MONTE-CARLO TECHNIQUES


Many people are attracted to computing by its deterministic nature leaving nothing to chance. Barring random machine error or using undefined variables, you get the same output every time you feed your program the same input. Nevertheless, a popular computer pastime is ``Monte-Carlo'' techniques in which the computer generates what appears to be a series of random numbers. These ``pseudo'' random numbers are then used to either simulate naturally random processes, such as the thermal motion of particles or radioactive decay, or to approximate the performance of some mathematical operation. Indeed, much of the recognition of computational physics as a specialty has come about from the ability of computers to solve previously intractable thermodynamic and field theory problems using Monte-Carlo techniques.

In this chapter we will show how to produce random numbers, walk around randomly, simulate radioactive decay and calculate in a rather unusual way.



Next: Random Number Generators

Author: Rubin H. Landau
rubin@physics.orst.edu

WWW Implementation: Hans Kowallik

kowallih@ucs.orst.edu