briefly recalled, before the concept of importance sampling Monte Carlo methods is introduced. The basic idea is illustrated by a few standard local update algorithms (Metropolis, heat-bath, Glauber). Then methods for the statistical analysis of the thus generated data are discussed. Special atten- tion is payed to the choice of estimators, autocorrelation times and statistical error analysis. This is necessary for a quantitative description of the phenomenon of crit- ical slowing down at continuous phase transitions. For illustration purposes, only the two-dimensional Ising model will be needed. To overcome the slowing-down problem, non-local cluster algorithms have been developed which will be described next. Then the general tool of reweighting techniques will be explained which is ex- tremely important for finite-size scaling studies. This will be demonstrated in some detail by the sample study presented in the next section, where also methods for es- timating spatial correlation functions will be discussed. The reweighting idea is also important for a deeper understanding of so-called generalized ensemble methods which may be viewed as dynamical reweighting algorithms. After first discussing simulated and parallel tempering methods, finally also the alternative approach us- ing multicanonical ensembles and the Wang-Landau recursion are briefly outlined. 4.1 Introduction Classical statistical physics is a well understood subject which poses, however, many difficult pr