Lecture

Metropolis-Hastings Algorithm

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Description

This lecture covers the Metropolis-Hastings algorithm and the Glauber algorithm for sampling from the Boltzmann distribution. It explains the iterative rules and updates for the Curie-Weiss model, focusing on the Metropolis-Hastings algorithm's recipe and the Glauber algorithm's differential equations. The lecture also delves into the optimization of the code for computational efficiency and the analytical differential equations for the average magnetization. Through exercises and corrections, the lecture demonstrates the convergence to equilibrium configurations and the impact of finite size effects on the dynamics.

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Related concepts (32)

Boltzmann distribution

In statistical mechanics and mathematics, a Boltzmann distribution (also called Gibbs distribution) is a probability distribution or probability measure that gives the probability that a system will be in a certain state as a function of that state's energy and the temperature of the system. The distribution is expressed in the form: where pi is the probability of the system being in state i, exp is the exponential function, εi is the energy of that state, and a constant kT of the distribution is the product of the Boltzmann constant k and thermodynamic temperature T.

Partial differential equation

In mathematics, a partial differential equation (PDE) is an equation which computes a function between various partial derivatives of a multivariable function. The function is often thought of as an "unknown" to be solved for, similar to how x is thought of as an unknown number to be solved for in an algebraic equation like x2 − 3x + 2 = 0. However, it is usually impossible to write down explicit formulas for solutions of partial differential equations.

Maxwell–Boltzmann distribution

In physics (in particular in statistical mechanics), the Maxwell–Boltzmann distribution, or Maxwell(ian) distribution, is a particular probability distribution named after James Clerk Maxwell and Ludwig Boltzmann. It was first defined and used for describing particle speeds in idealized gases, where the particles move freely inside a stationary container without interacting with one another, except for very brief collisions in which they exchange energy and momentum with each other or with their thermal environment.

Differential equation

In mathematics, a differential equation is an equation that relates one or more unknown functions and their derivatives. In applications, the functions generally represent physical quantities, the derivatives represent their rates of change, and the differential equation defines a relationship between the two. Such relations are common; therefore, differential equations play a prominent role in many disciplines including engineering, physics, economics, and biology.

Magnetization

In classical electromagnetism, magnetization is the vector field that expresses the density of permanent or induced magnetic dipole moments in a magnetic material. Movement within this field is described by direction and is either Axial or Diametric. The origin of the magnetic moments responsible for magnetization can be either microscopic electric currents resulting from the motion of electrons in atoms, or the spin of the electrons or the nuclei. Net magnetization results from the response of a material to an external magnetic field.

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