Alexandre Chorin
|
MATHEMATICS COLLOQUIUM
Sir James Lighthill Lecture
Speaker: Alexandre Chorin Abstract. Monte Carlo methods are stochastic computing methods which are indispensable in the solution of problems with very many variables. They are almost always based on Markov chains, for good reasons that I will briefly recapitulate. There are many problems, however, where Markov chain Monte Carlo is too slow, and I will present a faster alternative based on renormalization group ideas, with examples from physics. |