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20410150 FS510 - MONTECARLO METHODS in Computational Sciences LM-40 BUSSINO SEVERINO ANGELO MARIA, 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)
Stefan Weinzierl - Introduction to Monte Carlo methods - arXiv:hep-ph/0006269
Further Bibliography will be presented in class, according to the needs of the Participants.
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