Generalization of Metropolis and heat-bath sampling for Monte Carlo simulations
For a wide class of applications of the Monte Carlo method, we describe a general sampling methodology that is guaranteed to converge to a specified equilibrium distribution function. The method is distinct from that of Metropolis in that it is sometimes possible to arrange for unconditional accepta...
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| Veröffentlicht in: | Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics Statistical physics, plasmas, fluids, and related interdisciplinary topics, 1999-08, Vol.60 (2 Pt A), p.1189-1194 |
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| container_end_page | 1194 |
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| container_issue | 2 Pt A |
| container_start_page | 1189 |
| container_title | Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics |
| container_volume | 60 |
| creator | Boghosian, B M |
| description | For a wide class of applications of the Monte Carlo method, we describe a general sampling methodology that is guaranteed to converge to a specified equilibrium distribution function. The method is distinct from that of Metropolis in that it is sometimes possible to arrange for unconditional acceptance of trial moves. It involves sampling states in a local region of phase space with probability equal to, in the first approximation, the square root of the desired global probability density function. The validity of this choice is derived from the Chapman-Kolmogorov equation, and the utility of the method is illustrated by a prototypical numerical experiment. |
| doi_str_mv | 10.1103/PhysRevE.60.1189 |
| format | Article |
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| fulltext | fulltext |
| identifier | ISSN: 1063-651X |
| ispartof | Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics, 1999-08, Vol.60 (2 Pt A), p.1189-1194 |
| issn | 1063-651X 1095-3787 |
| language | eng |
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| source | American Physical Society Journals |
| title | Generalization of Metropolis and heat-bath sampling for Monte Carlo simulations |
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