Monte Carlo-simuloinnit / Monte Carlo simulations
Monte Carlo-simuloinnit, 2+2 ov (4+4 op) / Monte Carlo simulations, 2+2 sw (4+4 op)
Newer version of course
Course materials by Kai Nordlund, spring 2006 and earlier
Huom. Vuodesta 2005 alkaen kurssi on jaettu
kahteen osaan: - 530119 Monte Carlo-simulointien perusteet, 2
ov, 4 op
- 530153 Monte Carlo-simuloinnit fysiikassa, 2 ov, 4 op
Edellinen on suunnattu kaikille matemaattis-luonnontieteellisille
tieteille, jälkimmäinen lähinnä fyysikoilla ja kemisteille. Kurssit
luennoidaan joka toinen vuosi. Opinto-oppaassa 2005-2006 oli virhe
opintopisteiden suhteen, oikea määrä on 4 op/osakurssi.
Course names in English:
- Basics of Monte Carlo simulations
- Monte Carlo simulations in physics
Kursnamn på svenska:
- Grunder för Monte Carlo-simuleringar
- Monte Carlo-simuleringar i fysik
Timetable
Date | What? | Date | What? |
Tue 17.1 | Lecture 1 | Thu 19.1 | - |
Tue 24.1 | Lecture 2 | Thu 26.1 | - |
Tue 31.1 | Lecture 3 | Thu 2.2 | Exercise 1 |
Tue 7.2 | Lecture 4 | Thu 9.2 | Lecture 5 |
Tue 14.2 | Lecture 6 | Thu 16.2 | Exercise 2 |
Tue 21.2 | - | Thu 23.2 | Lecture 7 |
Tue 28.2 | Lecture 8 | Thu 2.3 | Exercise 3 |
Tue 7.3 | Exercise 4 | Thu 9.3 | - |
Tue 14.3 | MC part 2 lecture 1 | Thu 16.3 | Exam for MC part I |
Tue 21.3 | Lecture 2 | Thu 23.3 | - |
Tue 28.3 | Lecture 3 | Thu 30.3 | Exercise 5 |
Tue 4.4 | Lecture 4 | Thu 6.4 | Lecture 5 |
Tue 11.4 | Lecture 6 | Thu 13.4 | - (easter) |
Tue 18.4 | Exercise 6 | Thu 20.4 | Lecture 7 |
Tue 25.4 | - | Thu 27.4 | Exercise 7 |
Tue 2.5 | - | Thu 5.4 | Exercise 8 |
Exam for part I was Thursday Mar 16 10.00-14.00 in the Accelerator lab.
Lectures
I will try to put out the lecture notes here at least one day before
the lecture. After the lecture I may still correct errors and put a
new version here 'for the record'.
Part I
1. General information = this web page.
(2. skipped)
[PDF] 3. History, definition.
[PDF] 4. Generating random numbers
[PDF] 5. Monte Carlo integration
[PDF] 5. The Markov Chain Monte Carlo method
[PDF] 6. MC data analysis
[PDF] 11. Cellular automata
Part II
[PDF] 7. Random walks
[PDF] 8. Kinetic Monte Carlo
[PDF] 9. MC simulation of thermodynamic ensembles
[PDF] 10. Simulated annealing
[PDF] 10b. Quantum Monte Carlo
Exercises
To be handed in by email to the course assistant, eero.kesalahelsinki.fi
Part I
PDF PS Exercise 1: random number generators
PDF PS Exercise 2: tests, nonuniform random numbers, presidential elections
PDF PS Exercise 3: MC integration
PDF PS Exercise 4: MCMC, synthetic data
Part II
PDF PS Exercise 5: random walks
PDF PS Exercise 6: kinetic Monte Carlo
PDF PS Exercise 7: Ising model
PDF PS Exercise 8: Traveling salesman
PDF PS Exercise X (bonus): Sudoku
Exercise solutions
Exercise web page
List of contents: "Basics of MC"
- Introduction (1/2 hours)
- Times, lectures, exercises
- Monte Carlo - introduction (1 hour)
- Definition
- History: first MC simulation
- Confusing terminology, and trying to avoid it
- Even most MD is sort of MC!
- List of some varieties of MC
- Generating random numbers (4 hours)
- Importance of doing this well
- Testing generators: 2D, MC simulation, etc...
- Generating a uniform distribution
- Generating non-uniform distributions
- Analytical approach
- von Neumann rejection method
- Special case: Gaussian distribution
- Generating points on a surface of a sphere: the infamous pitfall
- Non-random random numbers: these may sometimes be better
- Monte Carlo integration (2-3 hours)
- MC integration of many-dimensional functions
- When is this advantageous compared to a grid?
- Weight functions
- MC simulation of experimental data (2 hours)
- Quick-and-dirty: the bootstrap method
- Test: how good is this actually?
- Simulation of physical process
- Cellular automata (2-4 hours)
- Basic concepts
- Numerical rule schemes
- Applications: sand piles, forest fires etc.
List of contents: MC simulations in physics
- Random walks: introduction (2 hours)
- Drunken sailor in 1 and 2D
- Relation to diffusion
- Lattice gas
- Length of polymers
- Kinetic Monte Carlo (2 hours)
- Motion of activated objects
- Trivial and residence-time algorithm
- Lattice and non-lattice
- Example: defect migration in Si
- MC simulation of ensembles (4 hours)
- MC and statistical physics
- Simulating atomic systems
- Metropolis algorithm: NVT
- Demon algorithm: NVE
- NPT and muPT algorithms
- Calculating thermodynamic quantities
- Simulated annealing (1 hour)
- Basic idea: Metropolis + T lowering (as in metals annealing)
- example: Annealing a metal
- example: Traveling salesman problem
- Exercise: solve the salesman problem
- Quantum Monte Carlo
- Variational principle
- Model case: particle in a box
- Random Walk QMC
Time permitting and according to attendees interests possibly also some of the following:
- Ising model (1-2 hours) ?
- Definition of problem, algorithm
- Computer code
- Solving equations (2-6 hours) ?
- Linear sets of equations
- Integral equations
- Transport simulations (4-8 hours) ?
- Relation to radiation effects
- Simulating ionic collisions
Sisältökuvaus: osa 1
Opetusajankohta: kl. 2006 ti, to 10-12 (luennot
pääasiassa tiistaisin, laskuh. torstaisin) 17.1-2.3. Ensimmäinen
luento Ti 17.1.
Paikka: Kiihdytinlaboratorion seminaarihuone (Pietari Kalmin katu 2)
Luennoija: Prof. Kai Nordlund
Assistentti: Eero Kesälä
Laajuus: 2 ov, 4 op
Kesto: 7 viikkoa
Ajankohta opintojen ajoitusmallissa: cum laude tai erikoistumisvaihe
Esitiedot: Matematiikka.
Fortran-, C- tai java-kielen perusteiden tuntemus.
|
Simple forest fire MC simulation
|
Sisältö (osa 1):
Kurssilla käsitellään useilla luonnontieteen aloilla hyvin tärkeiden
Monte Carlo-simulointimenetelmien perusteita.
Kurssilla käsitellään
satunnaislukujen generointia eri jakaumissa,
Monte Carlo-integrointia ja sen virhelaskentaa, synteettisen
datan generointia sekä soluautomaatteja
Suoritustapa:
Lasku/ohjelmointiharjoitukset ja loppukoe.
Kirjallisuus:
Luentomonisteet.
Tukena voi käyttää useitakin kirjoja, kts. englanninkielinen osuus alla.
Kommentteja:
Kurssi pidetään englanniksi pyydettäessä.
Laskuharjoituksiin ja kokeisiin voi vastata suomeksi,
ruotsiksi tai englanniksi.
Description: part 1 "Basics of Monte Carlo simulations"
Lecturing time: spring 2006: Tue, Thu 10-12 (lectures primarily on
Tuesday, exercises on Thursdays) 17.1-2.3. First lecture 17.1.
Description: part 2 "Monte Carlo simulations" in physics
Lecturing time: spring 2006: Tue, Thu 10-12 (lectures primarily on
Tuesday, exercises on Thursdays) 14.3- First lecture 14.3
Place: Kiihdytinlaboratorion seminaarihuone (Pietari Kalmin katu 2)
Lecturer: Prof. Kai Nordlund
Assistant: Eero Kesälä
Extent of course: 2 sw
Duration: 7(8) weeks
Normal year to be taken: specialization phase, third year and up.
Prerequisites: Mathematics.
Knowledge of the Fortran, C or java programming language.
Language of instruction: English, or Finnish if
everyone understands Finnish. The exercises and exams can in any case
be solved in Finnish, Swedish or English.
Course description:
During the course we will give an introduction to the so called
Monte Carlo simulation methods which are very important in
many branches of modern science.
Exercises
Programming and mathematical exercises are given during the
course, but not every week. They are graded by the lecturer
For the more demanding exercises more than 1 week of solution time
is given.
The programming exercises should be preferably solved in an
Unix environment, but also solutions written under
other environments in strict adherence to the Fortran90,
ANSI C or java standards (so that they can be compiled anywhere)
are acceptable.
Evaluation:
Exercises (50 %)
Final exam (50 %)
Literature:
Lecture notes.
Some parts of the material are well described in
- W. H. Press, S. A. Teukolsky, W. T. Vetterling, and B. P. Flannery,
Numerical Recipes in C; The Art of Scientific Computing,
Cambridge University Press, New York, second edition, 1995
- M. P. Allen and D. J. Tildesley, Computer Simulation of Liquids,
Oxford University Press, Oxford, England, 1989
- Gould, Tobochnik: An Introduction to Computer Simulation Methods : Applications to Physical Systems, Harvey Gould, et al
but acquiring any of these is not necessary for the course.
Taustatietoa/Background information
Course material from 2002
Course material from 2004
Course material from 2005 (part I only)
Metropolis MC code for Morse Cu
Similar course by Zoltan Neda
Veikko Karimäen aiemman vastaavan kurssin materiaalia
Antti Kurosen aiemman vastaavan kurssin materiaalia
David Ceperleys note on QMC
Ilpo Vattulainen: Studies of Random Numbers
The RANMAR generator
The Mersenne twister pages
HAVEGE: HArdware Volatile Entropy Genertator
Volume of n-Spheres
Ising model java applet (with good comments on science)
Cellular automata animations (CSC)
Game of life java applet
Xtoys as xtoys.tar package
Stephen Wolfram's book on CA's
Numerical recipes online
Gould and Tobochnik book:related material; see especially list of errors!
Rand Corp's one million random digits
Kai Nordlund