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. |
Courses
Number | Title | Hours | Lecturers | ||||
---|---|---|---|---|---|---|---|
401-3640-66 S | Monte 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 |
| C. Schwab |
Catalogue data
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. |
Performance assessment
Performance assessment information (valid until the course unit is held again) | |
Performance assessment as a semester course | |
ECTS credits | 4 credits |
Examiners | C. Schwab |
Type | ungraded semester performance |
Language of examination | English |
Repetition | Repetition only possible after re-enrolling for the course unit. |
Learning materials
No public learning materials available. | |
Only public learning materials are listed. |
Groups
No information on groups available. |
Restrictions
General | Permission from lecturers required for all students |
Places | 6 at the most |
Priority | Registration for the course unit is until 17.09.2016 only possible for the primary target group |
Primary target group | Mathematics BSc (404000)
starting semester 05 Mathematics MSc (437000) Applied Mathematics MSc (437100) |
Waiting list | until 19.09.2016 |
Offered in
Programme | Section | Type | |
---|---|---|---|
Doctoral Department of Mathematics | Seminars | W | |
Mathematics Bachelor | Seminars | W | |
Mathematics Master | Seminars | W | |
Computational Science and Engineering Master | Electives | W |