Nov 29, 2024  
2021-2022 Graduate Catalog 
    
2021-2022 Graduate Catalog [ARCHIVED CATALOG]

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ME 777 - Monte Carlo Methods

Credits: 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


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