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 and Monte Carlo
Class session 02: Two-dimensional hard spheres: 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
Integration and Sampling:
From the Gaussian integral to Walker's method
Class session 03: One-dimensional Hard Spheres
Homework 03: The liquid-solid transition in two dimensions
Friday 10 Oct 2014
Errors and fluctuations
Class session 04:
Distribution of empirical averages and Central Limit Theorem
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: error 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
Spin systems: Enumerations, Metropolis, Cluster algorithms
Class session 08: Heat-bath algorithm 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
No Lecture
No Class session
No Homework
Friday 12 Dec 2014
Random paths
Class session 10: Simulated annealing for disks on the sphere
No Homework
Friday 19 Dec 2014
Correlated paths
Special Lecture in ENS,
in Conf IV (E224).
No Homework

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