ME 777 - Monte Carlo MethodsCredits: 3
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 340 or equivalent and knowledge of a programming language.
Typically Offered
Spring, even years
View the Spring 2021 Course Schedule
View the Summer 2020 Course Schedule
View the Fall 2020 Course Schedule
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