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20410429 FS510 - MONTECARLO METHODS in Computational Sciences LM-40 FRANCESCHINI ROBERTO, BUSSINO SEVERINO ANGELO MARIA
(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. - Introduzione all'analisi degli errori : lo studio delle incertezze nelle misure fisiche - Zanichelli Disponibile nella biblioteca Scientifica di Roma Tre
Dubi, A. - Monte Carlo applications in systems engineering - Wiley Disponibile nella biblioteca Scientifica di Roma Tre
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