Monte Carlo Methods
Die Vorlesung findet nur im Sommersemester und in englischer Sprache statt.
Dozent: Prof. Dr. Allen Caldwell
Zeit: Montag von 16.00 bis 18.00 Uhr
Ort: PH 227 im TUM Physik-Department
Vor den Vorlesungen findet eine Übung im CIP-Raum statt (Montag, 14.00 bis 15.45 Uhr).
The course introduces Monte Carlo methods and their use in the physical sciences. A practical element will be included, in that the students will be required to code algorithms and produce numerical results. The structure of the course is as follows:
- introduction to random number generation
- transforming among different probability densities
- accept/reject methods
- Monte Carlo integration: sample-mean, importance sampling
- Random walks
- Monte Carlo optimization: stochastic exploration, simulated annealing, ...
- Markov Chain Monte Carlo methods
- Other techniques
- Applications: simulating physical systems, statistical analysis
The material will be introduced in lectures, and the students will then have exercises that they will need to solve by programming algorithms on their computers. The students write up the exercise solutions as a report that is submitted at the end of the semester.