EG2080 Monte Carlo Methods in Engineering 6.0 credits
Monte Carlo-metoder inom ingenjörskonsten
This course has been discontinued.
Last planned examination: Spring 2018
Decision to discontinue this course: No information inserted
Monte Carlo methods comprises a number of different methods for solving complicated mathematical problems using sample surveys. Applications of Monte Carlo methods can be found in many fields, from opinion polls to simulations of technical systems. The focus of this course is going to be on the latter.
A typical example of a simulation problem considered in this course is a production system, where there is a randomly varying production capacity (for example due to failures in the machinery) and a randomly varying demand. The objective of the simulation is both to study the production costs of the system as well as the ability of the system to deliver goods when they are demanded.