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"Equation of State Calculations by Fast Computing Machines" is a
scholarly article Academic publishing is the subfield of publishing which distributes academic research and scholarship. Most academic work is published in academic journal articles, books or thesis, theses. The part of academic written output that is not forma ...
published by
Nicholas Metropolis Nicholas Constantine Metropolis (Greek: ; June 11, 1915 – October 17, 1999) was a Greek-American physicist. Metropolis received his BSc (1937) and PhD in physics (1941, with Robert Mulliken) at the University of Chicago. Shortly afterwards, ...
,
Arianna W. Rosenbluth Arianna Wright Rosenbluth (September 15, 1927 – December 28, 2020) was an American physicist who contributed to the development of the Metropolis–Hastings algorithm. She wrote the first full implementation of the Markov chain Monte Carlo meth ...
, Marshall N. Rosenbluth,
Augusta H. Teller Augusta Maria "Mici" Teller (originally Schütz-Harkányi; 30 April 1909 – 4 June 2000) was a Hungarian-American scientist and computer programmer, involved in the development of the Metropolis algorithm. Life and career Teller was born as Au ...
, and
Edward Teller Edward Teller ( hu, Teller Ede; January 15, 1908 – September 9, 2003) was a Hungarian-American theoretical physicist who is known colloquially as "the father of the hydrogen bomb" (see the Teller–Ulam design), although he did not care fo ...
in the
Journal of Chemical Physics ''The Journal of Chemical Physics'' is a scientific journal published by the American Institute of Physics that carries research papers on chemical physics.Metropolis Monte Carlo A metropolis () is a large city or conurbation which is a significant economic, political, and cultural center for a country or region, and an important hub for regional or international connections, commerce, and communications. A big c ...
algorithm, which forms the basis for Monte Carlo
statistical mechanics In physics, statistical mechanics is a mathematical framework that applies statistical methods and probability theory to large assemblies of microscopic entities. It does not assume or postulate any natural laws, but explains the macroscopic be ...
simulations of atomic and molecular systems.


Development

Some controversy exists with regard to credit for development of the algorithm. Prior to 2003, there was no detailed account of the algorithm's development. Then, shortly before his death, Marshall Rosenbluth attended a 2003 conference at LANL marking the 50th anniversary of the 1953 publication. At this conference, Rosenbluth described the algorithm and its development in a presentation titled "Genesis of the Monte Carlo Algorithm for Statistical Mechanics". Further historical clarification is made by Gubernatis in a 2005 journal article recounting the 50th anniversary conference. Rosenbluth makes it clear that he and his wife Arianna did the work, and that Metropolis played no role in the development other than providing computer time. Rosenbluth credits Teller with a crucial but early suggestion to "take advantage of statistical mechanics and take ensemble averages instead of following detailed kinematics". Additional clarification of attribution is given in connection with the
Metropolis–Hastings algorithm In statistics and statistical physics, the Metropolis–Hastings algorithm is a Markov chain Monte Carlo (MCMC) method for obtaining a sequence of random samples from a probability distribution from which direct sampling is difficult. This seque ...
. The Rosenbluths would subsequently publish two additional, lesser-known papers using the Monte Carlo method, while the other authors would not continue to work on the topic. Already in 1953, however, Marshall was recruited to work on
Project Sherwood Project Sherwood was the codename for a United States program in controlled nuclear fusion during the period it was classified. After 1958, when fusion research was declassified around the world, the project was reorganized as a separate division w ...
and thereafter turned his attention to
plasma physics Plasma ()πλάσμα
, Henry George Liddell, R ...
. Here he laid the foundation for much of modern plasma fluid and kinetic theory, and particularly the theory of plasma instabilities.


