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Lecture

Monte Carlo Integration: Correlated Sampling

In course

PHYS-403: Computer simulation of physical systems I

The two main topics covered by this course are classical molecular dynamics and the Monte Carlo method. ...

Description

This lecture covers Monte Carlo integration through correlated sampling, focusing on the motivation behind using this method, the integration process, and the scaling of errors. It also discusses the performance of supercomputers in this context and compares Monte Carlo methods with conventional schemes. The lecture concludes with a detailed analysis of error scaling for grid integration in multiple dimensions.

Instructor

Alfredo Pasquarello

Alfredo Pasquarello studied physics at the Scuola Normale Superiore of Pisa and at the University of Pisa, obtaining their respective degrees in 1986. He obtained a doctoral degree at the EPFL in 1991 with a thesis on Multiphoton Transitions in Solids . Then, he moved to Bell Laboratories at Murray Hill (New Jersey), where he carried out postdoctoral research on the magnetic properties of carbon fullerenes. In 1993, he joined the Institute for Numerical Research in the Physics of Materials (IRRMA), where his activity involved first-principles simulation methods. In 1998, he was awarded the EPFL Latsis Prize for his research work on disordered silica materials. Succeeding in grant programs of the Swiss National Science Foundation, he then set up his own research group at IRRMA. In July 2003, he is appointed Professor in Theoretical Condensed Matter Physics at EPFL. Currently, he leads the Chair of Atomic Scale Simulation.

Official source

Related concepts (31)

Supercomputer

A supercomputer is a computer with a high level of performance as compared to a general-purpose computer. The performance of a supercomputer is commonly measured in floating-point operations per second (FLOPS) instead of million instructions per second (MIPS). Since 2017, there have existed supercomputers which can perform over 1017 FLOPS (a hundred quadrillion FLOPS, 100 petaFLOPS or 100 PFLOPS). For comparison, a desktop computer has performance in the range of hundreds of gigaFLOPS (1011) to tens of teraFLOPS (1013).

Monte Carlo method

Monte Carlo methods, or Monte Carlo experiments, are a broad class of computational algorithms that rely on repeated random sampling to obtain numerical results. The underlying concept is to use randomness to solve problems that might be deterministic in principle. They are often used in physical and mathematical problems and are most useful when it is difficult or impossible to use other approaches. Monte Carlo methods are mainly used in three problem classes: optimization, numerical integration, and generating draws from a probability distribution.

Roadrunner (supercomputer)

Roadrunner was a supercomputer built by IBM for the Los Alamos National Laboratory in New Mexico, USA. The US$100-million Roadrunner was designed for a peak performance of 1.7 petaflops. It achieved 1.026 petaflops on May 25, 2008, to become the world's first TOP500 LINPACK sustained 1.0 petaflops system. In November 2008, it reached a top performance of 1.456 petaFLOPS, retaining its top spot in the TOP500 list. It was also the fourth-most energy-efficient supercomputer in the world on the Supermicro Green500 list, with an operational rate of 444.

Markov chain Monte Carlo

In statistics, Markov chain Monte Carlo (MCMC) methods comprise a class of algorithms for sampling from a probability distribution. By constructing a Markov chain that has the desired distribution as its equilibrium distribution, one can obtain a sample of the desired distribution by recording states from the chain. The more steps that are included, the more closely the distribution of the sample matches the actual desired distribution. Various algorithms exist for constructing chains, including the Metropolis–Hastings algorithm.

Smart grid

A smart grid is an electrical grid which includes a variety of operation and energy measures including: Advanced metering infrastructure (of which smart meters are a generic name for any utility side device even if it is more capable e.g. a fiber optic router) Smart distribution boards and circuit breakers integrated with home control and demand response (behind the meter from a utility perspective) Load control switches and smart appliances, often financed by efficiency gains on municipal programs (e.g.

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