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Appendix D: Further Reading & References


D.1 Textbooks

Monte Carlo Methods (General)

  • Newman, M. E. J. & Barkema, G. T.Monte Carlo Methods in Statistical Physics (Oxford, 1999). The standard graduate text. Covers Ising, Potts, cluster algorithms, and finite-size scaling in depth.
  • Frenkel, D. & Smit, B.Understanding Molecular Simulation (Academic Press, 3rd ed. 2023). The reference for MC and MD in chemical physics. Comprehensive treatment of free energy methods.
  • Landau, D. P. & Binder, K.A Guide to Monte Carlo Simulations in Statistical Physics (Cambridge, 4th ed. 2014). Encyclopaedic coverage of algorithms and applications.
  • Krauth, W.Statistical Mechanics: Algorithms and Computations (Oxford, 2006). Elegant and rigorous; excellent on cluster algorithms and MCMC theory.

Probability and Statistics

  • Gelman, A. et al.Bayesian Data Analysis (CRC Press, 3rd ed. 2013). Standard reference for Bayesian inference and MCMC.
  • Robert, C. P. & Casella, G.Monte Carlo Statistical Methods (Springer, 2nd ed. 2004). Mathematically rigorous treatment of MCMC convergence.

Kinetic Monte Carlo

  • Voter, A. F. — “Introduction to the Kinetic Monte Carlo Method”, in Radiation Effects in Solids (Springer, 2007). The clearest introductory review.
  • Reuter, K. — “First-Principles Kinetic Monte Carlo Simulations for Heterogeneous Catalysis”, in Modelling and Simulation of Heterogeneous Catalytic Reactions (Wiley-VCH, 2011).

D.2 Key Papers

Algorithms

  • Metropolis, N. et al. — “Equation of State Calculations by Fast Computing Machines”, J. Chem. Phys. 21, 1087 (1953). The original Metropolis paper.
  • Hastings, W. K. — “Monte Carlo Sampling Methods Using Markov Chains and Their Applications”, Biometrika 57, 97 (1970).
  • Swendsen, R. H. & Wang, J.-S. — “Nonuniversal Critical Dynamics in Monte Carlo Simulations”, Phys. Rev. Lett. 58, 86 (1987). Cluster algorithm.
  • Wolff, U. — “Collective Monte Carlo Updating for Spin Systems”, Phys. Rev. Lett. 62, 361 (1989).
  • Wang, F. & Landau, D. P. — “Efficient, Multiple-Range Random Walk Algorithm to Calculate the Density of States”, Phys. Rev. Lett. 86, 2050 (2001).
  • Geyer, C. J. — “Markov Chain Monte Carlo Maximum Likelihood”, Proc. 23rd Symp. Interface (1991). Parallel tempering.
  • Bortz, A. B., Kalos, M. H. & Lebowitz, J. L. — “A New Algorithm for Monte Carlo Simulation of Ising Spin Systems”, J. Comput. Phys. 17, 10 (1975). The BKL algorithm.
  • Gillespie, D. T. — “Exact Stochastic Simulation of Coupled Chemical Reactions”, J. Phys. Chem. 81, 2340 (1977).

Exact Results

  • Onsager, L. — “Crystal Statistics. I. A Two-Dimensional Model with an Order-Disorder Transition”, Phys. Rev. 65, 117 (1944).
  • Kosterlitz, J. M. & Thouless, D. J. — “Ordering, Metastability and Phase Transitions in Two-Dimensional Systems”, J. Phys. C 6, 1181 (1973).
  • Mermin, N. D. & Wagner, H. — “Absence of Ferromagnetism or Antiferromagnetism in One- or Two-Dimensional Isotropic Heisenberg Models”, Phys. Rev. Lett. 17, 1133 (1966).

Applications

  • Kirkpatrick, S., Gelatt, C. D. & Vecchi, M. P. — “Optimization by Simulated Annealing”, Science 220, 671 (1983).
  • Reuter, K. & Scheffler, M. — “Composition, Structure, and Stability of RuO₂(110) as a Function of Oxygen Pressure”, Phys. Rev. B 65, 035406 (2001). First-principles KMC.
  • Castelnovo, C., Moessner, R. & Sondhi, S. L. — “Magnetic Monopoles in Spin Ice”, Nature 451, 42 (2008).

D.3 Review Articles

  • Binder, K. — “Monte Carlo Simulations in Statistical Physics”, Am. J. Phys. 80, 1099 (2012). Excellent overview for physicists.
  • Betancourt, M. — “A Conceptual Introduction to Hamiltonian Monte Carlo”, arXiv:1701.02434 (2017). Best pedagogical treatment of HMC.
  • Voter, A. F. — “Hyperdynamics: Accelerated Molecular Dynamics of Infrequent Events”, Phys. Rev. Lett. 78, 3908 (1997). Foundation of accelerated dynamics methods.
  • Rohwedder, T. & Schneider, R. — “Error Estimates for the Coupled Cluster Method”, ESAIM (2013). For context on quantum chemistry methods.

D.4 Software Packages

PackagePurposeLanguage
LAMMPSMolecular dynamics + MCC++
GROMACSMD with free energyC++/CUDA
HOOMD-blueGPU MC/MDPython/C++
PyMCBayesian MCMCPython
emceeAffine-invariant MCMCPython
MCNP6Neutron/photon transportFortran
Geant4Particle detector simulationC++
SPPARKSKMC for materialsC++
KMCLibLattice KMCPython/C++
ASEAtomic simulation environmentPython
vegasAdaptive MC integrationPython
scipy.stats.qmcQuasi-MC sequencesPython

D.5 Online Resources

  • Computational Physics course notes, Krauth (ENS Paris): https://www.lps.ens.fr/~krauth/
  • NIST Digital Library of Mathematical Functions: https://dlmf.nist.gov
  • TestU01 RNG testing library: https://simul.iro.umontreal.ca/testu01/
  • OpenKIM: verified interatomic potentials for KMC/MD: https://openkim.org
  • Materials Project: DFT-computed properties for KMC input: https://materialsproject.org