Graduate Programme in Physics
         
Course in
         
MONTE CARLO METHODS IN PHYSICS
This is part of the course Statistical and Monte Carlo methods in physics (see this home page for general information regarding schedule, participants etc).

Course in 2009:
Lectures of part 1 (see below) will be given as follows:
Thursday 12 November, 15.15-17.00 in Å11167
Friday 13 November, 13.15-15.00 in Å11167
Tuesday 17 November, 15.15-17.00 in Å11167
If you wish to participate, just come to the lectures.

Part 1: Basic techniques

Contents: Techniques for simulations of functions of one or several variables. Applications to theoretical formulae (e.g. differential cross sections) and processes.
Lecture 1: Introduction. Hit-or-miss. Stratified sampling. "Direct/smart" sampling. Importance sampling. Functions with spikes. Weighted & unweighted events. Multidimensional functions. Normalisation. Random numbers.
Lecture 2: Example: differential cross section for high energy particle physics & Lund MC generators.
Lecture 3: Adaptive integration & simulation. General purpose MC programs: DIVONNE, VEGAS etc. Random walk. Metropolis algorithm.
Literature: G. Ingelman: Lecture notes on Monte Carlo methods.
T. Sjöstrand, PYTHIA manual chapter 4 and section 7.4-7.5.
F. James, Monte Carlo theory and practice, Rep. Prog. Phys. vol. 43 (1980) p. 1145-1189
P.R. Bevington and D.K. Robinsson, Data reduction and error analysis for the physical sciences, 3rd edition, McGraw-Hill, chapter 5 on `Monte Carlo techniques'.

Further reading:
Louis Lyons, Statistics for nuclear and particle physics, Cambridge University press 1986, ISBN 0-521-37934-2 paperback, chapter 6 `Monte Carlo calculations'
Reuven R. Rubinstein, Simulation and the Monte Carlo method, John Wiley & sons 1981, ISBN 0-471-08917-6, in particular chapter 4
Ch. Walck, Handbook on statistical distributions for experimentalists, Internal Report SUF-PFY/96-01 revised 1998, Stockholm University,
F. James, A review of pseudorandom number generators,Computer Physics Communications 60 (1990) 329-344
G. Marsaglia et al., A random number generator for PC's, Computer Physics Communications 60 (1990) 345-349
G. Marsaglia, Random numbers fall mainly in the planes, Proc Natl Acad Sci USA 1968; 61(1): 25\u201328.
G. Marsaglia et al., Toward a universal random number generator, Stat. Prob. Lett. 9 (1990) 35
F. James, J. Hoogland, R. Kleiss, Multidimensional sampling for simulation and integration, Computer Physics Communication 99 (1997) 180-220
True random number generators: Buffon's needle (applet demonstrator), A Fast and Compact Quantum Random Number Generator, Hardware random number generator, Quantum random number generators

Programs: CERN program library CERNLIB: RIWIAD, RADMUL, DIVONNE etc.
VEGAS: G. P. Lepage, Journal of Computational Physics 27 (1978) 192-203
RAMBO: R. Kleiss et al., Computer Physics Communications 40 (1986) 359-373
PYTHIA/JETSET, LEPTO and other high energy physics event generators
Examination: Hand-in exercise       Performed/accepted hand-in exercises.
Teacher: Gunnar.Ingelman@physics.uu.se, phone 018-471 3884, fax 018-471 3833, Department of Physics and Astronomy, Box 516, 751 20 Uppsala

Part 2: Applications

Contents: This part of the course on the Monte Carlo methods deals with their applications to diverse experimental (practical) situations, in particular to the problem of unfolding the "truth" from measurements.
Literature: Lecture notes and the DESY 95-113 preprint by G. Zech. The latter can be found in the CERN library (start from www.cern.ch and then follow links) as a pdf file. A non-compulsory item, where a mathematical approach to the problem of unfolding (i.e. the Fredholm integral equations) is treated in a strict and extensive way, is: B.W. Rust and W.R. Burns, "Mathematical Programming and the Numerical Solution of Linear Equations", Americal Elsevier Publishing Company, Inc., New York, 1972.
Examination: Hand-in exercise       Performed/accepted hand-in exercises.
Teacher: Barbara.Badelek@tsl.uu.se,

www3.tsl.uu.se/~ingelman/graduate_school/courses/montecarlo/ 2007-12-07