MATH 4255 Montecarlo Methods

Spring 2006

MWF 11:05-11:55

Professor Federico Bonetto

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