Preface |
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xv | |
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1 | (6) |
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1.1 What is a Monte Carlo simulation? |
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1 | (1) |
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1.2 What problems can we solve with it? |
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2 | (1) |
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1.3 What difficulties will we encounter? |
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3 | (1) |
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1.3.1 Limited computer time and memory |
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3 | (1) |
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1.3.2 Statistical and other errors |
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3 | (1) |
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1.4 What strategy should we follow in approaching a problem? |
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4 | (1) |
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1.5 How do simulations relate to theory and experiment? |
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4 | (1) |
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5 | (2) |
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6 | (1) |
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2 Some necessary background |
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7 | (44) |
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2.1 Thermodynamics and statistical mechanics: a quick reminder |
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7 | (23) |
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7 | (8) |
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15 | (12) |
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2.1.3 Ergodicity and broken symmetry |
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27 | (1) |
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2.1.4 Fluctuations and the Ginzburg criterion |
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27 | (1) |
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2.1.5 A standard exercise: the ferromagnetic Ising model |
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28 | (2) |
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30 | (11) |
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30 | (1) |
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2.2.2 Special probability distributions and the central limit theorem |
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31 | (2) |
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33 | (1) |
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2.2.4 Markov chains and master equations |
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33 | (2) |
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2.2.5 The `art' of random number generation |
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35 | (6) |
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2.3 Non-equilibrium and dynamics: some introductory comments |
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41 | (10) |
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2.3.1 Physical applications of master equations |
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41 | (2) |
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2.3.2 Conservation laws and their consequences |
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43 | (3) |
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2.3.3 Critical slowing down at phase transitions |
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46 | (2) |
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2.3.4 Transport coefficients |
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48 | (1) |
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2.3.5 Concluding comments: why bother about dynamics when doing Monte Carlo for statics? |
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48 | (1) |
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48 | (3) |
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3 Simple sampling Monte Carlo methods |
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51 | (20) |
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51 | (1) |
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3.2 Comparisons of methods for numerical integration of given functions |
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51 | (3) |
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51 | (2) |
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3.2.2 Intelligent methods |
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53 | (1) |
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3.3 Boundary value problems |
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54 | (2) |
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3.4 Simulation of radioactive decay |
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56 | (1) |
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3.5 Simulation of transport properties |
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57 | (1) |
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57 | (1) |
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58 | (1) |
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3.6 The percolation problem |
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58 | (5) |
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59 | (3) |
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3.6.2 Cluster counting: the Hoshen--Kopelman algorithm |
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62 | (1) |
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3.6.3 Other percolation models |
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63 | (1) |
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3.7 Finding the groundstate of a Hamiltonian |
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63 | (1) |
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3.8 Generation of `random' walks |
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64 | (5) |
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64 | (1) |
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65 | (1) |
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3.8.3 Self-avoiding walks |
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66 | (2) |
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3.8.4 Growing walks and other models |
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68 | (1) |
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69 | (2) |
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69 | (2) |
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4 Importance sampling Monte Carlo methods |
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71 | (73) |
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71 | (1) |
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4.2 The simplest case: single spin-flip sampling for the simple Ising model |
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72 | (36) |
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73 | (3) |
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4.2.2 Boundary conditions |
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76 | (3) |
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4.2.3 Finite size effects |
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79 | (14) |
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4.2.4 Finite sampling time effects |
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93 | (7) |
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4.2.5 Critical relaxation |
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100 | (8) |
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4.3 Other discrete variable models |
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108 | (9) |
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4.3.1 Ising models with competing interactions |
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108 | (4) |
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4.3.2 q-state Potts models |
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112 | (1) |
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4.3.3 Baxter and Baxter--Wu models |
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113 | (1) |
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114 | (1) |
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4.3.5 Ising spin glass models |
