Monte Carlo Methods in Physics: Foundations and Algorithms

A. Pelissetto

General introduction to the Monte Carlo method:

Monte Carlo integration, generalities on Markov processes, some comments on the random number generation problem. Autocorrelations and error analysis.

Some general algorithms:

Metropolis, heat-bath and overrelaxation algorithms. Embedding algorithms. Multiple Markov-chain algorithms, simulated tempering and multicanonical methods.