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.)
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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