Plans for the week February 6-10

Dear all, we hope you are doing well. This week we will have a regular zoom lecture, which will also be recorded. After having discussed and derived the Metropolis algorithm last week, we will now focus on implementing the Metropolis-Hastings variant of the algorithm by introducing what is called Importance sampling.

We will discuss coding during the lectures as well as the mathematics behind importance sampling. The plan is to discuss

• Markov Chain Monte Carlo
• Metropolis-Hastings sampling and Importance Sampling
• Fokker-Planck and Langevin equations

The lecture material with jupyter-notebook and more is at http://compphysics.github.io/ComputationalPhysics2/doc/web/course, just scroll down to the relevant week.

After the lecture, we will have our regular lab session.

Best wishes to you all and don't hesitate to ask questions.

Morten and ?yvind