Plans for the week of February 2-6

Dear all and welcome back to Comp Phys 2.

Since Morten is away for a workshop in Sweden, the lecture will via zoom only tomorrow. However, the lab session from 11.15am to 2pm will take place as usual. Aleksander will be there for the whole lab session.

Our plans this week are

Markov Chain Monte Carlo and repetition from last week

Metropolis-Hastings sampling and introducing importance sampling

Importance sampling will allow us to sample more reliably from a transition probability that mimics the physics at play. This will lead us to a discussion of what is called the Fokker-Plank equation and the Langevin equation in actual implementations of importance sampling.

We start with a top-down approach first where we present the equations we have to implement and show how to program this. Thereafter we will discuss the mathematical foundation. In the lab session we continue on implementing the variational Monte Carlo algorithm for a system of non-interacting bosons first.

To read more about Metropolis, Markov Chains, importance sampling, Fokker-Planck and Langevin equations, we recommend Becca and Sorella's text sections 3.4-3.9 and 4.2-4.4.

The jupyter-notebook for this week can be retrieved from https://github.com/CompPhysics/ComputationalPhysics2/blob/gh-pages/doc/pub/week3/ipynb/week3.ipynbLinks to an external site.

Best wishes to you all,

Aleksander and Morten