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115 | (1) |
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4.3.6 Complex fluid models |
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116 | (1) |
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4.4 Spin--exchange sampling |
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117 | (6) |
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4.4.1 Constant magnetization simulations |
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117 | (1) |
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118 | (2) |
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120 | (2) |
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4.4.4 Hydrodynamic slowing down |
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122 | (1) |
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4.5 Microcanonical methods |
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123 | (1) |
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123 | (1) |
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123 | (1) |
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124 | (1) |
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4.6 General remarks, choice of ensemble |
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124 | (2) |
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4.7 Statics and dynamics of polymer models on lattices |
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126 | (13) |
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126 | (1) |
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4.7.2 Fixed bond length methods |
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126 | (2) |
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4.7.3 Bond fluctuation method |
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128 | (1) |
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4.7.4 Enhanced sampling using a fourth dimension |
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128 | (2) |
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4.7.5 The `wormhole algorithm' -- another method to equilibrate dense polymeric systems |
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130 | (1) |
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4.7.6 Polymers in solutions of variable quality: θ-point, collapse transition, unmixing |
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130 | (3) |
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4.7.7 Equilibrium polymers: a case study |
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133 | (3) |
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4.7.8 The pruned enriched Rosenbluth method (PERM): a biased sampling approach to simulate very long isolated chains |
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136 | (3) |
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139 | (5) |
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140 | (4) |
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5 More on importance sampling Monte Carlo methods for lattice systems |
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144 | (68) |
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5.1 Cluster flipping methods |
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144 | (7) |
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5.1.1 Fortuin--Kasteleyn theorem |
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144 | (1) |
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5.1.2 Swendsen--Wang method |
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145 | (3) |
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148 | (1) |
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5.1.4 Improved estimators' |
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149 | (1) |
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5.1.5 Invaded cluster algorithm |
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149 | (1) |
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5.1.6 Probability changing cluster algorithm |
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150 | (1) |
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5.2 Specialized computational techniques |
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151 | (6) |
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5.2.1 Expanded ensemble methods |
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151 | (1) |
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151 | (1) |
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5.2.3 N--fold way and extensions |
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152 | (3) |
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155 | (1) |
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5.2.5 Multigrid algorithms |
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155 | (1) |
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5.2.6 Monte Carlo on vector computers |
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155 | (1) |
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5.2.7 Monte Carlo on parallel computers |
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156 | (1) |
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5.3 Classical spin models |
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157 | (9) |
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157 | (1) |
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5.3.2 Simple spin--flip method |
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158 | (2) |
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160 | (1) |
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5.3.4 Low temperature techniques |
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161 | (1) |
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5.3.5 Over-relaxation methods |
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161 | (1) |
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5.3.6 Wolff embedding trick and cluster flipping |
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162 | (1) |
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163 | (1) |
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5.3.8 Monte Carlo dynamics vs. equation of motion dynamics |
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163 | (1) |
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5.3.9 Topological excitations and solitons |
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164 | (2) |
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5.4 Systems with quenched randomness |
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166 | (13) |
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5.4.1 General comments: averaging in random systems |
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166 | (5) |
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5.4.2 Parallel tempering: a general method to better equilibrate systems with complex energy landscapes |
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171 | (1) |
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5.4.3 Random fields and random bonds |
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172 | (1) |
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5.4.4 Spin glasses and optimization by simulated annealing |
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173 | (5) |
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5.4.5 Ageing in spin glasses and related systems |
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178 | (1) |
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5.4.6 Vector spin glasses: developments and surprises |
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178 | (1) |
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5.5 Models with mixed degrees of freedom: Si/Ge alloys, a case study |
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179 | (2) |
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5.6 Methods for systems with long range interactions |
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181 | (2) |
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5.7 Parallel tempering, simulated tempering, and related methods: accuracy considerations |
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183 | (3) |
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5.8 Sampling the free energy and entropy |
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186 | (4) |
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5.8.1 Thermodynamic integration |
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186 | (1) |
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5.8.2 Groundstate free energy determination |
