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Syllabus:

Monte Carlo Methods, 7.5 credits

Swedish name: Monte Carlo-metoder D
This syllabus is valid: 2008-03-17 valid to 2009-05-10 (newer version of the syllabus exists)
Syllabus for courses starting before 2009-05-10
Course code: 5FY061
Credit points: 7.5
Education level: Second cycle
Main Field of Study and progress level: Physics: Second cycle, has second-cycle course/s as entry requirements
Computational Science and Engineering: Second cycle, has second-cycle course/s as entry requirements
Grading scale: Pass with distinction, Pass with merit, Pass, Pass with distinction, Pass, Fail
Responsible department: Department of Physics

Contents

Monte Carlo - the statistical basis. Monte Carlo simulation of a classical gas. The Ising model: mean field theory, energy-entropy arguments, Monte Carlo simulations, universality. Simulation techniques: 2D arrays in C, boundary conditions, queues, fast Fourier transforms. Simple stochastic models: site percolation, random walk, self-organized criticality, and complex networks.

Required Knowledge

Numerical Methods in Physics, or equivalent.

Literature

Valid from: 2008 week 9