Questions tagged [monte-carlo]
Questions on Monte Carlo methods, methods that require the repeated generation of (pseudo-, quasi-)random numbers for computing their results.
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What techniques are there to take averages and errors in a Monte Carlo simulation in C? Can my code be improved?
I'm trying to perform a Monte Carlo simulation in C and these are the steps I'm following:
We assume an infinite reservoir compound of CO and NO molecules with partial pressures 𝑦CO and 𝑦NO(= 1 − 𝑦...
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Why is Magnetic Susceptibility not showing the expected transition in 2D&3D Ising Model?
I'm trying to code the Ising Model with the metropolis algorithm to study the ferromagnetic-paramagnetic transitions. The code seems to work ; the equilibration happens. While equilibrating, the ...
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Monte-Carlo metropolis algorithm for Ising model
I am using the Monte-Carlo metropolis algorithm to simulate the Ising model. Since the convergence is slow near $T_c$, I am looking for a method to speed up the problem. What I did was instead of ...
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Is it possible to run a Metropolis Monte Carlo simulation in parallel?
Is it possible to run a Metropolis Monte Carlo simulation in parallel?
Suppose I perform a Metropolis Monte Carlo simulation using four threads.
Suppose, the programming source code divides a ...
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Implementation of Monte-Carlo Integration
After reading the Wikipedia page for Monte-Carlo integration, I have understood the basic idea but I am having trouble implementing it for a general case.
The integration that I am trying to do is
$$
\...
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How can I determine if a system is equilibrated?
Cross-posted in CrossValidated.SE and MMSE
I am experimenting with a new MCMC protocol and new research.
In the context of Monte Carlo simulation, a "state of equilibrium" refers to a ...
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How can I compute the longest relaxation time?
Cross-posted on Stats.SE and on MMSE.
In the case of Monte Carlo simulations:
Autocorrelation Time ($\tau_{\text{int}}$): A measure of how many steps are needed for the correlations in the chain to ...
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Regarding the difference between Metropolis-Hastings and Wolff algorithm (synchronous vs asynchronous) applied to Ising Model?
I am trying to self-learn concepts at the intersection of physics and programming. When reading up on the Ising Model, I find that the typical programming tutorial (such as this one) covers the ...
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How can I compute autocorrelation values of end to end vector?
I obtained a list of $\overrightarrow{r}_{end-to-end}$ from a Monte Carlo simulation of polymer movement.
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draw a log-log plot of MSD (mean square displacement) versus `t` of a movement of the polymer chain
Cross-posted on MMSE (Matter Modeling Stack Exchange).
The following are the movements of the center of mass of a polymer chain over time in a monte carlo simulation.
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How to plot random points in 3 dimensions in order to calculate volume of a torus through Monte Carlo integration
I am new to Monte Carlo integration and have been tasked with using MC integration in order to calculate the volume of a torus with inner radius 5cm and outer radius 10cm. Below is the code I have ...
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Determining the importance of different parameters in a simulation
Suppose that I have a function of, say, three parameters, $f(p_1,p_2,p_3)$ whose output is a field(s) (e.g. velocity field) and is dependent on some real-valued parameters (e.g. viscosity, density, ...
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Automatic Differentiation In the Presence of Jump Points
I have a complex monte-carlo cashflow model that traditionally uses the finite difference (FD) method to calculate its derivative at any given point. To improve model performance, I coded forward-mode ...
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what is the proper way to update the XY model for a Metropolis MC simulation
I am trying to do a 2D simulation of the classical XY model in order to observe vortexes in the system.
I am not really interested at the moment in calculating variables such as Magnetization because ...
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Monte Carlo simulation of classical Heisenberg model doesn't represent Curie curve
I've created a JavaScript file to execute and log average energy and magnetization values of 2D lattice classical Heisenberg model.
I run the simulation with parameters,
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