User:Jackliddle/Metropolis algorithm
From Wikipedia, the free encyclopedia
The Metropolis Algorithm is used in the Monte Carlo methods for importance sampling probablity distributions.
The algorithm is widely used in lattice gauge theory.
Contents |
[edit] Description
For generating a sequence of field configurations Σ distributed with a probability density e − S. Expectation values of Quantum Mechanical observables can then be calculated
where the first m steps bring the system into equilbrium.
If we change one link in the field configuration Σ giving us a new configuation Σ' there is a corresponding change in the action.
ΔS = S(Σ') − S(Σ)
[edit] Pseudo Code
using Wikicode