Monte Carlo Methods

Department: 
MATH
Course Number: 
4255
Hours - Lecture: 
3
Hours - Lab: 
0
Hours - Recitation: 
0
Hours - Total Credit: 
3
Typical Scheduling: 
no regular schedule

Topics include uniform random number generation, sampling from non-uniform distributions, and applications to stochastic simulation, simulated annealing and genetic algorithms. A review of basic probability and Markov chains makes the course largely self-contained.

Prerequisites: 
Course Text: 

No text

Topic Outline: 
  • Uniform random number generation
  • Sampling from non-uniform distributions
  • Applications to stochastic simulation, simulated annealing and genetic algorithms