Acquire the basic elements for dealing with mathematics and physics problems using statistical methods based on random numbers.
Curriculum
teacher profile teaching materials
Basics
Probability and Random variables
Measurement, uncertainty and its propagation
Curve-fitting, least-squares, optimization
Classical numerical integration, speed of convergence
Integration MC (Mean, variance)
Sampling Strategies
Applications
Propagation of uncertainties
Generation according to a distribution
Real World Applications
Cosmic Rays Shower
System Availabilty
Further applications
Taylor, J. - Introduzione all'analisi degli errori : lo studio delle incertezze nelle misure fisiche - Zanichelli Disponibile nella biblioteca Scientifica di Roma Tre
Dubi, A. - Monte Carlo applications in systems engineering - Wiley Disponibile nella biblioteca Scientifica di Roma Tre
Mutuazione: 20410429 FS510 - METODO MONTECARLO in Scienze Computazionali LM-40 FRANCESCHINI ROBERTO
Programme
Presentation of the problems that can be treated through integrals on large number of dimensionsBasics
Probability and Random variables
Measurement, uncertainty and its propagation
Curve-fitting, least-squares, optimization
Classical numerical integration, speed of convergence
Integration MC (Mean, variance)
Sampling Strategies
Applications
Propagation of uncertainties
Generation according to a distribution
Real World Applications
Cosmic Rays Shower
System Availabilty
Further applications
Core Documentation
Weinzierl, S. - Introduction to Monte Carlo methods arXiv:hep-ph/0006269Taylor, J. - Introduzione all'analisi degli errori : lo studio delle incertezze nelle misure fisiche - Zanichelli Disponibile nella biblioteca Scientifica di Roma Tre
Dubi, A. - Monte Carlo applications in systems engineering - Wiley Disponibile nella biblioteca Scientifica di Roma Tre
Type of delivery of the course
Lectures (about 24 hours) and Activities in Laboratory (about 36 hours). During the Laboratory Activities, each student can access a Personal Computer. The topics discussed during the Lectures will be worked out during the Laboratory Activities, using Mathematica, Python or C++.Type of evaluation
Written and oral exams. Written test: design and coding of a computer program. The written exam consists of two parts. The first part is devoted to verify the specific knowledge of the techniques presented during the lectures. In the second part it will be required to apply these techniques in a broader context. Oral: discussion and presentation of a topic to be agreed upon. The preparation of this seminar will require personal study of some chapters of a book. teacher profile teaching materials
Basics
Probability and Random variables
Measurement, uncertainty and its propagation
Curve-fitting, least-squares, optimization
Classical numerical integration, speed of convergence
Integration MC (Mean, variance)
Sampling Strategies
Applications
Propagation of uncertainties
Generation according to a distribution
Real World Applications
Cosmic Rays Shower
System Availabilty
Further applications
Taylor, J. - Introduzione all'analisi degli errori : lo studio delle incertezze nelle misure fisiche - Zanichelli Disponibile nella biblioteca Scientifica di Roma Tre
Dubi, A. - Monte Carlo applications in systems engineering - Wiley Disponibile nella biblioteca Scientifica di Roma Tre
Mutuazione: 20410429 FS510 - METODO MONTECARLO in Scienze Computazionali LM-40 FRANCESCHINI ROBERTO
Programme
Presentation of the problems that can be treated through integrals on large number of dimensionsBasics
Probability and Random variables
Measurement, uncertainty and its propagation
Curve-fitting, least-squares, optimization
Classical numerical integration, speed of convergence
Integration MC (Mean, variance)
Sampling Strategies
Applications
Propagation of uncertainties
Generation according to a distribution
Real World Applications
Cosmic Rays Shower
System Availabilty
Further applications
Core Documentation
Weinzierl, S. - Introduction to Monte Carlo methods arXiv:hep-ph/0006269Taylor, J. - Introduzione all'analisi degli errori : lo studio delle incertezze nelle misure fisiche - Zanichelli Disponibile nella biblioteca Scientifica di Roma Tre
Dubi, A. - Monte Carlo applications in systems engineering - Wiley Disponibile nella biblioteca Scientifica di Roma Tre
Type of delivery of the course
Lectures (about 24 hours) and Activities in Laboratory (about 36 hours). During the Laboratory Activities, each student can access a Personal Computer. The topics discussed during the Lectures will be worked out during the Laboratory Activities, using Mathematica, Python or C++.Type of evaluation
Written and oral exams. Written test: design and coding of a computer program. The written exam consists of two parts. The first part is devoted to verify the specific knowledge of the techniques presented during the lectures. In the second part it will be required to apply these techniques in a broader context. Oral: discussion and presentation of a topic to be agreed upon. The preparation of this seminar will require personal study of some chapters of a book.