\documentclass{beamer} \usetheme{Singapore} \title{Physics Simulation using the MonteCarlo Method} \author{Safi Dewshi\\ 625818} \date{\today} \begin{document} \section{Introduction} \begin{frame} \titlepage \end{frame} \begin{frame}{What is Monte-Carlo} \begin{itemize} \item Coined by Stanislaw Ulam \pause %Mathematician, reference to uncle playing odds at Monte Carlo casino \item Statistical technique \pause % Model probablistic (stochastic) systems \item Model complicated or chaotic systems %n the 1990s, for instance, the Environmental Protection Agency started using Monte Carlo simulations in its risk assessments \pause \item Requires a "good" random number generator %Introducing small variations \end{itemize} \end{frame} \section{Random Number Generators} \begin{frame} \begin{center} \includegraphics[width=0.7\textwidth]{random_number.png} \end{center} \end{frame} \begin{frame}{Randomisation} What makes a bad Random Number Generator? \pause %predictabile, periodic. However comparatively efficient \includegraphics[width=0.8\textwidth]{badrng.png} \end{frame} \begin{frame}{"Good" Random number generator} \pause %Weather= nondeterministic/periodic %Chaotic: butterfly effect: small changes in initial conditions leading to big changes in outcome %Other possibilities: quantum systems eg interference patterns %However, computationally expensive. Pseudorandom generators better for simulation/modelling because sufficiently unpredictable \includegraphics[width=\textwidth]{FoggDam-NT.jpg} \end{frame} \begin{frame}{A better RNG for simulations} \begin{center} \includegraphics[width=0.9\textwidth]{rnd1.png} \end{center} \end{frame} \section{Eliminating Bias} \begin{frame}{Bias} \[ Bias \propto \mathcal{O}\left(\frac{1}{N}\right) \] %As number of measurements -> \inf, becomes irrelevant. Obv inf N unobtainable % Order of bias important when averaging \end{frame} \begin{frame}{Thermalisation} How can we remove this bias? %initial bias because arbitrary starting point. equilibrium attained after time t_eq %Discard initial sweaps until program has settled. more earlier results discarded=better, but discarding results. if t_eqilibrium comparable to N, need careful estimate to remove correlations \begin{itemize} \item Initial sweeps: $$\frac{n}{N}$$ \item Overall Bias: $$\frac{1}{\sqrt{N}}$$ \end{itemize} \end{frame} \begin{frame}{Binning} Method of pre-processing to reduce the effect of observation errors. \begin{center} \includegraphics[width=0.5\textwidth]{binning.png} \end{center} %method of eliminating bias. eg image processing- combining cluster of pixels into single pixel, reducing number of data points, however reducing noise as well \end{frame} \begin{frame}{Jackknife method} We define the Jackknife averages as \[ x_i^J=\frac{1}{N-1}\sum\limits_{j\neq i}(x_j) \] % Then define f_i^J=f(x_i^J) \pause \[ \bar{f}^J=\frac{1}{N}\sum\limits_{i=1}^{N} f^J \] %average of all the x-values except x_i % effect of jackknife+binning= eliminate outlying elements/biases from calculation. \end{frame} \begin{frame} Any Questions? \end{frame} \end{document}