Please choose a date and a time for the exam at

It takes place in the ESPCI, 10 Rue Vauquelin, 75005 Paris. It is close to École Normale Supérieure.
Building C, 3th floor, room 302. Escalier C, 3ème étage, salle 302.

Computational Statistical Physics

This is the official web page of the course, which is part of Master ICFP (International Center for fundamental physics) SMAC is a general course in Computational Physics, with applications in statistical physics, physics of liquids, atomic and condensed-matter physics.

Thirteen (blue) spheres on the surface of a central (red) sphere (example for simulated annealing).

Important messages:

  • The Oral exams will take place from Monday, December 7 to Thursday, December 11. The location is not decided yet.
  • The 2014/15 course takes place at the Université Paris-Sud (Orsay), in the external image arrow-10x10.png 144 of Bâtiment 336,

This is just a 40-minute RER-B ride from Paris center to the Bures-sur-Yvette station, plus 10 minutes of external image arrow-10x10.png walking (also from Orsay Ville, 15 minutes walking).


  • Lectures on Fridays 14:00 - 15:30, from 12-Sep-2014 - 12-Dec-2014, are held by
Alberto ROSSO (LPTMS, CNRS et Université Paris-Sud, Orsay)
  • Class sessions and homework discussions on Fridays 15:45 - 17:30, from 12-Sep-2014 - 12-Dec-2014 are held by
Vivien LECOMTE (Laboratoire Probabilités et Modèles Aléatoires Univ. Paris VII),
Marcello CIVELLI, (LPS, Université Paris-Sud, Orsay)


Class sessions
Friday 12 Sep 2014
Introduction to Monte Carlo
Class session 01: The Markov matrix and the exponential convergence
Homework 01: Hopping models, Transfer matrices, Jamming
Friday 19 Sep 2014
Hard Spheres: Molecular dynamics
Class session 02: Two-dimensional hard spheres, the Sinai's billiard
Homework 02:
The Fermi-Pasta-Ulam-Tsingou chain
Friday 26 Sep 2014
No Lecture - Homework week
No Class session- Homework week
No new Homework
Friday 03 Oct 2014
Hard Spheres: Monte Carlo Algorithms
Class session 03: One-dimensional Hard Spheres
Homework 03: The liquid-solid transition in two dimensions

Friday 10 Oct 2014
Integration and Sampling:From the Gaussian integral tothe Maxwell-Boltzmann distribution
Class session 04: Discrete and continuous distributions, Errors and fluctuations
Homework 04: Error evaluation for a Markov chain

Friday 17 Oct 2014
No Lecture - Study week
No Class session- Study week
No Homework - Study week
Friday 24 Oct 2014
Quantum Mechanics: From the density matrix to the Path Integral
Class session 05: The Evolution Operator
Homework 05: The Morse Potential
Friday 31 Oct 2014
No Lecture - Holiday
No Class session - Holiday
No Homework - Holiday
Friday 07 Nov 2014
Quantum Mechanics: Lévy construction
Class session 06: Method of images
Homework 06: Errors in quantum Monte Carlo simulations
Friday 14 Nov 2014
Quantum Mechanics: Many particles, Bosons
Class session 07: Thermodynamics of harmonic bosons
Homework 07: QMC for harmonic bosons
Friday 21 Nov 2014
Spin systems: Enumerations, Metropolis, Cluster algorithms
Class session 08: Coupling from the past algorithm, and Heat-bath dynamics for the Ising model
Homework 08: Local and cluster algorithms for the Ising model
Friday 28 Nov 2014
Ising Model: Dynamic Monte Carlo, Faster than the clock, BLK algorithm
Class session 09: Random sequential deposition
Homework 09: Dynamic Monte Carlo algorithms
Friday 05 Dec 2014
Correlated noise
Class session 10: Simulated annealing for disks on the sphere
No Homework
Friday 12 Dec 2014
Special Lecture in salle 236, 29 rue ULM, ENS
Oral Exam Week
Oral Exam Week



Lectures on Fridays 14:00 - 15:30, from 12-Sep-2014 through 12-Dec-2014 (see above schedule for free weeks).
in the classrooms 144 and 140 of Bâtiment 336,


Homeworks will be given out on Fridays, and is due on the following Friday at 13h50


Oral exams: from 15 - 18 December 2013
Grades: 50% homeworks, 50% oral exam. There is no written examination, but written homework must be handed in.


The working language for this course is English. For programming language; we use Python (see side menu).

Remarks, Questions

We encourage question and comments about all the material. Please post questions and comments on this wiki. All students of the course are also required to subscribe for the wiki.


Class session 03: Two-dimensional hard spheres: Sinai's billiard