8 Flashcards
Monte Carlo


Monte Carlo
The trial changes in configuration are positive or negative shifts through ∆x 0 in dimensionless displacement. Some attempted shifts are guaranteed to be accepted: which ones?
Trial moves that are automatically accepted are those that reduce the energy
Monte Carlo
How would you implement acceptance?

Monte Carlo


Liouville’s equation

Hamilton’s equations

Derive Liouville’s eq
Liouville’s theorem of phase space conservation tells us that dΓ and dΓ0 have equal size (in the sense of phase space volume).Given a total probability that the system takes one of the phase space points in dΓ at time t, then the same probability must be attached to occupancy of one of the points in dΓ(0 )at t + dt, and so we conclude that the density of probability on the phase space at Γ(t) and Γ(t+dt) must be the same.



Kramers-Moyal coefficients

Kramers-Moyal equation

Fokker-Planck eq

Wiener process pdf
