Course Info

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 2021-2022

Section: 801
Class number: 20306
Meeting time: Tu 5:45PM - 9:00PM
Location: CDM 00218 at Loop Campus
Section: 810
Class number: 20307
Meeting time: -
Location: Online: Async
CLOSED

Spring 2017-2018

Section: 901
Class number: 33982
Meeting time: M 5:45PM - 9:00PM
Location: LEWIS 01005 at Loop Campus
Instructor: Massimo DiPierro
Section: 910
Class number: 33983
Meeting time: -
Location: Remote
Instructor: Massimo DiPierro

Spring 2016-2017

Section: 901
Class number: 33401
Meeting time: M 5:45PM - 9:00PM
Location: LEWIS 01005 at Loop Campus
Instructor: Yiou Li | View syllabus
Section: 910
Class number: 33402
Meeting time: -
Location: Remote
Instructor: Yiou Li | View syllabus