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Syllabus:

Monte Carlo Methods, 7.5 Credits

Swedish name: Monte Carlo-metoder D

This syllabus is valid: 2009-05-11 and until further notice

Course code: 5FY061

Credit points: 7.5

Education level: Second cycle

Main Field of Study and progress level: Physics: Second cycle, has second-cycle course/s as entry requirements
Computational Science and Engineering: Second cycle, has second-cycle course/s as entry requirements

Grading scale: TH teknisk betygsskala

Responsible department: Department of Physics

Contents

Monte Carlo - the statistical basis. Monte Carlo simulation of a classical gas. The Ising model: mean field theory, energy-entropy arguments, Monte Carlo simulations, universality. Simulation techniques: 2D arrays in C, boundary conditions, queues, fast Fourier transforms. Simple stochastic models: site percolation, random walk, self-organized criticality, and complex networks.

Required Knowledge

Modelling and Simulation, or equivalent. Proficiency in English equivalent to Swedish upper secondary course English A (IELTS (Academic) with a minimum overall score of 5.5 and no individual score below 5.0. TOEFL PBT (Paper-based Test) with a minimum total score of 530 and a minimum TWE score of 4. TOEFL iBT (Internet-based Test) with a minimum total score of 72 and a minimum score of 17 on the Writing Section). Where the language of instruction is Swedish, applicants must prove proficiency in Swedish to the level required for basic eligibility for higher studies.

Literature

Valid from: 2011 week 33