“Some Advice” on Monte Carlo from Landau and Binder

I was flipping through the fourth edition Landau and Binder’s excellent book on Monte Carlo for statistical physics and I came across this gem on p. 139:

We end this chapter by summarizing a few procedures which in our experience can be useful for reducing errors and making simulations studies more effective. These thoughts are quite general and widely applicable. While these ‘rules’ provide no ‘money-back’ guarantee that the results will be correct, they do provide a prudent guideline of steps to follow.

(1) In the very beginning, think.
What problem do you really want to solve and what method and strategy is best suited to the study. You may not always choose the best approach to begin with, but a little thought may reduce the number of false starts.

(2) In the beginning think small.
Work with small lattices and short runs. This is useful for obtaining rapid turnaround of results and for checking the correctness of a program. This also allows us to search rather rapidly through a wide range of parameter space to determine ranges with physically interesting behavior.

(3) Test the random number generator.
Find some limiting cases where accurate, or exact values of certain properties can be calculated, and compare your results of your algorithm with different random number sequences and/or different random number generators.

(4) Look at systematic variations with system size and run length.
Use a wide range of sizes and run lengths and then use scaling forms to analyze data.

(5) Calculate error bars.
Search for and estimate both statistical and systematic errors. This enables both you and other researchers to evaluate the correctness of the conclusions which are drawn from the data.

(6) Make a few very long runs.
Do this to ensure that there is not some hidden time scale which is much longer than anticipated.

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