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Markov Chain Monte Carlo Simulations

  1. Bernd A. Berg1,
  2. Alain Billoire2

Published Online: 14 DEC 2007

DOI: 10.1002/9780470050118.ecse696

Wiley Encyclopedia of Computer Science and Engineering

Wiley Encyclopedia of Computer Science and Engineering

How to Cite

Berg, B. A. and Billoire, A. 2007. Markov Chain Monte Carlo Simulations. Wiley Encyclopedia of Computer Science and Engineering. .

Author Information

  1. 1

    Florida State University, Tallahassee, Florida

  2. 2

    Service de Physique Théorique, CEA Saclay, Gif-sur-Yvette, France

Publication History

  1. Published Online: 14 DEC 2007

Abstract

Markov Chain Monte Carlo (MCMC) simulations are widely used in many branches of science. We explain the basic method and illustrate it for a simple statistical physics system, the Ising ferromagnet in two dimensions An overview of MCMC updating scheme is subsequently given. The final section of this article focuses on so called generalized ensemble algorithms.

Keywords:

  • Monte Carlo method;
  • Markov chain;
  • Ising ferromagnet;
  • Metropolis algorithm;
  • Boltzmann–Gibbs ensemble