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Chapter 7: The Monte Carlo method

Chapter 7: The Monte Carlo method

pp. 131-157

Authors

, Los Alamos National Laboratory
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Summary

In this chapter we introduce the Monte Carlo method, a remarkably powerful approach that is the basis for three chapters in this text. For the purposes of this chapter, Monte Carlo provides an alternative to molecular dynamics for providing thermodynamic information about a material. It differs from molecular dynamics in that it is based on a direct evaluation of the ensemble average, as discussed in Appendix G, and thus cannot yield direct dynamical information, at least as described for the version of Monte Carlo in this chapter.

The Monte Carlo method was devised at Los Alamos in the 1940s to solve multidimensional integrals and other rather intractable numerical problems [227]. The method is based on statistical sampling and is called Monte Carlo in recognition of the very famous casinos there. It is not called Monte Carlo because of gambling – at least not entirely – it is named Monte Carlo at least in part because of its remarkable ability to solve intractable problems.

INTRODUCTION

What is the Monte Carlo method? As first employed, it was a way to solve complicated integrals. As a simple example, Monte Carlo is used to evaluate the one-dimensional integral 1n(x)dx in Figure 7.1a. First, a region that includes the function to be integrated is defined. Random points in that region are chosen via a random-number generator. The integrated function is just the fraction of the points that fall below the curve multiplied by the area of the sampled region.

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