CSCI - 6971 Lecture Notes : Monte Carlo integration ∗

CSCI - 6971 Lecture Notes : Sequential Monte Carlo methods ∗

2.086 Numerical Computation for Mechanical Engineers, Mini Quiz 3: Nutshell on Monte Carlo Integration

You may refer to the textbook, lecture notes, Matlab ® tutorials, and other class materials as well as your own notes and scripts. You may use a calculator (for simple arithmetic operations and function evaluations). However, laptops, tablets, and smartphones are not permitted. You have 30 minutes of recitation to complete the mini quiz. When you are finished, you can hand in your quiz and star...

Direct Simulation Monte Carlo: Theory, Methods, and Open Challenges

These lecture notes present the basic theory and methods for the Direct Simulation Monte Carlo (DSMC) algorithm. Some of the open challenges in the treatment of complex, multi-scale flows are also discussed.

Lecture 4 Monte Carlo Simulation Lecture Notes by Jan Palczewski with additions by Andrzej Palczewski

Lecture Notes on Parallel Scientific Computing

3 Model-based Programming Methods 10 3.1 Embarrassingly Parallel Computations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10 3.1.1 Geometrical Transformations of Images . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10 3.1.2 Mandelbrot Set . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11 3.1.3 Monte Carlo Met...