Bi 3:

M phng Monte Carlo

Under construction.

Gii thiu

Monte Carlo (MC) l phng php dng s ngu nhin

ly mu (sampling) trong mt tp hp
Thut ng Monte Carlo c s dng ln u bi
Metropolis (Los Alamos, 1947)
Tnh s Pi bng phng php ngu nhin (1901).
Phng php Metropolis (1953): cho php ly mu
(trong khng gian pha) theo mt tp hp thng k cho
trc.
Hin nay MC c coi l phng php hu hiu nht
nghin cu cc h phc hp

Tnh s bng Monte Carlo

Gieo ngu nhin vi phn

b u

4 N hit

N trails
1/2

sai s ~ N trails

Tnh tch phn bng Monte Carlo

Phng php tng qut tnh tch phn bng cch ly

trung bnh t cc ln th
x2

F = f x dx
x2

F =
x1

x1

f x
x dx
x

chn l s ngu nhin trong khong (x1,x2) vi

phn b (x) bt k cho trc, ta c:

f
F=

trials

Vi (x) l phn b u:

1
x=
x 2x 1

x 1 xx 2

N trails

x 2 x 1
F=
f i

N trials i=1

Tuy nhin, trong mt s trng hp cch ly mu theo

phn b u khng hiu qu. V d i vi tch phn cu
hnh trong tp hp chnh tc:

Z NVT = dr e

V p / k B T

Ly mu quan trng

L cch ly mu theo mt phn b (khc phn b u)

sao cho tp trung vo min c ng gp ng k trong
tch phn
Trong tp hp chnh tc:

A NVT = d A NVT
1

NVT =Z NVT e

V p / k B T

Nu ta ly mu theo phn b = NVT th:

A NVT = Atrails

Chui Markov

Phng php ly mu Monte Carlo cho ta mt chui cc

trng thi vi m

1, 2, , n1 , n ,

Chui Markov: xc sut la chn mt trng thi ch ph

thuc vo trng thi ngay trc n

Xc sut chuyn trng thi

Bo ton xc sut chuyn:

k =1

: k

k =1 k

Phng trnh ch

Chui Markov tun theo phng trnh ch (Master

equation):

d p
= (k p k p )
dt
p

l xc sut tm thy h trng thi

l xc sut chuyn trng thi t sang

Phng trnh ch l dng ri rc ca phng trnh

Fokker-Planck (trong l thuyt cc qu trnh nhiu lon).

iu kin cn bng chi tit

Khi t tin ti v cng, tn ti trng thi cn bng:

t : p = p

eq

d p eq

=0
dt

iu ny xy ra khi c iu kin cn bng chi tit:

eq

eq

k p =k p

Detailed balance
condition

Thng thng trong Monte Carlo

k =k
trong

k
k

l xc sut tin nghim (a priori)

l xc sut chp nhn

Monte Carlo yu cu xc sut tin nghim phi bng

nhau
a

k =k

(tng t nh tin v xc sut tin nghim trong Vt

l thng k: cc trng thi vi m c xc sut tin nghim
bng nhau)

Phng php Metropolis

Cho cch chn xc sut chuyn trng thi sao cho iu

kin cn bng chi tit c tha mn:

eq

nu p p

eq

k =1

eq
eq
p

p
nu

eq
p
s
k = eq
p

p
k =
p
s

eq

eq

k =1

Trng hp tp hp chnh tc, ta c phn b Boltzmann:

eq

p =
suy ra

Nu
Nu

E /k B T

Z NVT
p eq

E E
E E

eq

eq

p =
=e

Z NVT

E E / k B T

k =1
s

E / k B T

k =e

( E E )/ k B T

k =e

( E E )/ k B T

k =1

Thut ton Metropolis:

Gi s nng lng trng thi hin ti l E, nng lng trng
thi mi l E'

nu E ' E : chp nhn trng thi mi

nu E ' > E : chp nhn vi xc sut k =e

( E ' E )/ k B T

gieo mt s ngu nhin r trong khong [0,1)

nu r < k chp nhn trng thi mi.
nu r > hoc = k, khng chp nhn trng mi

Phng php ly mu Barker

Metropolis khng phi l phng php duy nht m

bo iu kin cn bng chi tit
Phng php ly mu Barker (1965):
eq

k =

p
eq

eq

(p +p )

Thc hnh

Dng phng php Monte Carlo, tnh tch

phn:

A= sin( x)dx
0

Dng phng php Metropolis to tp hp s

ngu nhin theo phn b:
1
p( x)= sin ( x)
2

x[0, ]

Bi tp v nh

Vit chng trnh m phng Monte Carlo cho

h kh nm trong trng trng
p(h)e

mgh
kT

Xt hp kh 2 chiu kch thc 10x10

Chn m=1, g=1, k=1
Tnh phn b kh theo cao ti cc
nhit khc nhau