Lecturer: Carsten Urbach

Date: Fr. 14 Uhr c.t. weekly

Place: Hörsaal, HISKP (5-th of November: Seminarroom I, HISKP)

Tutorials take place in the CIP pool at AVZ:

• Tuesday, 8-10 am
• Wednesday, 2-4 pm
• Friday, 8-10 am

Credit Points: 7

This lecture intends to introduce to modern Monte-Carlo methods used in physics. The content is, among others:

• Statistical Models, Likelihood, Bayesian and Bootstrap Methods
• Random Variable Generation
• Stochastic Processes
• Monte-Carlo Methods
• Markov-Chain Monte-Carlo
• application of these methods to physics problems

The lecture takes place every Friday at 2 pm c.t. in SR 1, HISKP. Language will be English.

For passing this module students are requested to independently complete a small project where they apply the knowledge presented in this lecture to model problems from field theory and statistical physics. Projects will be among others:

• Ising model
• XY model
• Percolation
• traveling salesman problem
• fractal growth
• Random walks und polymer-chains
• cellular automata
• path integral monte carlo

The project write-ups can be found on this page.

Literature:

• W.H. Press et al.: Numerical Recipes in C (Cambridge University Press)
  http://library.lanl.gov/numerical/index.html
• C.P. Robert and G. Casella: Monte Carlo Statistical Methods (Springer 2004)
• Tao Pang: An Introduction to Computational Physics (Cambridge University Press)
• Vesely, Franz J.: Computational Physics: An Introduction (Springer)
• Binder, Kurt and Heermann, Dieter W.: Monte Carlo Simulation in Statistical Physics (Springer)
• Fehske, H.; Schneider, R.; Weisse, A.: Computational Many-Particle Physics (Springer)
• Learning C and C++: www.cprogramming.com/tutorial.html