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.
Requisites Prerequisite: MATH 240 or equivalent and knowledge of a programming language.
