Lecture

Nonuniform Distributions: Generation Methods

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In course

PHYS-403: Computer simulation of physical systems I

The two main topics covered by this course are classical molecular dynamics and the Monte Carlo method. ...

Description

This lecture covers the generation of nonuniform distributions using various methods such as the rejection method of von Neumann, the central limit theorem, and the Box & Muller method. It explains the general formulation, examples of exponential and Gaussian distributions, and the link between variables. The instructor demonstrates how to transform uniform deviates into desired distributions and provides practical examples of generating random variables according to specific probability densities.

Instructor

Alfredo Pasquarello

Alfredo Pasquarello studied physics at the Scuola Normale Superiore of Pisa and at the University of Pisa, obtaining their respective degrees in 1986. He obtained a doctoral degree at the EPFL in 1991 with a thesis on Multiphoton Transitions in Solids . Then, he moved to Bell Laboratories at Murray Hill (New Jersey), where he carried out postdoctoral research on the magnetic properties of carbon fullerenes. In 1993, he joined the Institute for Numerical Research in the Physics of Materials (IRRMA), where his activity involved first-principles simulation methods. In 1998, he was awarded the EPFL Latsis Prize for his research work on disordered silica materials. Succeeding in grant programs of the Swiss National Science Foundation, he then set up his own research group at IRRMA. In July 2003, he is appointed Professor in Theoretical Condensed Matter Physics at EPFL. Currently, he leads the Chair of Atomic Scale Simulation.

Official source

Ontological neighbourhood

Statistics

Statistical inference: Mathematical statistics

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