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401-3470-01L 4 Credits

Advanced Monte Carlo Methods II

Lecturers & Examiners: Prof. Dr. Michael Mascagni
VVZ CR n/a

Last Updated: 2026-02-05 15:09:56

Abstract

This course builds on the basics learned in Advanced Monte Carlo Methods I. We focus on Monte Carlo methods for the numerical solution on partial differential equations (PDEs), and their probabilistic foundations. In addition, the numerical solution of stochastic differential equations is studied. Student also must present results from their own investigations on a Monte Carlo problem.

General Information

Language
English

Examination

Type
session examination
Mode
oral 20 minutes

Course Components

Type Title Time & Place Hours
lecture with exercise Advanced Monte Carlo Methods II
  • Tue 13:15-14:00 (HG G 26.5)
  • Thu 08:15-10:00 (HG G 26.1)
3 h weekly

Offered In