Monte Carlo methods (Chapters 11, 12 and 13)
- Numerical integration of multidimensional integrals
- Random walks and Markov chains (projects 4 and 5-VMC, Financial and Social)
- Metropolis algorithm (projects 4 and 5-VMC, Financial and Social)
- Applications to statistical physics systems (project 4 and 5-Social)
- Monte Carlo sampling (project 4 and 5-VMC, Financial, SIRS and Social)
- Applications to quantum mechanical systems (project 5-VMC)