PHY232 Monte Carlo Methods

General Information

Lecturer: Dr. Marcin Chrzaszcz
Time: Thursday, 10:00 - 14:00
Room: Y35 F47
GRADE: 50% class + 50% exam

Exam: 1h of exam, which will consists roughly of 15 min preparation for the questions, 30-35 min of answering the questions, and 10-15 min discussion

Lecture

25 February Introduction to MC methods Download (PDF, 411 KB)
3 March Monte Carlo integration and variance reduction Download (PDF, 487 KB)
10 March Adaptive Monte Carlo integration and Method of Moments Download (PDF, 733 KB)
17 March Monte Carlo generatorss Download (PDF, 1171 KB)
24 March Testing Monte Carlo generators Download (PDF, 455 KB)
7 April Generic PDF generation Download (PDF, 427 KB)
14 April Specific PDF generation Download (PDF, 498 KB)
21 April Solving Linear equations systems with MC Download (PDF, 399 KB)
28 April Matrix inversions and Partial Diferential Equaations systems with MC Download (PDF, 461 KB)
12 May Partial Diferential Equaations systems with MC continuation Download (PDF, 454 KB)
26 May Integral equations, Eigenvalue, function interpolation Download (PDF, 358 KB)
3 June Optimisation with MC Download (PDF, 390 KB)