Mini-course
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MONTE CARLO METHODS IN SCIENTIFIC COMPUTINGกก
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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 zheng@zimp.zju.edu.cn