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In a Monte Carlo simulation we attempt to follow the ‘time dependence’ of a model for which change, or growth, does not proceed in some rigorously predefined fashion (e.g. according to Newton's equations of motion) but rather in a stochastic manner which depends on a sequence of random numbers which is generated during the simulation. With a second, different sequence of random numbers the simulation will not give identical results but will yield values which agree with those obtained from the first sequence to within some ‘statistical error’. A very large number of different problems fall into this category: in percolation an empty lattice is gradually filled with particles by placing a particle on the lattice randomly with each ‘tick of the clock’. Lots of questions may then be asked about the resulting ‘clusters’ which are formed of neighboring occupied sites. Particular attention has been paid to the determination of the ‘percolation threshold’, i.e. the critical concentration of occupied sites for which an ‘infinite percolating cluster’ first appears. A percolating cluster is one which reaches from one boundary of a (macroscopic) system to the opposite one. The properties of such objects are of interest in the context of diverse physical problems such as conductivity of random mixtures, flow through porous rocks, behavior of dilute magnets, etc. Another example is diffusion limited aggregation (DLA) where a particle executes a random walk in space, taking one step at each time interval, until it encounters a ‘seed’ mass and sticks to it.
In the previous chapters of this text we have examined a wide variety of Monte Carlo methods in depth. Although these are exceedingly useful for many different problems in statistical physics, there are some circumstances in which the systems of interest are not well suited to Monte Carlo study. Indeed there are some problems which may not be treatable by stochastic methods at all, since the time-dependent properties as constrained by deterministic equations of motion are the subject of the study. The purpose of this chapter is thus to provide a very brief overview of some of the other important simulation techniques in statistical physics. Our goal is not to present a complete list of other methods or even a thorough discussion of these methods which are included but rather to offer sufficient background to enable the reader to compare some of the different approaches and better understand the strengths and limitations of Monte Carlo simulations.
MOLECULAR DYNAMICS
Integrationmethods (microcanonical ensemble)
Molecular dynamics methods are those techniques which are used to numerically integrate coupled equations of motion for a system which may be derived, e.g. in the simplest case from Lagrange's equations or Hamilton's equations. Thus, the approach chosen is to deal with many interacting atoms or molecules within the framework of classical mechanics. We begin this discussion with consideration of systems in which the number of particles N, the system volume V, and the total energy of the system E are held constant.
The examination of the equation of state of a two-dimensional model fluid (the hard disk system) was the very first application of the importance sampling Monte Carlo method in statistical mechanics (Metropolis et al., 1953), and since then the study of both atomic and molecular fluids by Monte Carlo simulation has been a very active area of research. Remember that statistical mechanics can deal well analytically with very dilute fluids (ideal gases!), and it can also deal well with crystalline solids (making use of the harmonic approximation and perfect crystal lattice periodicity and symmetry), but the treatment of strongly correlated dense fluids (and their solid counterparts, amorphous glasses) is much more difficult. Even the description of short range order in fluids in a thermodynamic state far away from any phase transition is a non-trivial matter (unlike the lattice models discussed in the last chapter, where far away from phase transitions the molecular field approximation, or a variant thereof, is usually both good enough and easily worked out, and the real interest is generally in phase transition problems).
The discussion in this chapter will consider only symmetric particles, and for the consideration of hard rods, spherocylinders, etc., the reader is referred elsewhere (Frenkel and Smit, 1996).
Within the contents of this book we have attempted to elucidate the essential features of Monte Carlo simulations and their application to problems in statistical physics. We have attempted to give the reader practical advice as well as to present theoretically based background for the methodology of the simulations as well as the tools of analysis. New Monte Carlo methods will be devised and will be used with more powerful computers, but we believe that the advice given to the reader in Section 4.8 will remain valid.
In general terms we can expect that progress in Monte Carlo studies in the future will take place along two different routes. First, there will be a continued advancement towards ultra high resolution studies of relatively simple models in which critical temperatures and exponents, phase boundaries, etc., will be examined with increasing precision and accuracy. As a consequence, high numerical resolution as well as the physical interpretation of simulational results may well provide hints to the theorist who is interested in analytic investigation. On the other hand, we expect that there will be a tendency to increase the examination of much more complicated models which provide a better approximation to physical materials. As the general area of materials science blossoms, we anticipate that Monte Carlo methods will be used to probe the often complex behavior of real materials. This is a challenge indeed, since there are usually phenomena which are occurring at different length and time scales.
