Weekly plans and update for week 39

Hi all and please apologize for the delay in sending out the weekly digest. 

This week we will end on Thursday our discussion of eigenvalue methods (first lecture on Thursday)  with a focus on how to find the eigenvalues for a tridiagonal matrix (optional exercise in project 2)  as well as discussing an iterative method for solving eigenvalue problems. We will limit ourselves to symmetric matrices and discuss an algorithm called Lanczos' method. 

Thereafter we start with numerical integration (see slides at http://compphysics.github.io/ComputationalPhysics/doc/pub/integrate/html/integrate.html)

and we will start by reminding ourselves about some simpler integration methods like the trapezoidal rule and Simpson's rule. Then we move to the more serious methods for low-dimensional integrals, namely those based on Gaussian quadrature (yes, Gauss is everywhere) before switching to high-dimensional integration and Monte Carlo methods. These will serve as our entry point for our discussion of Monte Carlo methods and statistical applications, as well as laying the foundation for project 3. Project 3 deals with numerical integration and will be available this coming Tuesday.

At the lab there are no special sessions, only project work.

Best wishes to you all,

Aram, Daniel, Halvard, Jonas and Morten