Monte Carlo methods

Basic concepts and relevance of Monte Carlo simulation

Sampling methods

Estimation of definite integrals

Convergence and accuracy

Variance-reduction methods

Application to various engineering problems, like particle transport problems (neutron reactor physics, radiation therapy...), power system performance, system reliability

Coding exercises and project.

Provide the students with an in-depth understanding of the concepts at hand in Monte Carlo simulation algorithms applied to some engineering problems.

Enable them to learn how to code Monte Carlo algorithms.

Connaissances et compétences pré-requises ou co-requises

Bachelor level in engineering or sciences

Oral lectures emphasizing the intuition of the students in improving the efficiency of Monte Carlo schemes

Exercises including programming

Seminars on industrial applications

Références, bibliographie et lectures recommandées

See UV

Support(s) de cours

• Université virtuelle

Contacts

Pierre-Etienne LABEAU, pierre.etienne.labeau@ulb.be

Campus

Solbosch

Méthode(s) d'évaluation

• Projet
• Présentation orale

Projet

Présentation orale

Assessment based on two parts:
* programming project
* presentation of a scientific paper related to the theory of Monte Carlo methods seen during the lectures

Construction de la note (en ce compris, la pondération des notes partielles)

50% programming exercises, 50% presentation

Langue(s) d'évaluation

• anglais