Algorithm

Monte Carlo methods Monte Carlo methods, or Monte Carlo experiments, are a broad class of computational algorithms that rely on repeated random sampling to obtain numerical results. The underlying concept is to use randomness to solve problems that might be determini ...
are a class of computational algorithms that rely on repeated random sampling to compute their results. In
statistical mechanics In physics, statistical mechanics is a mathematical framework that applies statistical methods and probability theory to large assemblies of microscopic entities. It does not assume or postulate any natural laws, but explains the macroscopic be ...
applications prior to the introduction of the Metropolis algorithm, the method consisted of generating a large number of random configurations of the system, computing the properties of interest (such as energy or density) for each configuration, and then producing a
weighted average The weighted arithmetic mean is similar to an ordinary arithmetic mean (the most common type of average), except that instead of each of the data points contributing equally to the final average, some data points contribute more than others. The ...
where the weight of each configuration is its
Boltzmann factor Factor, a Latin word meaning "who/which acts", may refer to: Commerce * Factor (agent), a person who acts for, notably a mercantile and colonial agent * Factor (Scotland), a person or firm managing a Scottish estate * Factors of production, su ...
, exp(−''E''/''kT''), where ''E'' is the
energy In physics, energy (from Ancient Greek: ἐνέργεια, ''enérgeia'', “activity”) is the quantitative property that is transferred to a body or to a physical system, recognizable in the performance of work and in the form of heat a ...
, ''T'' is the
temperature Temperature is a physical quantity that expresses quantitatively the perceptions of hotness and coldness. Temperature is measured with a thermometer. Thermometers are calibrated in various temperature scales that historically have relied o ...
, and ''k'' is
Boltzmann's constant The Boltzmann constant ( or ) is the proportionality factor that relates the average relative kinetic energy of particles in a gas with the thermodynamic temperature of the gas. It occurs in the definitions of the kelvin and the gas constant, ...
. The key contribution of the Metropolis paper was the idea that This change makes the sampling focus on the low-energy configurations, which contribute the most to the Boltzmann average, resulting in improved
convergence Convergence may refer to: Arts and media Literature *''Convergence'' (book series), edited by Ruth Nanda Anshen *Convergence (comics), "Convergence" (comics), two separate story lines published by DC Comics: **A four-part crossover storyline that ...
. To choose configurations with a probability exp(−''E''/''kT'') that can be weighed evenly, the authors devised the following algorithm: 1) each configuration is generated by a random move on the previous configuration and the new energy is computed; 2) if the new energy is lower, the move is always accepted; otherwise the move is accepted with a probability of exp(−Δ''E''/''kT''). When a move is rejected, the last accepted configuration is counted again for the statistical averages and is used as a base for the next attempted move. The main topic of the article was the numerical calculation of the
equation of state In physics, chemistry, and thermodynamics, an equation of state is a thermodynamic equation relating state variables, which describe the state of matter under a given set of physical conditions, such as pressure, volume, temperature, or internal ...
for a system of
rigid sphere Hard spheres are widely used as model particles in the statistical mechanical theory of fluids and solids. They are defined simply as impenetrable spheres that cannot overlap in space. They mimic the extremely strong ("infinitely elastic bouncing" ...
s in two dimensions. Subsequent work generalized the method to three dimensions and to fluids using the
Lennard-Jones potential The Lennard-Jones potential (also termed the LJ potential or 12-6 potential) is an intermolecular pair potential. Out of all the intermolecular potentials, the Lennard-Jones potential is probably the one that has been the most extensively studied ...
. The simulations were done for a system of 224 particles; each simulation consisted of up to 48 cycles, where each cycle consisted of moving each particle once and took about three minutes of computer time using the
MANIAC Maniac (from Greek μανιακός, ''maniakos'') is a pejorative for an individual who experiences the mood known as mania. In common usage, it is also an insult for someone involved in reckless behavior. Maniac may also refer to: Film * ' ...
computer at
Los Alamos National Lab Los Alamos National Laboratory (often shortened as Los Alamos and LANL) is one of the sixteen research and development laboratories of the United States Department of Energy (DOE), located a short distance northwest of Santa Fe, New Mexico, in ...
. To minimize surface effects, the authors introduced the use of
periodic boundary conditions Periodic boundary conditions (PBCs) are a set of boundary conditions which are often chosen for approximating a large (infinite) system by using a small part called a ''unit cell''. PBCs are often used in computer simulations and mathematical mode ...
. This means that the simulated system is treated as a
unit cell In geometry, biology, mineralogy and solid state physics, a unit cell is a repeating unit formed by the vectors spanning the points of a lattice. Despite its suggestive name, the unit cell (unlike a unit vector, for example) does not necessaril ...
in a lattice, and when a particle moves out of the cell, it automatically comes in through the other side (making the system a topological
torus In geometry, a torus (plural tori, colloquially donut or doughnut) is a surface of revolution generated by revolving a circle in three-dimensional space about an axis that is coplanar with the circle. If the axis of revolution does not tou ...
). According to a perspective published nearly fifty years later by William L. Jorgensen, "Metropolis et al. introduced the samplic method and periodic boundary conditions that remain at the heart of Monte Carlo statistical mechanics simulations of fluids. This was one of the major contributions to theoretical chemistry of the twentieth century." As of 2011, the article has been cited over 18,000 times. In another perspective, it was said that although "the Metropolis algorithm began as a technique for attacking specific problems in numerical simulations of physical systems ..later, the subject exploded as the scope of applications broadened in many surprising directions, including function minimization, computational geometry, and combinatorial counting. Today, topics related to the Metropolis algorithm constitute an entire field of computational science supported by a deep theory and having applications ranging from physical simulations to the foundations of computational complexity."


