Please choose a date and a time for the exam at this address.

It takes place in the Physics Department of ENS, 24 rue Lhomond, room GH206 (F. Chevy's office - "directeur des études"). It is close to Werner Krauth's office, where the offices of the administration of the Physics Department are.
To find the room, take the main entrance and go to 1st floor. Follow the indications (you have to find a small stair at the end of the main corridor of 1st floor).
Please check that you can find the room before your actual time of passage.

This is the interactive website of the Master course in Computational Statistical Physics at Ecole normale supérieure. This course is part of the Master ICFP (International Center for fundamental physics)

Thirteen (blue) spheres on the surface of a central (red) sphere (example for simulated annealing).

A general course in computational physics, with applications in statistical physics, physics of liquids, atomic and condensed-matter physics.

Where does this course take place

Because of the construction work going on at ENS, the 2013/14 course takes place at the University of Orsay: Moyen Amphi LPS Université d'Orsay Directions for going to LPS Orsay
This is just a 35 minute RER ride (to the "Le Guichet station")+ 7 minute workout (uphill running) from central Paris.


The team (screenshot of upcoming MOOC on coursera): Alberto Rosso, Werner Krauth, Michael Köpf, and Vivien Lecomte (from the right).

  • Lectures on Fridays 14:00 - 15:30, from 13-Sep-2013 - 20-Dec-2013
Werner KRAUTH, (Département de physique de l'ENS)
Class sessions and homework discussions on Fridays 15:45 - 17:30, from 13-Sep-2013 - 20-Dec-2013


Class sessions
Friday 13 Sep 2013
Introduction to Monte Carlo
Class session 01: Coupling of Markov chains - Perfect sampling
Homework 01: Hopping models, Transfer matrices, Jamming
Friday 20 Sep 2013
Balance, Lifting, Metropolis-Hastings
Class session 02: One-dimensional Hard Spheres
Homework 02: The Fermi - Pasta - Ulam - Tsingou chain
Friday 27 Sep 2013
Hard Spheres: Molecular dynamics and Monte Carlo
Class session 03: Two-dimensional hard spheres: Sinai's billiard
Homework 03: Hard disks and the liquid-solid transition in two dimensions
Friday 04 Oct
Integration and Sampling: From the Gaussian integral to Walker's method
Class session 04: Errors and fluctuations
Complement: distribution of empirical averages and Central Limit Theorem
Homework 04: Error evaluation for a Markov chain
Friday 11 Oct 2013
No Lecture - Study week
No Class session- Study week
No Homework - Study week
Friday 18 Oct 2013
Quantum Mechanics: From the density matrix to the Path Integral
Class session 05: the evolution operator
Homework 05: the Morse potential
Friday 25 Oct 2013
Quantum Mechanics: Lévy construction
Class session 06: method of images
Homework 06: error in quantum Monte-Carlo simulations
Friday 01 Nov 2013
No Lecture - Holiday
No Class session - Holiday
No Homework - Holiday
Friday 08 Nov 2013
Quantum Mechanics: Many particles, Bosons
Class session 07: Thermodynamics of harmonic bosons
Homework 07: QMC for harmonic bosons
Friday 15 Nov
Spin systems: Enumerations, Metropolis, Cluster algorithms
Class session 08: Heat-bath algorithm for the Ising model
Homework 08: Local and cluster algorithms for the Ising model
Friday 22 Nov
Ising Model: Dynamic Monte Carlo, Faster than the clock, BLK algorithm
Class session 09: Random sequential deposition
Homework 09: Dynamic Monte Carlo algorithms
Friday 29 Nov
No Lecture
No Class session
No Homework
Friday 06 Dec 2013
Quantum Lattice Hamiltonians - Hubbard model
Class session 10: Simulated annealing for disks on the sphere
No Homework
Friday 13 Dec
Lattice Fermions: Hirsch decoupling, BSS algorithm
Class session 11: Correlated noise
No Homework
Friday 20 Dec 2013
Special Lecture in ENS, in Conf IV (E224).

No Homework



Lectures on Fridays 14:00 - 15:30, from 13-Sep-2013 through 20-Dec-2013 (see above schedule for free weeks). The lectures take place in the Moyen Amphi, Building 510, University Paris-Sud.

Homework discussions

Homework discussions on Fridays 15:45-16:15 from 13-Sep-2013 through 13-Dec-2013 (see above schedule for free weeks). The discussions
take place in the Moyen Amphi, Building 510, University Paris-Sud.

Class sessions

Class sessions on Fridays 16:30 - 18:00, from 13-Sep-2013 - 20-Dec-2013. The class sessions take place
in the Moyen Amphi and the Petit Amphi, Building 510, University Paris-Sud.


Homework will be given out on Fridays, from 13 Sep 2013 through 29 Nov 2013.
Homework is due on the following Friday at 13h59
First homework due on 20 Sep 2013 13:59, last homework due on 13 Dec 2013 13:59


Oral exams: from 16 - 19 December 2013
Grades: 50% homework, 50% oral exam. No written examination, but some writing requirements in homework.


Working language for this course is English. This is in keeping with ENS-ICFP policy.
For programming, we use Python (see side menu).

Remarks, Questions

We encourage question and comments about all the material. Please post questions and comments on this wiki. All students registered for the course should be registered for the wiki also.

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