Nonlocal Monte Carlo algorithms for statistical physics applications
After a brief general overview of Monte Carlo computer simulations in statistical physics, special emphasis is placed on applications to phase transitions and critical phenomena. Here, standard simulations employing local update algorithms are severely hampered by the problem of critical slowing down, that is by strong correlations between successively generated data It is shown that this problem can be greatly reduced by using nonlocal update techniques such as cluster and multigrid algorithms. The general ideas are illustrated for simple lattice spin models and Euclidean path integrals. (C) 1998 IMACS/ Elsevier Science B.V.
phase transitions critical phenomena monte carlo simulations importance sampling cluster algorithms multigrid techniques