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474

answers:

6

Hi!

Can anybody recommend a good introduction book on Monte Carlo algorithms in c++? Preferably with applications to physics, and even more preferably, the kind of physics being quantum mechanics.

Thanks!

+2  A: 

Numerical Recipes in C (or C++ now!).

jeffamaphone
Personally I think those books are awful. Keep in mind the copyright on the source code is rather restrictive. Here's a balanced view: http://www.astro.gla.ac.uk/users/norman/star/sc13/sc13.htx/N-a2b3c1.html.
Jason
Jason: I pretty much agree with that assessment. NR is a starting point for academic uses. I'm assuming OP is not writing commercial software.
jeffamaphone
No, it's not commercial, I'm writing an undergrad project in physics
trolle3000
+2  A: 

If you don't mind a book with a finance slant to it, my initial assessment of Monte Carlo Frameworks: Building Customisable High-Performance C++ Applications is very positive.

Jason
+2  A: 

You can have a look at Morten Hjorth-Jensen's Lecture Notes on Computational Physics (pdf file, 4.3 MB), University of Oslo (2009), chapters 8-11 (especially chapter 11, on Quantum Monte Carlo).

However, you should make sure you are not trying to learn too many things at the same time (Monte Carlo, C++, quantum mechanics). There are very good references (or introductory books) for each one of those topics separately.

Alexandros Gezerlis
Those lecture notes look great! And free is a good price. Good point about learning many things at once - I should know the QM by know, so it'll *only* be c++ and monte carlo ;-)
trolle3000
+1  A: 

Look for Radford Neal's Markov Chain Monte Carlo lecture notes.

anon
+1  A: 

It isn't a book just on Monte Carlo methods or just about C++, but a good book about general computational physics that has a few chapters on Monte Carlo methods including quantum Monte Carlo is Computational Physics by J.M. Thijssen.

Also, one good package for some Monte Carlo simulations is the ALPS Project. All of the codes are written in C++. The ALPS Project also has a program in it for Density Renormalization Group theory which is a great method mostly for 1D lattice simulations. These are more for simulations on lattices though and I don't know what sort of quantum simulations you are looking to do.

Justin Peel
... there's lots of info out there apparently!
trolle3000
+1  A: 

Jerome Spanier and Ely M. Gelbard wrote a book many years ago called "Monte Carlo Principles and Neutron Transport Problems," which has been released for ~$12 in the last year or so. Jun Liu wrote a good book several years ago, but it's more of a statistician approach to use MC and MCMC. Lots of good material in there though with some advanced applications. I have a paperback version that I picked up for ~$30.

Jeff
Thanks! I'll look in to those.
trolle3000