User:Jackliddle/Metropolis algorithm

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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 1 Description 2 Pseudo Code 3 See also 4 References

[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

[edit] See also

• Metropolis-Hastings algorithm

[edit] References