Plans for the week January 29-February 2

Dear all and welcome back to Comp Phys 2. 

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.

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

Best wishes to you all,

Daniel, H?kon, and Morten