Preface | p. vii |
Sampling, Statistics and Computer Code | p. 1 |
Probability Distributions and Sampling | p. 1 |
Assignments for section 1.1 | p. 5 |
Random Numbers | p. 6 |
Assignments for section 1.2 | p. 12 |
About the Fortran Code | p. 13 |
CPU time measurements under Linux | p. 22 |
Gaussian Distribution | p. 23 |
Assignments for section 1.4 | p. 25 |
Confidence Intervals | p. 26 |
Assignment for section 1.5 | p. 30 |
Order Statistics and HeapSort | p. 30 |
Assignments for section 1.6 | p. 34 |
Functions and Expectation Values | p. 35 |
Moments and Tchebychev's inequality | p. 36 |
The sum of two independent random variables | p.... 40 |
Characteristic functions and sums of N independent random variables | p. 41 |
Linear transformations, error propagation and covariance | p. 43 |
Assignments for section 1.7 | p. 46 |
Sample Mean and the Central Limit Theorem | p. 47 |
Probability density of the sample mean | p. 47 |
The central limit theorem | p. 50 |
Counter example | p. 51 |
Binning | p. 52 |
Assignments for section 1.8 | p. 53 |
Error Analysis for Independent Random Variables | p. 54 |
Gaussian Confidence Intervals and Error Bars | p. 54 |
Estimator of the variance and bias | p. 56 |
Statistical error bar routines (steb) | p. 57 |
Ratio of two means with error bars | p. 60 |
Gaussian difference test | p. 60 |
Combining more than two data points | p. 62 |
Assignments for section 2.1 | p. 64 |
The X[superscript 2] Distribution | p. 66 |
Sample variance distribution | p. 67 |
The X[superscript 2] distribution function and probability density | p. 70 |
Assignments for section 2.2 | p. 72 |
Gosset's Student Distribution | p. 73 |
Student difference test | p. 77 |
Assignments for section 2.3 | p. 81 |
The Error of the Error Bar | p. 81 |
Assignments for section 2.4 | p. 84 |
Variance Ratio Test (F-test) | p. 85 |
F ratio confidence limits | p. 88 |
Assignments for section 2.5 | p. 89 |
When are Distributions Consistent? | p. 89 |
X[superscript 2] Test | p. 89 |
The one-sided Kolmogorov test | p. 92 |
The two-sided Kolmogorov test | p. 98 |
Assignments for section 2.6 | p. 101 |
The Jackknife Approach | p. 103 |
Bias corrected estimators | p. 106 |
Assignments for section 2.7 | p. 108 |
Determination of Parameters (Fitting) | p. 109 |
Linear regression | p. 111 |
Confidence limits of the regression line | p. 114 |
Related functional forms | p. 115 |
Examples | p. 117 |
Levenberg-Marquardt fitting | p. 121 |
Examples | p. 125 |
Assignments for section 2.8 | p. 127 |
Markov Chain Monte Carlo | p. 128 |
Preliminaries and the Two-Dimensional Ising Model | p. 129 |
Lattice labeling | p. 133 |
Sampling and Re-weighting | p. 138 |
Important configurations and re-weighting range | p. 141 |
Assignments for section 3.1 | p. 142 |
Importance Sampling | p. 142 |
The Metropolis algorithm | p. 147 |
The O(3) [sigma]-model and the heat bath algorithm | p. 148 |
Assignments for section 3.2 | p. 152 |
Potts Model Monte Carlo Simulations | p. 152 |
The Metropolis code | p. 156 |
Initialization | p. 158 |
Updating routines | p. 160 |
Start and equilibration | p. 163 |
More updating routines | p. 164 |
Heat bath code | p. 165 |
Timing and time series comparison of the routines | p. 168 |
Energy references, data production and analysis code | p. 169 |
2d Ising model | p. 171 |
Data analysis | p. 173 |
2d 4-state and 10-state Potts models | p. 174 |
3d Ising model | p. 177 |
3d 3-state Potts model | p. 177 |
4d Ising model with non-zero magnetic field | p. 178 |
Assignments for section 3.3 | p. 179 |
Continuous Systems | p. 181 |
Simple Metropolis code for the O(n) spin models | p. 182 |
Metropolis code for the XY model | p. 186 |
Timing, discretization and rounding errors | p. 187 |
Acceptance rate | p. 189 |
Heat bath code for the O(3) model | p. 192 |
Rounding errors | p. 194 |
Assignments for section 3.4 | p. 194 |
Error Analysis for Markov Chain Data | p. 196 |
Autocorrelations | p. 197 |
Integrated autocorrelation time and binning | p. 202 |
Illustration: Metropolis generation of normally distributed data | p. 205 |
Autocorrelation function | p. 205 |
Integrated autocorrelation time | p. 207 |
Corrections to the confidence intervals of the binning procedure | p. 210 |
Self-consistent versus reasonable error analysis | p. 211 |
Assignments for section 4.1 | p. 213 |
Analysis of Statistical Physics Data | p. 214 |
The d = 2 Ising model off and on the critical point | p. 214 |
Comparison of Markov chain MC algorithms | p. 218 |
Random versus sequential updating | p. 218 |
Tuning the Metropolis acceptance rate | p. 219 |
Metropolis versus heat bath: 2d q = 10 Potts | p. 221 |
Metropolis versus heat bath: 3d Ising | p. 222 |
Metropolis versus heat bath: 2d O(3) [sigma] model | p. 223 |
Small fluctuations | p. 224 |
Assignments for section 4.2 | p. 227 |
Fitting of Markov Chain Monte Carlo Data | p. 229 |
One exponential autocorrelation time | p. 230 |
More than one exponential autocorrelation time | p. 233 |
Assignments for section 4.3 | p. 235 |
Advanced Monte Carlo | p. 236 |
Multicanonical Simulations | p. 236 |
Recursion for the weights | p. 239 |
Fortran implementation | p. 244 |
Example runs | p. 247 |
Performance | p. 250 |
Re-weighting to the canonical ensemble | p. 251 |
Energy and specific heat calculation | p. 254 |
Free energy and entropy calculation | p. 261 |
Time series analysis | p. 264 |
Assignments for section 5.1 | p. 267 |
Event Driven Simulations | p. 268 |
Computer implementation | p. 270 |
MC runs with the EDS code | p. 276 |
Assignments for section 5.2 | p. 278 |
Cluster Algorithms | p. 279 |
Autocorrelation times | p. 284 |
Assignments for section 5.3 | p. 286 |
Large Scale Simulations | p. 287 |
Assignments for section 5.4 | p. 289 |
Parallel Computing | p. 292 |
Trivially Parallel Computing | p. 292 |
Message Passing Interface (MPI) | p. 294 |
Parallel Tempering | p. 303 |
Computer implementation | p. 305 |
Illustration for the 2d 10-state Potts model | p. 310 |
Gaussian Multiple Markov chains | p. 315 |
Assignments for section 6.3 | p. 316 |
Checkerboard algorithms | p. 316 |
Assignment for section 6.4 | p. 318 |
Conclusions, History and Outlook | p. 319 |
Computational Supplements | p. 326 |
Calculation of Special Functions | p. 326 |
Linear Algebraic Equations | p. 328 |
More Exercises and some Solutions | p. 331 |
Exercises | p. 331 |
Solutions | p. 333 |
More Fortran Routines | p. 338 |
Bibliography | p. 339 |
Index | p. 349 |
Table of Contents provided by Ingram. All Rights Reserved. |