ISC 5228. Monte Carlo Methods (3). Prerequisites: ISC 5305; MAC 2311, 2312. This course provides an introduction to probabilistic modeling and Monte Carlo methods (MCMs) suitable for graduate students in science, technology, and engineering. It provides an introduction to discrete event simulation, MCMs and their probabilistic foundations, and the application of MCMs to various fields. In particular, Markov chain MCMs are introduced, as are the application of MCMs to problems in linear algebra and the solution of partial differential equations.

Attachments:

File	Description	File size
ISC5932 Summer 2012.pdf	Syllabus	101 kB