psgupta *at* astro. washington. edu

Students should know a programming language. Students should bring their laptop to class. If you have a windows laptop please install ssh client software on your laptop so that you can connect to hyak. Students should have a hyak account and should bring the e-token to class. Any UW student can get a hyak account. Instructions are at below link:

http://students.washington.edu/hpcc/getting-started-on-hyak/

Monte Carlo methods are extensively used in scientific computing. We will apply Monte Carlo methods to a wide varieity of research areas such as Astrophysics, Chemistry and Physics.

(1) Probability Theory

(2) Random number generators

(3) Monte Carlo integration

(4) Sampling Random Variables:

Transformation of Random Variables

Rejection Techniques

(5) Multivariate Distributions

(6) Importance Sampling:

Markov Chain Monte Carlo

Metropolis algorithm

(7) Applications:

Astrophysics: Radiative Transfer

Biology and Chemistry: Polymers

Statistical Physics: Ising Model

Homework problems (100% of grade) will be assigned every week.

Monte Carlo Methods

Kalos and Whitlock