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187 | (1) |
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5.8.3 Estimation of intensive variables: the chemical potential |
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188 | (1) |
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5.8.4 Lee--Kosterlitz method |
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189 | (1) |
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5.8.5 Free energy from finite size dependence at Tc |
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189 | (1) |
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190 | (17) |
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5.9.1 Inhomogeneous systems: surfaces, interfaces, etc. |
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190 | (6) |
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5.9.2 Anisotropic critical phenomena: simulation boxes with arbitrary aspect ratio |
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196 | (2) |
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5.9.3 Other Monte Carlo schemes |
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198 | (2) |
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5.9.4 Inverse and reverse Monte Carlo methods |
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200 | (2) |
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5.9.5 Finite size effects: review and summary |
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202 | (1) |
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5.9.6 More about error estimation |
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202 | (2) |
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5.9.7 Random number generators revisited |
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204 | (3) |
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5.10 Summary and perspective |
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207 | (5) |
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208 | (4) |
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212 | (70) |
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212 | (30) |
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6.1.1 NVT ensemble and the virial theorem |
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212 | (4) |
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216 | (4) |
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6.1.3 Grand canonical ensemble |
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220 | (4) |
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6.1.4 Near critical coexistence: a case study |
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224 | (2) |
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6.1.5 Subsystems: a case study |
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226 | (5) |
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231 | (3) |
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6.1.7 Widom particle insertion method and variants |
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234 | (2) |
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6.1.8 Monte Carlo phase switch |
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236 | (3) |
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6.1.9 Cluster algorithm for fluids |
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239 | (2) |
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6.1.10 Event chain algorithms |
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241 | (1) |
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6.2 `Short range' interactions |
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242 | (1) |
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242 | (1) |
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6.2.2 Verlet tables and cell structure |
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242 | (1) |
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6.2.3 Minimum image convention |
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243 | (1) |
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6.2.4 Mixed degrees of freedom reconsidered |
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243 | (1) |
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6.3 Treatment of long range forces |
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243 | (3) |
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6.3.1 Reaction field method |
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243 | (1) |
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244 | (1) |
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6.3.3 Fast multipole method |
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245 | (1) |
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246 | (1) |
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246 | (1) |
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6.4.2 Periodic substrate potentials |
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246 | (1) |
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247 | (4) |
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6.5.1 Application of the Liu--Luijten algorithm to a binary fluid mixture |
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250 | (1) |
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6.6 Polymers: an introduction |
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251 | (16) |
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6.6.1 Length scales and models |
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251 | (6) |
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6.6.2 Asymmetric polymer mixtures: a case study |
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257 | (4) |
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6.6.3 Applications: dynamics of polymer melts; thin adsorbed polymeric films |
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261 | (4) |
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6.6.4 Polymer melts: speeding up bond fluctuation model simulations |
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265 | (2) |
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6.7 Configurational bias and `smart Monte Carlo' |
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267 | (3) |
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6.8 Estimation of excess free energies due to walls for fluids and solids |
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270 | (2) |
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6.9 A symmetric, Lennard--Jones mixture: a case study |
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272 | (3) |
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6.10 Finite size effects on interfacial properties: a case study |
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275 | (2) |
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277 | (5) |
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278 | (4) |
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282 | (37) |
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282 | (3) |
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7.1.1 Distribution functions |
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282 | (1) |
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282 | (3) |
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7.2 Single histogram method |
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285 | (10) |
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7.2.1 The Ising model as a case study |
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286 | (6) |
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7.2.2 The surface--bulk multicritical point: another case study |
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292 | (3) |
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7.3 Multihistogram method |
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295 | (1) |
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7.4 Broad histogram method |
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296 | (1) |
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7.5 Transition matrix Monte Carlo |
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296 | (1) |
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7.6 Multicanonical sampling |
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297 | (5) |
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7.6.1 The multicanonical approach and its relationship to canonical sampling |
