Monte Carlo Simulations (L7) (865G1)

15 credits, Level 7 (Masters)

Spring teaching

In this module, you wil learn how to write Monte Carlo computer programs for the generation of random numbers, the calculation of integrals and for the analysis of systems.

The module will include:

  • introduction to R
  • pseudo-random number generation
  • generation of random variates
  • variance reduction
  • markov-chain Monte Carlo and its foundations
  • how to analyse Monte Carlo simulations
  • application to physics: the Ising model
  • application to statistics: goodness-of-fit tests.

We regularly review our modules to incorporate student feedback, staff expertise, as well as the latest research and teaching methodology. We鈥檙e planning to run these modules in the academic year 2026/27. However, there may be changes to these modules in response to feedback, staff availability, student demand or updates to our curriculum.

We鈥檒l make sure to let you know of any material changes to modules at the earliest opportunity.

Courses

This module is offered on the following courses: