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.
Course offering missing
Course offering missing for current semester as well as for previous and coming semestersContent and learning outcomes
Course contents
Theory and examples are presented during the lectures and are then applied by the students in a number of home assignments, which are to be solved using appropriate software (for example Matlab). The course will include the following topics:
- general probability theory
- random variables
- random number generation
- simple sampling
- complementary random numbers
- dagger sampling
- control variates
- correlated sampling
- stratified sampling
- importance sampling
Intended learning outcomes
The students should after the course be able to use given model of a technical system and appropriate software (for example Matlab) to write a program , which in an efficient manner can simulate the system using Monte Carlo methods.
Course Disposition
No information inserted
Literature and preparations
Specific prerequisites
Courses in mathematics (including probabiliy theory) 30 HEC, courses in programming or numerical methods 15 HEC. English B or equivalent.
Recommended prerequisites
Courses in mathematics (including probabiliy theory) 30 HEC, courses in programming or numerical methods 15 HEC. English B or equivalent.
Equipment
No information inserted
Literature
“Monte Carlo Simulation”, course compendium, Electric Power Systems Lab, KTH.
Examination and completion
If the course is discontinued, students may request to be examined during the following two academic years.
Grading scale
A, B, C, D, E, FX, F
Examination
- TEN1 - Examination, 6,0 hp, betygsskala: A, B, C, D, E, FX, F
Based on recommendation from KTH’s coordinator for disabilities, the examiner will decide how to adapt an examination for students with documented disability.
The examiner may apply another examination format when re-examining individual students.
Other requirements for final grade
Written exam.
Opportunity to complete the requirements via supplementary examination
No information inserted
Opportunity to raise an approved grade via renewed examination
No information inserted
Examiner
Ethical approach
- All members of a group are responsible for the group's work.
- In any assessment, every student shall honestly disclose any help received and sources used.
- In an oral assessment, every student shall be able to present and answer questions about the entire assignment and solution.
Further information
Course web
Further information about the course can be found on the Course web at the link below. Information on the Course web will later be moved to this site.
Course web EG2080Offered by
Main field of study
Electrical Engineering
Education cycle
Second cycle
Add-on studies
No information inserted
Contact
Mikael Amelin