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297 | (2) |
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7.6.2 Near first order transitions |
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299 | (1) |
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7.6.3 Groundstates in complicated energy landscapes |
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300 | (1) |
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7.6.4 Interface free energy estimation |
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301 | (1) |
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7.7 A case study: the Casimir effect in critical systems |
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302 | (1) |
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7.8 Wang--Landau sampling |
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303 | (11) |
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303 | (4) |
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7.8.2 Applications to models with continuous variables |
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307 | (1) |
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7.8.3 A simple example of two-dimensional Wang--Landau sampling |
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307 | (1) |
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7.8.4 Microcanonical entropy inflection points |
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308 | (1) |
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7.8.5 Back to numerical integration |
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309 | (1) |
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7.8.6 Replica exchange Wang--Landau sampling |
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310 | (4) |
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7.9 A case study: evaporation/condensation transition of droplets |
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314 | (5) |
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316 | (3) |
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8 Quantum Monte Carlo methods |
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319 | (45) |
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319 | (1) |
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8.2 Feynman path integral formulation |
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320 | (11) |
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8.2.1 Off-lattice problems: low temperature properties of crystals |
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320 | (7) |
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8.2.2 Bose statistics and superfluidity |
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327 | (1) |
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8.2.3 Path integral formulation for rotational degrees of freedom |
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328 | (3) |
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331 | (19) |
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8.3.1 The Ising model in a transverse field |
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331 | (1) |
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8.3.2 Anisotropic Heisenberg chain |
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332 | (4) |
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8.3.3 Fermions on a lattice |
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336 | (2) |
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8.3.4 An intermezzo: the minus sign problem |
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338 | (2) |
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8.3.5 Spinless fermions revisited |
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340 | (2) |
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8.3.6 Cluster methods for quantum lattice models |
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342 | (2) |
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8.3.7 Continuous time simulations |
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344 | (1) |
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8.3.8 Decoupled cell method |
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345 | (1) |
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8.3.9 Handscomb's method and the stochastic series expansion (SSE) approach |
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346 | (1) |
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8.3.10 Wang--Landau sampling for quantum models |
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347 | (2) |
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8.3.11 Fermion determinants |
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349 | (1) |
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8.4 Monte Carlo methods for the study of groundstate properties |
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350 | (5) |
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8.4.1 Variational Monte Carlo (VMC) |
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351 | (2) |
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8.4.2 Green's function Monte Carlo methods (GFMC) |
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353 | (2) |
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8.5 Towards constructing the nodal surface of off-lattice, many-Fermion systems: the `survival of the fittest' algorithm |
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355 | (4) |
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359 | (5) |
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360 | (4) |
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9 Monte Carlo renormalization group methods |
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364 | (14) |
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9.1 Introduction to renormalization group theory |
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364 | (4) |
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9.2 Real space renormalization group |
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368 | (1) |
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9.3 Monte Carlo renormalization group |
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369 | (9) |
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9.3.1 Large cell renormalization |
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369 | (2) |
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9.3.2 Ma's method: finding critical exponents and the fixed point Hamiltonian |
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371 | (1) |
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372 | (2) |
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9.3.4 Location of phase boundaries |
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374 | (1) |
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9.3.5 Dynamic problems: matching time-dependent correlation functions |
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375 | (1) |
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9.3.6 Inverse Monte Carlo renormalization group transformations |
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376 | (1) |
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376 | (2) |
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10 Non-equilibrium and irreversible processes |
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378 | (30) |
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10.1 Introduction and perspective |
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378 | (1) |
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10.2 Driven diffusive systems (driven lattice gases) |
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378 | (3) |
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381 | (3) |
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384 | (3) |
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387 | (2) |
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387 | (1) |
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387 | (2) |
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10.6 Growth of structures and patterns |
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389 | (4) |
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10.6.1 Eden model of cluster growth |
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389 | (1) |
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10.6.2 Diffusion limited aggregation |
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389 | (3) |
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10.6.3 Cluster-cluster aggregation |
