401-3640-66L  Monte Carlo and Quasi-Monte Carlo Methods: Mathematical and Numerical Analysis

SemesterAutumn Semester 2016
LecturersC. Schwab
Periodicitynon-recurring course
Language of instructionEnglish
CommentNumber of participants limited to 6.

Catalogue data

AbstractIntroduction and current research topics in the theory and implementation of Monte Carlo and quasi-Monte Carlo methods and applications.
Prerequisites / NoticePrerequisites:
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.

Performance assessment

Performance assessment information (valid until the course unit is held again)
Performance assessment as a semester course
ECTS credits4 credits
ExaminersC. Schwab
Typeungraded semester performance
Language of examinationEnglish
RepetitionRepetition only possible after re-enrolling for the course unit.

Learning materials

No public learning materials available.
Only public learning materials are listed.


401-3640-66 SMonte Carlo and Quasi-Monte Carlo Methods: Mathematical and Numerical Analysis
Permission from lecturers required for all students.
Preliminary discussion: Monday, 19 September 16:00 pm at HG G 57.1 .
There is a maximal number of 6 participants, priority is given to students enrolled in MSc Math or BSc Math.
2 hrs
19.09.16-17HG   »
C. Schwab


No information on groups available.


GeneralPermission from lecturers required for all students
Places6 at the most
PriorityRegistration for the course unit is until 17.09.2016 only possible for the primary target group
Primary target groupMathematics BSc (404000) starting semester 05
Mathematics MSc (437000)
Applied Mathematics MSc (437100)
Waiting listuntil 19.09.2016

Offered in

Doctoral Department of MathematicsSeminarsWInformation
Mathematics BachelorSeminarsWInformation
Mathematics MasterSeminarsWInformation
Computational Science and Engineering MasterElectivesWInformation