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MATH-H507

Méthodes de Monte Carlo

academic year
2023-2024

Course teacher(s)

Pierre-Etienne LABEAU (Coordinator)

ECTS credits

2

Language(s) of instruction

english

Course content

Introduction to Monte Carlo methods. Generation of random numbers (continuous and discrete distributions). Monte Carlo estimation of integrals of definite dimensions. Accuracy of the estimation. Variance reduction techniques. Analogue simulation of stochastic problems.

Objectives (and/or specific learning outcomes)

Explain the potentialities of Monte Carlo methods in several domains of applications. The student should be able at the end of the course to write a simple Monte Carlo program.

Prerequisites and Corequisites

Courses requiring this course

Teaching methods and learning activities

Lectures: 14h

Exercises : 4h

Given the sanitary situation, the lectures will also be available online.

Contribution to the teaching profile

This teaching unit contributes to the following competences:

  • Abstraire, modéliser et simuler des systèmes physiques complexes rencontrés dans les applications biomédicales (bioélectricité, biomécanique, écoulements, etc.)

  • Se représenter les mécanismes biologiques fondamentaux depuis la biochimie de la cellule jusqu’au fonctionnement des principaux systèmes de la physiologie humaine

References, bibliography, and recommended reading

I.M. Sobol', A primer for the Monte Carlo method, CRC Press

Other information

Contacts

Prof. Pierre-Etienne Labeau

pierre.etienne.labeau@ulb.be

DB3-153

Campus

Solbosch

Evaluation

Method(s) of evaluation

  • Other

Other

Oral examination : the student will present a review paper chosen from a selection

Mark calculation method (including weighting of intermediary marks)

examination : 100%

Language(s) of evaluation

  • english

Programmes