Changes

Jump to: navigation, search

Simulated Annealing

33 bytes added, 00:11, 5 December 2018
no edit summary
=Quotes=
In the 2003 conference proceedings ''Celebrating the 50th Anniversary of the Metropolis Algorithm'' <ref>[http://cnls.lanl.gov/Conferences/MonteCarloMethods/ The Monte Carlo Method in Physical Sciences: Celebrating the 50th Anniversary of the Metropolis Algorithm]</ref> <ref>[http://cnls.lanl.gov/External/people/James_Gubernatis.php James Gubernatis] (ed.) ('''2003'''). ''[http://scitation.aip.org/content/aip/proceeding/aipcp/690 The Monte Carlo Method in Physical Sciences: Celebrating the 50th Anniversary of the Metropolis Algorithm]''. [http://scitation.aip.org/content/aip/proceeding/aipcp AIP Conference Proceedings]</ref>, [[Mathematician#MRosenbluth|Marshall Rosenbluth]] describes the algorithm in the following beautifully concise and clear manner <ref>[http://cnls.lanl.gov/External/people/James_Gubernatis.php James Gubernatis] ('''2005'''). ''Marshall Rosenbluth and the Metropolis Algorithm''. [https://en.wikipedia.org/wiki/Physics_of_Plasmas Physics of Plasmas], Vol. 12, No. 5, [http://www.z-cam.es/historique/Gubernatis_on_Rosenbluth.pdf pdf]</ref>:
A simple way to do this <nowiki>[</nowiki>sampling configurations with the [https://en.wikipedia.org/wiki/Boltzmann_distribution Boltzmann weight]<nowiki>]</nowiki>, as emerged after discussions with [[Mathematician#ETeller|Teller]], would be to make a trial move: if it decreased the energy of the system, allow it; if it increased the energy, allow it with [https://en.wikipedia.org/wiki/Probability probability] exp(−ΔE/kT) as determined by a comparison with a [[Pseudorandom number generatorNumber Generator|random number]]. Each step, after an initial annealing period, is counted as a member of the ensemble, and the appropriate ensemble average of any quantity determined.
=Applications=

Navigation menu