MTH 657 Resources

MTH657 Resources:

  • wiener integral
  • simple OU
  • Kubo Oscillator
  • Random Walk, 1D
  • Random Walk, 2D.
  • Notes on the Fokker Planck Equation.
  • Stable Numerical Solutions of the Fokker Planck Equation in 1D. Fokker Planck Equations are notoriously difficult to solve, even numerically.
  • 2D Percolation on a grid. Mathematica. Download CDF player from Mathematica to run this cdf file.
  • Mathematica MCMC Demo. You will need Mathematica.
  • Ising regular 2D, dynamics only.
  • Ising regular 2D confirmation of theoretical estimates.

    This is a link to inferencelab.com, with a nice demo on importance sampling.