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