User:Jackliddle/Metropolis algorithm

The Metropolis Algorithm is used in the Monte Carlo methods for importance sampling probablity distributions.

The algorithm is widely used in lattice gauge theory.

Description

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For generating a sequence of field configurations   distributed with a probability density  . Expectation values of Quantum Mechanical observables can then be calculated

 

where the first m steps bring the system into equilbrium.

If we change one link in the field configuration   giving us a new configuation   there is a corresponding change in the action.

 

Pseudo Code

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using Wikicode

See also

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References

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