### MATH 4255 Montecarlo Methods

### Spring 2006

### MWF 11:05-11:55

### Office Hours: TBA, Skiles 224.

The course will the basic ideas of Montecarlo simulations. The focus will be on the
discussion of applications and computer simulation. We will use and review idea from
Probability Theory and Stochastic Process.

I will use the class note
of prof. Shonkwiler. They are available on his home page that contains
other intersting material.

The syllabus can be found
here.

There will be two midterm the first of which will be on Monday September 20th.

The final greade will be based on the following rules: 50% final, 40%
midterms, 10% HW. Personal projects from the students are strongly
encuraged. Curving will be done on the final result.

** First and second week**

Introduction to Montecarlo Ideas

Review of Probability Theory

** Home work**

Ex 1, 2, 3 , 6 and Sickness test.

** First Midterm** take home assignement