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, 1 MB) |
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) |