Teacher
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FRANCESCHINI ROBERTO
(syllabus)
Presentation of the problems that can be treated through integrals on large number of dimensions
Basics
Probability and Random variables
Measurement, uncertainty and its propagation
Curve-fitting, least-squares, optimization
Classical numerical integration, speed of convergence
Integration MC (Mean, variance)
Sampling Strategies
Applications
Propagation of uncertainties
Generation according to a distribution
Real World Applications
Cosmic Rays Shower
System Availabilty
Further applications
(reference books)
Weinzierl, S. - Introduction to Monte Carlo methods arXiv:hep-ph/0006269 Taylor, J. - An introduction to error analysis - University Science Books Sausalito, California Disponibile nella biblioteca Scientifica di Roma Tre Dubi, A. - Monte Carlo applications in systems engineering - Wiley Disponibile nella biblioteca Scientifica di Roma Tre readings supplied during class
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