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 2022-2023

Section: 801
Class number: 28300
Meeting time: Tu 5:45PM - 9:00PM
Location: CDM 00222 at Loop Campus
Instructor:
Section: 810
Class number: 28301
Meeting time: -
Location: Online: Async (Sync-Option)
Instructor:

Winter 2021-2022

Section: 801
Class number: 20306
Meeting time: Tu 5:45PM - 9:00PM
Location: CDM 00222 at Loop Campus
Section: 810
Class number: 20307
Meeting time: -
Location: Online: Async
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