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Ontario Tech University
   
    Dec 26, 2024  
2023-2024 Graduate Calendar 
    
2023-2024 Graduate Calendar [ARCHIVED CALENDAR]

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MCSC 6165G - Monte Carlo Methods


This course provides an introduction to the simulation of stochastic processes using Monte Carlo methods. Concepts presented include pseudorandom number and random variate generation, Markov chain models, Monte Carlo integration, variance reduction and numerical optimization. Applications may include solution to the Boltzmann transport equation (specifically for radiation transport), statistical physics, biophysics and queuing theory.
Credit hours: 3
Prerequisite(s): Undergraduate level theory of ordinary and partial differential equations, and introductory statistics.
Cross-listed: NUCL 5040G - Monte Carlo Methods .



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