Course Info

CSC 521: Monte Carlo Algorithms

Due to COVID-19, Spring in-class sections will be conducted online. Please contact your instructor for more information.

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. PREREQUISITE(S): (CSC 402 or CSC 404) and CSC 423 or consent of instructor

(CSC 402 or CSC 404) and (CSC 423 or DSC 423) or consent of instructor are prerequisites for this class.

Fall 2020-2021

Section: 701
Class number: 16270
Meeting time: W 5:45PM - 9:00PM
Location: CDM 00228 at Loop Campus
Instructor:
Section: 710
Class number: 16271
Meeting time: -
Location: OLASY NCHOP at Online Campus
Instructor:

Spring 2017-2018

Section: 901
Class number: 33982
Meeting time: M 5:45PM - 9:00PM
Location: LEWIS 01005 at Loop Campus
Section: 910
Class number: 33983
Meeting time: -
Location: N/A at Online Campus

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: N/A at Online Campus
Instructor: Yiou Li | View syllabus

Spring 2015-2016

Section: 901
Class number: 32682
Meeting time: Tu 5:45PM - 9:00PM
Location: LEWIS 01510 at Loop Campus
Section: 910
Class number: 32683
Meeting time: -
Location: N/A at Online Campus