Course teacher(s)
Pierre-Etienne LABEAU (Coordinator) and Matteo ZanettiECTS credits
3
Language(s) of instruction
english
Course content
Relevance of Monte Carlo simulation
Sampling methods
Estimation of definite integrals
Convergence and accuracy
Variance-reduction methods
Application to various problems, like particle transport problems (neutron reactor physics, radiation therapy...), system reliability
Objectives (and/or specific learning outcomes)
Provide the students with an overview of Monte Carlo simulation methods in some engineering problems
Prerequisites and Corequisites
Required and Corequired knowledge and skills
Bachelor level in engineering or sciences
Teaching methods and learning activities
Oral lectures emphasizing the intuition of the students in improving the efficiency of Monte Carlo schemes
Exercises including programming
Seminars
References, bibliography, and recommended reading
See UV
Course notes
- Université virtuelle
Contribution to the teaching profile
Development of the skills of the students in the mathematical modeling of systems
Other information
Contacts
Pierre-Etienne LABEAU, pierre.etienne.labeau@ulb.be
Campus
Solbosch
Evaluation
Method(s) of evaluation
- Other
Other
Assessment based on two parts:
* programming exercises
* presentation of a scientific paper related to the theory of Monte Carlo methods seen during the lectures
Mark calculation method (including weighting of intermediary marks)
1/3 programming exercises, 2/3 presentation
Language(s) of evaluation
- english