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401-3469-00L 4 Credits

Advanced Monte Carlo Methods I

Lecturers & Examiners: Prof. Dr. Michael Mascagni

Link zur Homepage mascagni/Advanced_Monte_Carlo_Methods.html

VVZ CR n/a

Last Updated: 2026-02-05 14:59:48

Abstract

This course provides students with the fundamentals of the Monte Carlo method, or as it was originally known, the "method of statistical sampling." This course is meant to take mathematically and computationally mature students and given them a very comprehensive introduction including: Monte Carlo basics, random numbers, and many applications to problems in the physical and statistical sciences.

General Information

Language: English

Examination

Type: session examination
Mode: oral 30 minutes

Course Components

Type	Title	Time & Place	Hours
lecture with exercise	Advanced Monte Carlo Methods I	Tue 13:15-14:00 (HG F 26.1) Thu 08:15-10:00 (HG G 26.3)	3 h weekly

Offered In

Mathematik, Physik, Rechnergestützte Wissenschaften
- Fachstudium Mathematik: Wahlfächer
  - Numerische Mathematik
  - Wahrscheinlichkeitstheorie
  - Algorithmik (Weitere Fächer siehe Fachstudium des Studiengangs Informatik)
Rechnergestützte Wissenschaften Bachelor
- Wahlfächer
Mathematik Bachelor
- Drittes und weitere Studienjahre
  - Wahlfächer
Rechnergestützte Wissenschaften Master
- Wahlfächer