In the preceding chapters we described the application of Monte Carlo methods in numerous areas that can be clearly identified as belonging to physics. Although the exposition was far from complete, it should have sufficed to give the reader an appreciation of the broad impact that Monte Carlo studies has already had in statistical physics. A more recent occurrence is the application of these methods in non-traditional areas of physics related research. More explicitly, we mean subject areas that are not normally considered to be physics at all but which make use of physics principles at their core. In some cases physicists have entered these arenas by introducing quite simplified models that represent a ‘physicist's view’ of a particular problem. Often such descriptions are oversimplified, but the hope is that some essential insight can be gained as is the case in many traditional physics studies. (A recent, provocative perspective of the role of statistical physics outside of physics has been presented by Stauffer (2004).) In other cases, however, Monte Carlo methods are being applied by non-physicists (or ‘recent physicists’) to problems that, at best, have a tenuous relationship to physics. This chapter is to serve as a brief glimpse of applications of Monte Carlo methods ‘outside’ of physics. The number of such studies will surely grow rapidly; and even now, we wish to emphasize that we will make no attempt to be complete in our treatment.
Modern Monte Carlo methods have their roots in the 1940s when Fermi, Ulam, von Neumann, Metropolis and others began considering the use of random numbers to examine different problems in physics from a stochastic perspective (Cooper (1989); this set of biographical articles about S. Ulam provides fascinating insight into the early development of the Monte Carlo method, even before the advent of the modern computer). Very simple Monte Carlo methods were devised to provide a means to estimate answers to analytically intractable problems. Much of this work is unpublished and a view of the origins of Monte Carlo methods can best be obtained through examination of published correspondence and historical narratives. Although many of the topics which will be covered in this book deal with more complex Monte Carlo methods which are tailored explicitly for use in statistical physics, many of the early, simple techniques retain their importance because of the dramatic increase in accessible computing power which has taken place during the last two decades. In the remainder of this chapter we shall consider the application of simple Monte Carlo methods to a broad spectrum of interesting problems.
COMPARISONS OF METHODS FOR NUMERICAL INTEGRATION OF GIVEN FUNCTIONS
Simple methods
One of the simplest and most effective uses for Monte Carlo methods is the evaluation of definite integrals which are intractable by analytic techniques. (See the book by Hammersley and Handscomb (1964) for more mathematical details.)
This book describes the statistical mechanics of classical spin systems with quenched disorder. The first part of the book covers the physics of spin-glass states using results obtained within the framework of the mean field theory of spin glasses. The technique of replica symmetry breaking is explained in detail, along with a discussion of the underlying physics. The second part is devoted to the theory of critical phenomena in the presence of weak quenched disorder. This includes a systematic derivation of the traditional renormalization group theory, which is then used to obtain a new 'random' critical regime in disordered vector ferromagnets and in the two-dimensional Ising model. The third part of the book describes other types of disordered systems, relating to new results at the frontiers of modern research. The book is suitable for graduate students and researchers in the field of statistical mechanics of disordered systems.
Many natural systems can be described as a collection of oscillators coupled to each other via an interaction matrix. Systems of this type describe phenomena as diverse as earthquakes, ecosystems, neurons, cardiac pacemaker cells, or animal and insect behavior. Coupled oscillators may display synchronized behavior, i.e. follow a common dynamical evolution. Famous examples include the synchronization of circadian rhythms and night/day alternation, crickets that chirp in unison, or flashing fireflies. An exhaustive list of examples and a detailed exposition of the synchronization behavior of periodic systems can be found in the book by Blekhman (1988) and the more recent reviews by Pikovsky, Rosenblum and Kurths (2001), and Boccaletti et al. (2002).
Synchronization properties are also dependent on the coupling pattern among the oscillators which is conveniently represented as an interaction network characterizing each system. Networks therefore assume a major role in the study of synchronization phenomena and, in this chapter, we intend to provide an overview of results addressing the effect of their structure and complexity on the behavior of the most widely used classes of models.
General framework
The central question in the study of coupled oscillators concerns the emergence of coherent behavior in which the elements of the system follow the same dynamical pattern, i.e. are synchronized. The first studies were concerned with the synchronization of periodic systems such as clocks or flashing fireflies.
Undeniably, the visualizations of the Internet or the airport network convey the notion of intricate, in some cases haphazard, systems of a very complicated nature. Complexity, however, is not the same as the addition of complicated features. Despite the fact that there is no unique and commonly accepted definition of complexity – it is indeed very unlikely to find two scientists sharing the same definition of complex system – we discuss from what perspectives many real-world networks can be considered as complex systems, and what are the peculiar features signaling this occurrence. In this chapter we review the basic topological and dynamical features that characterize real-world networks and we attempt to categorize networks into a few broad classes according to their observed statistical properties. In particular, self-organized dynamical evolution and the emergence of the small-world and scale-free properties of many networks are discussed as prominent concepts which have led to a paradigm shift in which the dynamics of networks have become a central issue in their characterization as well as in their modeling (which will be discussed in the next chapter). We do not aim, however, at an exhaustive exposition of the theory and modeling of complex networked structures since, as of today, there are reference textbooks on these topics such as those by Dorogovtsev and Mendes (2003), Pastor-Satorras and Vespignani (2004), and Caldarelli (2007), along with journal reviews by Albert and Barabási (2002), Dorogovtsev and Mendes (2002), Newman (2003c), and Boccaletti et al. ([2006]).