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Dec 21, 2024
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ME 777 - Monte Carlo Methods
The objective of this course is to explore various methods of Monte Carlo for solving direct and inverse problems in engineering. The course covers probability distributions; laws of large numbers and Central Limit Theorem; pseudorandom number generation; sampling, scoring, and precision; variance reduction procedures; Markov chain Monte Carlo; inverse Monte Carlo; solution of linear operator equations; particle transport simulation.
Credits: (3)
Requisites:
Pr.: Math 240 or equivalent and knowledge of a programming language.
When Offered:
Spring, even years
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