Weekly update October 16-20

Hi all, sorry for the last moment update. This week we start with Monte Carlo methods and that will keep us busy till almost the middle of November. We will start with Monte Carlo integration (chapter 11) and then move into 

random walks and Markov Chain Monte Carlo (chapter 12) during Friday's lecture. We will however jump a little back and forth between chapters 11 and 12. Some of the material (how to generate random numbers) will be discussed later, while we will try to derive the Metropolis algorithm by the end of this week og the beginning of next week. Project 4 (not yet settled) will deal with Monte Carlo methods. There will also be two variants of project 5 which deal with MC methods.

Else, I have already received proposals for project 5 (one on the diffusion equation and one on the wave equation related to geoscience, mechanics and mathematics). If you have ideas for project five, please let us know, preferentially not later than end of October. That gives us time to prepare the text for the final project.

Finally, this Friday, around 1pm-2pm we will have pizza during the lab session. 

Best wishes to you all,

Morten