CSC
521:
Monte Carlo Algorithms
A course about the use of random numbers for numerical computation with particular emphasis on implementation issues and applications in science and finance. Covered topics include: pseudo random number generators, the inversion method, the accept-reject method, discrete event simulations, multi-dimensional integration, the Metropolis and the Bootstrap algorithms.
(CSC 402 or CSC 404 or DSC 430) and DSC 423 or consent of instructor are prerequisites for this class.
Winter 2022-2023
Section:
801
Class number:
28300
Meeting time:
Tu
5:45PM
-
9:00PM
Location:
CDM 00222
at
Loop Campus
Section:
810
Class number:
28301
Meeting time:
-
Location:
Online: Async (Sync-Option)
Winter 2021-2022
Section:
801
Class number:
20306
Meeting time:
Tu
5:45PM
-
9:00PM
Location:
CDM 00222
at
Loop Campus
Section:
810
Class number:
20307
Meeting time:
-
Location:
Online: Async
CLOSED