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 Physics , 2010, DOI: 10.1088/0034-4885/74/2/026502 Abstract: The quantum Monte Carlo methods represent a powerful and broadly applicable computational tool for finding very accurate solutions of the stationary Schroedinger equation for atoms, molecules, solids and a variety of model systems. The algorithms are intrinsically parallel and are able to take full advantage of the present-day high-performance computing systems. This review article concentrates on the fixed-node/fixed-phase diffusion Monte Carlo method with emphasis on its applications to electronic structure of solids and other extended many-particle systems.
 Peter Kratzer Physics , 2009, Abstract: This article reviews the basic computational techniques for carrying out multi-scale simulations using statistical methods, with the focus on simulations of epitaxial growth. First, the statistical-physics background behind Monte Carlo simulations is briefly described. The kinetic Monte Carlo (kMC) method is introduced as an extension of the more wide-spread thermodynamic Monte Carlo methods, and algorithms for kMC simulations, including parallel ones, are discussed in some detail. The step from the atomistic picture to the more coarse-grained description of Monte Carlo simulations is exemplified for the case of surface diffusion. Here, the aim is the derivation of rate constants from knowledge about the underlying atomic processes. Both the simple approach of Transition State Theory, as well as more recent approaches using accelerated molecular dynamics are reviewed. Finally, I address the point that simplifications often need to be introduced in practical Monte Carlo simulations in order to reduce the complexity of 'real' atomic processes. Different 'flavors' of kMC simulations and the potential pitfalls related to the reduction of complexity are presented in the context of simulations of epitaxial growth.
 Helmut G. Katzgraber Physics , 2009, Abstract: Monte Carlo methods play an important role in scientific computation, especially when problems have a vast phase space. In this lecture an introduction to the Monte Carlo method is given. Concepts such as Markov chains, detailed balance, critical slowing down, and ergodicity, as well as the Metropolis algorithm are explained. The Monte Carlo method is illustrated by numerically studying the critical behavior of the two-dimensional Ising ferromagnet using finite-size scaling methods. In addition, advanced Monte Carlo methods are described (e.g., the Wolff cluster algorithm and parallel tempering Monte Carlo) and illustrated with nontrivial models from the physics of glassy systems. Finally, we outline an approach to study rare events using a Monte Carlo sampling with a guiding function.
 Michael B. Giles Mathematics , 2013, Abstract: The author's presentation of multilevel Monte Carlo path simulation at the MCQMC 2006 conference stimulated a lot of research into multilevel Monte Carlo methods. This paper reviews the progress since then, emphasising the simplicity, flexibility and generality of the multilevel Monte Carlo approach. It also offers a few original ideas and suggests areas for future research.
 Christian P. Robert Statistics , 2009, Abstract: Monte Carlo methods are now an essential part of the statistician's toolbox, to the point of being more familiar to graduate students than the measure theoretic notions upon which they are based! We recall in this note some of the advances made in the design of Monte Carlo techniques towards their use in Statistics, referring to Robert and Casella (2004,2010) for an in-depth coverage.
 Stefan Weinzierl Physics , 2000, Abstract: These lectures given to graduate students in high energy physics, provide an introduction to Monte Carlo methods. After an overview of classical numerical quadrature rules, Monte Carlo integration together with variance-reducing techniques is introduced. A short description on the generation of pseudo-random numbers and quasi-random numbers is given. Finally, methods to generate samples according to a specified distribution are discussed. Among others, we outline the Metropolis algorithm and give an overview of existing algorithms for the generation of the phase space of final state particles in high energy collisions.
 Physics , 2014, DOI: 10.1016/j.physa.2014.06.014 Abstract: Monte Carlo simulations are methods for simulating statistical systems. The aim is to generate a representative ensemble of configurations to access thermodynamical quantities without the need to solve the system analytically or to perform an exact enumeration. The main principles of Monte Carlo simulations are ergodicity and detailed balance. The Ising model is a lattice spin system with nearest neighbor interactions that is appropriate to illustrate different examples of Monte Carlo simulations. It displays a second order phase transition between a disordered (high temperature) and ordered (low temperature) phases, leading to different strategies of simulations. The Metropolis algorithm and the Glauber dynamics are efficient at high temperature. Close to the critical temperature, where the spins display long range correlations, cluster algorithms are more efficient. We introduce the rejection free (or continuous time) algorithm and describe in details an interesting alternative representation of the Ising model using graphs instead of spins with the Worm algorithm. We conclude with an important discussion of the dynamical effects such as thermalization and correlation time.
 Enzo Marinari Physics , 1996, Abstract: I discuss optimized data analysis and Monte Carlo methods. Reweighting methods are discussed through examples, like Lee-Yang zeroes in the Ising model and the absence of deconfinement in QCD. I discuss reweighted data analysis and multi-hystogramming. I introduce Simulated Tempering, and as an example its application to the Random Field Ising Model. I illustrate Parallel Tempering, and discuss some technical crucial details like thermalization and volume scaling. I give a general perspective by discussing Umbrella Methods and the Multicanonical approach.
 Physics , 2010, DOI: 10.1088/1742-5468/2010/02/P02002 Abstract: In this work, we discuss the implications of a recently obtained equilibrium fluctuation-dissipation relation on the extension of the available Monte Carlo methods based on the consideration of the Gibbs canonical ensemble to account for the existence of an anomalous regime with negative heat capacities $C<0$. The resulting framework appears as a suitable generalization of the methodology associated with the so-called \textit{dynamical ensemble}, which is applied to the extension of two well-known Monte Carlo methods: the Metropolis importance sample and the Swendsen-Wang clusters algorithm. These Monte Carlo algorithms are employed to study the anomalous thermodynamic behavior of the Potts models with many spin states $q$ defined on a $d$-dimensional hypercubic lattice with periodic boundary conditions, which successfully reduce the exponential divergence of decorrelation time $\tau$ with the increase of the system size $N$ to a weak power-law divergence $\tau\propto N^{\alpha}$ with $\alpha\approx0.2$ for the particular case of the 2D 10-state Potts model.
 S. E. Koonin Physics , 1995, Abstract: Quantum Monte Carlo methods find fruitful application in large shell model problems. These methods reduce the imaginary-time many-body evolution operator to a coherent superposition of one-body evolutions in a fluctuating one-body field; the resultant path integral is evaluated stochastically. After a brief review of the capabilities and general strategy of Shell Model Monte Carlo methods, I discuss results and insights obtained from a number of applications. These include the ground state and thermal properties of {\it pf}-shell nuclei, the thermal and rotational behavior of rare-earth and $\gamma$-soft nuclei, and the calculation of double beta-decay matrix elements. Prospects for further progress in such calculations are also discussed.
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