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MATH-H410
Monte Carlo methods
Titulaire(s) du cours
Pierre-Etienne LABEAU (Coordonnateur) et Matteo ZanettiCrédits ECTS
3
Langue(s) d'enseignement
anglais
Contenu du cours
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 physcis, radiation therapy...), system reliability
Sampling methods
Estimation of definite integrals
Convergence and accuracy
Variance-reduction methods
Application to various problems, like particle transport problems (neutron reactor physcis, radiation therapy...), system reliability
Objectifs (et/ou acquis d'apprentissages spécifiques)
Provide the students with an overview of Monte Carlo simulation methods in some engineering problems
Pré-requis et Co-requis
Connaissances et compétences pré-requises ou co-requises
Bachelor level in engineering or sciences
Méthodes d'enseignement et activités d'apprentissages
Oral lectures emphasizing the intuition of the students in improving the efficiency of Monte Carlo schemes
Exercises including programming
Seminars
Références, bibliographie et lectures recommandées
See UV
Support(s) de cours
- Université virtuelle
Contribution au profil d'enseignement
Development of the skills of the students in the mathematical modeling of systems.
Autres renseignements
Contacts
Pierre-Etienne LABEAU, pierre.etienne.labeau@ulb.be
Campus
Solbosch
Evaluation
Méthode(s) d'évaluation
- Autre
Autre
Assessment based on two parts:
* programming exercises
* presentation of a scientific paper related to the theory of Monte Carlo methods seen during the lectures
Construction de la note (en ce compris, la pondération des notes partielles)
1/3 programming exercises, 2/3 presentation
Langue(s) d'évaluation
- anglais