DocumentCode :
1451430
Title :
(Monte Carlo) time after time
Author :
Beichl, I. ; Sullivan, Franklin
Author_Institution :
Comput. & Appl. Math. Lab., NIST, Gaithersburg, MD, USA
Volume :
4
Issue :
3
fYear :
1997
Firstpage :
91
Lastpage :
94
Abstract :
N. Metropolis´s (1953) algorithm has often been used for simulating physical systems that pass among a set of states, with the probabilities of the system being in such states distributed like the Boltzmann function. There are literally thousands of different applications in the physical sciences and elsewhere. In this article, we explain how to reformulate the basic Metropolis algorithm so as to avoid the do-nothing steps and reduce the running time, while also keeping track of the simulated time as determined by the Metropolis algorithm. By the simulated time, we mean the number of Monte Carlo steps that would have been taken if the basic Metropolis algorithm had been used. This approach has already proved successful when used for parallel simulations of molecular beam epitaxy. We show an example.
Keywords :
Monte Carlo methods; digital simulation; molecular beam epitaxial growth; parallel algorithms; physics computing; probability; Boltzmann function; Metropolis algorithm reformulation; Monte Carlo steps; do-nothing steps; molecular beam epitaxy; parallel simulations; physical systems simulation; running time; simulated time; state probability distribution; Atomic layer deposition; Boltzmann distribution; Discrete event simulation; Markov processes; Molecular beam epitaxial growth; Monte Carlo methods; Probability distribution; Random number generation; State estimation; Temperature distribution;
fLanguage :
English
Journal_Title :
Computational Science & Engineering, IEEE
Publisher :
ieee
ISSN :
1070-9924
Type :
jour
DOI :
10.1109/99.615434
Filename :
615434
Link To Document :
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