Weekly plans and update for week 40

Good morning everybody, here follows a short update with plans for this week.

Last week we ended our discussion of eigenvalue problems (chapter 7 of the lecture notes) and started with numerical integration based on Gaussian quadrature (chapter 5 of the lecture notes). We derived the basis for Gaussian quadrature methods with the basic equations for  finding the integration weights and points. On Thursday we will continue this discussion with examples (chapter 5) before we venture into Monte Carlo (MC) integration (chapter 11, in particular 11.4 and 11.5).  MC integration will also serve as our starting point for discussing MC methods in general. This topic will keep us busy for the whole month of October.

Project 3, see https://github.com/CompPhysics/ComputationalPhysics/tree/master/doc/Projects/2019/Project3/CodeExamples, deals with integration of multidimensional integrals using Gaussian quadrature and MC integration. A simple git pull should give you all relevant material. 

The relevant lecture slides are at 

http://compphysics.github.io/ComputationalPhysics/doc/pub/integrate/html/integrate.html for Gaussian quadrature and 

http://compphysics.github.io/ComputationalPhysics/doc/pub/mcint/html/mcint.html 

for MC integration (see the final part of the slides).

At the lab this week (for each lab session) we will discuss how to parallelize our codes, see the slides 

at http://compphysics.github.io/ComputationalPhysics/doc/pub/codeoptimization/html/codeoptimization.html (go to the MPI or OpenMP part). 

Best wishes to you all,

Aram, Daniel, Halvard, Jonas & Morten