401-3640-66L Monte Carlo and Quasi-Monte Carlo Methods: Mathematical and Numerical Analysis
Semester | Autumn Semester 2016 |
Lecturers | C. Schwab |
Periodicity | non-recurring course |
Language of instruction | English |
Comment | Number of participants limited to 6. |
Abstract | Introduction and current research topics in the theory and implementation of Monte Carlo and quasi-Monte Carlo methods and applications. |
Objective | |
Prerequisites / Notice | Prerequisites: Completed courses Numerical Analysis of Elliptic/ Parabolic PDEs, or Numerical Analysis of Hyperbolic PDEs, or Numerical Analysis of Stochastic ODEs, and FAI, Probability Theory I. |