Lecturer:             Jian-Sheng Wang

                             National University of Singapore

Lecture notes:


Time Schedule:  June 3, Thurs.,  8:30 - 11:00,  14:30 - 17:00

                                   June 4, Fri.,       8:30 - 11:00

                                   June 5, Sat.,       8:30 - 11:00,  14:30 - 17:00

                                   June 7, Mon.,     8:30 - 11:00,  14:30 - 17:00

                                   June 8, Tue.,      8:30 - 11:00กก

Abstract:    This mini-course aims to give an introduction to the
 Monte Carlo method. The Monte Carlo method was initially
 developed during the 1940s when the electronic computer
 was just first available. The Monte Carlo method solves
 problems that are intractable by analytic or other means.
 The use of Monte Carlo methods spans many areas, such as
 phase transitions in condensed matter physics, modeling
 of biological molecules, fluid flow, neutron diffusion
 in reactor, statistical Bayesian analysis, optimization,
 image processing, bioinformatics, etc.

         In these lectures, We begin with the basic principles
 of Monte Carlo method, introducing in an elementary way
 the generation of random numbers, concept of Markov chain,
  Metropolis algorithm, and analysis of Monte Carlo data.
  We demonstrate the use of Monte Carlo method from applications
 in statistical physics, statistics, and other fields.
 In the later part of the lectures, we'll present more
 advanced topics such as efficient simulation methods
 (simulated tempering, multicanonical methods, cluster algorithms).

         Graduate students and junior researchers are most suited
 for this mini-course. Computers are available for exercises.

Registration:  send e-mail to