See also

*
Timeline of scientific computing The following is a timeline of scientific computing, also known as computational science. Before modern computers 18th century * Simpson rediscovers Simpson's rule, a century after Johannes Kepler (who derived it in 1615 after seeing it used ...


References


External links

* {{cite journal, last1 = Metropolis, first1 = Nicholas, last2 = Rosenbluth, first2 = Arianna W., last3 = Rosenbluth, first3 = Marshall N., last4 = Teller, first4 = Augusta H., last5 = Teller, first5 = Edward, year = 1953, title = Equation of State Calculations by Fast Computing Machines, url = http://jcp.aip.org/resource/1/jcpsa6/v21/i6/p1087_s1, journal = J. Chem. Phys., volume = 21, issue = 6, page = 1087, doi = 10.1063/1.1699114, bibcode = 1953JChPh..21.1087M, osti = 4390578, s2cid = 1046577, access-date = 2011-10-20, archive-url = https://archive.today/20130223113302/http://jcp.aip.org/resource/1/jcpsa6/v21/i6/p1087_s1, archive-date = 2013-02-23, url-status = dead *
Nicholas Metropolis Nicholas Constantine Metropolis (Greek: ; June 11, 1915 – October 17, 1999) was a Greek-American physicist. Metropolis received his BSc (1937) and PhD in physics (1941, with Robert Mulliken) at the University of Chicago. Shortly afterwards, ...
(1987).
"The Beginning of the Monte Carlo Method"
''
Los Alamos Science ''Los Alamos Science'' was the Los Alamos National Laboratory's flagship publication in the years 1980 to 2005. Its main purpose was to present the laboratory's research and its significance to national security to the scientific community, and US ...
'', No. 15, Page 125. *
Herbert Anderson Herbert Anderson (March 30, 1917 – June 11, 1994) was an American character actor from Oakland, California, probably best remembered for his role as Henry Mitchell, the father, on the CBS television sitcom '' Dennis the Menace.'' Backg ...
(1986)
"Metropolis, Monte Carlo and the MANIAC"
''Los Alamos Science'' No. 14, Page 69. Monte Carlo methods 1953 documents 1953 in science Computer science papers Physics papers Works originally published in American magazines Works originally published in science and technology magazines