Class Notes
CS714/814 Monte Carlo Simulation

Fall 2013


Links will be provided for each week as the class progresses.


 

Week 1:

Aug. 28

Introduction

Week 2:

Sept. 4

Short Resume of Statistics

 

Week 3:

Sept. 11

Direct Simulation

 

Week 4:

Sept. 18

Monte Carlo Integration

 

Week 5:

Sept. 25

Variance Reduction

 

Week 6:

Oct. 2

Random Number Generation

 

Week 7:

Oct. 9

Test of Randomness

 

Week 8:

Oct. 16

Monte Carlo for Solving Linear Operator Equations

 

Week 9:

Oct. 23

Green’s Function Monte Carlo

 

Week 10:

Oct. 30

Monte Carlo for Solving PDE

 

Week 11:

Nov. 6

Quasi-Monte Carlo

 

Week 12:

Nov. 13

Nuclear Simulation and Self-avoiding Random Walk

 

Week 13:

Nov. 20

Markov Chain Monte Carlo

 

Week 14:

 

 

 

Week 15:

 

 

 

Week 16:

 

 

 


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