What is Monte Carlo method?
A method that finds answers by repeating probabilistic trials using random numbers. In materials it includes equilibrium calculations by the Metropolis method and kinetic Monte Carlo for following diffusion.
Japanese name: モンテカルロ法
Monte Carlo method appears in 2 practice questions across 1 topic, including Computational materials science.
Field: Computational materials science
Finding answers with random numbers
The Monte Carlo method is a general name for methods that repeat many trials using random numbers and estimate an answer from their average; the name comes from Monte Carlo in Monaco, known for its casino. For example, scattering points uniformly in a square and counting the fraction that fall inside the inscribed circle gives an estimate of π. The error is inversely proportional to the square root of the number of trials N, so making the result ten times more precise takes 100 times as many trials. This rate of error reduction does not depend on the number of variables, so the method is especially powerful for integrals in statistical mechanics, which have a huge number of variables, such as atomic positions.
The number of trials is not time
The number of trials in the Metropolis method (Monte Carlo steps) is not real time. The sequence of states is a route for sampling the equilibrium distribution and does not represent the order of physical changes, so it normally cannot be used to discuss rates of change. Even when steps are used in place of time, as in Potts-model grain growth, their correspondence to real time is set by comparison with experiment. The part still influenced by the initial state is excluded from averages, and errors are estimated with the similarity between successive states (correlation) taken into account. When time is needed, the kinetic Monte Carlo method, which advances time by giving a rate for each event, is used.
Why kinetic Monte Carlo is useful
The frequency with which an atom in a solid jumps to a neighboring site is ν exp(−E_a/kT); with a vibration frequency ν ≈ 10¹³ s⁻¹, E_a = 1.0 eV and 600 K, it is about 4×10⁴ times per second. An atom vibrates about 2.5×10⁸ times before making one jump, so molecular dynamics, which follows every vibration, can hardly follow diffusion. Kinetic Monte Carlo skips the vibrations and chooses the next event from a list of events and their rates, so it can follow precipitation and the evolution of irradiation defects on scales of seconds or hours. Events not on the list, however, never occur, so the choice of events prepared determines the result.
FAQ
How does the accuracy of the Monte Carlo method change with the number of trials?
The statistical error falls as 1/√N with the number of independent trials N. Halving the error takes four times as many trials. If successive states are correlated, the actual number of independent samples is smaller, so errors are estimated by methods such as averaging over blocks.
What is the difference between the Metropolis method and kinetic Monte Carlo?
The Metropolis method decides whether to accept a trial from the energy difference alone and finds equilibrium averages. Kinetic Monte Carlo uses event rates obtained from activation energies and advances time each time an event is chosen, following changes on the way to equilibrium in real time.
Does the quality of the random numbers affect the results?
Yes. If the random numbers have periodicity or correlations, averages can be biased or only some states may be visited. Today it is usual to use pseudo-random number generators with long periods that pass statistical tests, such as the Mersenne Twister. In parallel calculations it is also important to use an independent random-number stream for each calculation.