Astronomy 598 Topics in Theoretical Astrophysics (Monte Carlo Methods for Computational Science)

Spring 2016: Fri 10:00-11:20 Physics/Astronomy Building A210

Instructor: Pramod Gupta
psgupta *at* astro. washington. edu

Office hours: after class, or email.

Web-site: http://vpl.astro.washington.edu/users/psgupta/astro598montecarlo.html

Syllabus:

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

Grades:

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

References:

Monte Carlo Methods
Kalos and Whitlock