EG3131 Monte carlo-metoder inom elkraftforskning 10,0 hp

Monte Carlo Methods in Electric Power Research

The topic of this course is methods for solving complicated mathematical problems using sample surveys. Applications of Monte Carlo methods can be found in many fields, from opinion polls to simulation of technical systems. The focus of this course is going to be on Monte Carlo methods that are useful for research projects in electric power engineering.

  • Utbildningsnivå

    Forskarnivå
  • Huvudområde

  • Betygsskala

    P, F

Kurstillfällen/kursomgångar

HT18 för programstuderande

  • Perioder

    HT18 P2 (10,0 hp)

  • Anmälningskod

    51765

  • Kursen startar

    2018-10-29

  • Kursen slutar

    2019-01-14

  • Undervisningsspråk

    Engelska

  • Studielokalisering

    KTH Campus

  • Undervisningstid

    Dagtid

  • Undervisningsform

    Normal

  • Antal platser

    Ingen begränsning

Information för forskarstuderande om när kursen ges

Period 2.

Lärandemål

After the course, the student should be able to

  • state basic definitions concerning probability theory, random variables and sampling techniques,
  • apply computation methods for random number generation, simple sampling and variance reduction techniques,
  • formulate mathematical models appropriate for Monte Carlo simulation,
  • analyse a simulation problem related to electric power research and design an efficient Monte Carlo simulation method for that problem.

Kursens huvudsakliga innehåll

Definition of Monte Carlo simulation, random numbers, random number generation, simple sampling, complementary random numbers, dagger sampling, control variates, correlated sampling, importance sampling, stratified sampling, simulation design.

Kursupplägg

Lectures, home assignments, 4 h exam, project assignments.

Behörighet

The course is intended for Ph.D. students in electrical engineering, but can also be interesting for students from other fields of engineering.

Litteratur

Handouts, general textbooks, scientific publications.

Examination

  • EXA1 - Examination, 10,0, betygsskala: P, F

The project assignments are chosen by students in agreement with their supervisors and the examiner of the course.

Krav för slutbetyg

  • Approved home assignments.
  • Passed the exam.
  • Approved project assignment.

Ges av

EECS/Elkraftteknik

Examinator

Versionsinformation

Kursplan gäller från och med HT2011.
Examinationsinformation gäller från och med VT2019.