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392 | (1) |
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392 | (1) |
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10.7 Models for film growth |
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393 | (5) |
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393 | (1) |
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10.7.2 Ballistic deposition |
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394 | (1) |
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395 | (1) |
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10.7.4 Kinetic Monte Carlo and MBE growth |
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396 | (2) |
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10.8 Transition path sampling |
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398 | (1) |
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10.9 Forced polymer pore translocation: a case study |
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399 | (3) |
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10.10 The Jarzynski non-equilibrium work theorem and its application to obtain free energy differences from trajectories |
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402 | (2) |
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10.11 Outlook: variations on a theme |
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404 | (4) |
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404 | (4) |
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11 Lattice gauge models: a brief introduction |
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408 | (15) |
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11.1 Introduction: gauge in variance and lattice gauge theory |
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408 | (2) |
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11.2 Some technical matters |
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410 | (1) |
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11.3 Results for Z(N) lattice gauge models |
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410 | (1) |
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11.4 Compact U(1) gauge theory |
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411 | (1) |
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11.5 SU(2) lattice gauge theory |
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412 | (1) |
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11.6 Introduction: quantum chromodynamics (QCD) and phase transitions of nuclear matter |
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413 | (2) |
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11.7 The deconfinement transition of QCD |
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415 | (3) |
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11.8 Towards quantitative predictions |
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418 | (2) |
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11.9 Density of states in gauge theories |
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420 | (1) |
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421 | (2) |
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421 | (2) |
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12 A brief review of other methods of computer simulation |
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423 | (24) |
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423 | (1) |
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423 | (9) |
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12.2.1 Integration methods (microcanonical ensemble) |
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423 | (4) |
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12.2.2 Other ensembles (constant temperature, constant pressure, etc.) |
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427 | (3) |
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12.2.3 Non-equilibrium molecular dynamics |
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430 | (1) |
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12.2.4 Hybrid methods (MD + MC) |
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430 | (1) |
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12.2.5 Ab initio molecular dynamics |
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431 | (1) |
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12.2.6 Hyperdynamics and metadynamics |
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432 | (1) |
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12.3 Quasi--classical spin dynamics |
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432 | (4) |
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12.4 Langevin equations and variations (cell dynamics) |
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436 | (1) |
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437 | (1) |
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12.6 Dissipative particle dynamics (DPD) |
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438 | (1) |
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12.7 Lattice gas cellular automata |
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439 | (1) |
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12.8 Lattice Boltzmann equation |
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440 | (1) |
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12.9 Multiscale simulation |
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440 | (2) |
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12.10 Multiparticle collision dynamics |
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442 | (5) |
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444 | (3) |
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13 Monte Carlo simulations at the periphery of physics and beyond |
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447 | (18) |
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447 | (1) |
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447 | (1) |
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448 | (1) |
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449 | (2) |
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13.5 `Biologically inspired' physics |
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451 | (3) |
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13.5.1 Commentary and perspective |
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451 | (1) |
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451 | (2) |
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453 | (1) |
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454 | (1) |
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13.7 Mathematics/statistics |
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455 | (1) |
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456 | (1) |
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456 | (1) |
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13.10 `Traffic' simulations |
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457 | (2) |
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459 | (1) |
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13.12 Networks: what connections really matter? |
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460 | (1) |
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461 | (4) |
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462 | (3) |
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14 Monte Carlo studies of biological molecules |
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465 | (12) |
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465 | (1) |
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466 | (6) |
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466 | (1) |
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14.2.2 How to best simulate proteins: Monte Carlo or molecular dynamics? |
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467 | (1) |
|
14.2.3 Generalized ensemble methods |
|
|
467 | (2) |
|
14.2.4 Globular proteins: a case study |
|
|
469 | (1) |
|
14.2.5 Simulations of membrane proteins |
|
|
470 | (2) |
|
14.3 Monte Carlo simulations of RNA structures |
|
|
472 | (1) |
|
14.4 Monte Carlo simulations of carbohydrates |
|
|
472 | (2) |
|
14.5 Determining macromolecular structures |
|
|
474 | (1) |
|
|
475 | (2) |
|
|
475 | (2) |
|
|
477 | (2) |
Appendix: Listing of programs mentioned in the text |
|
479 | (32) |
Index |
|
511 | |