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Before choosing courseFEG3131 Monte Carlo Methods in Electric Power Research 10.0 creditsAdministrate About course

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.

Course offering missing for current semester as well as for previous and coming semesters
* Retrieved from Course syllabus FEG3131 (Spring 2019–)

Content and learning outcomes

Course contents

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.

Intended learning outcomes

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.

Course Disposition

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Literature and preparations

Specific prerequisites

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

Recommended prerequisites

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Examination and completion

If the course is discontinued, students may request to be examined during the following two academic years.

Grading scale

P, F


  • EXA1 - Examination, 10,0 hp, betygsskala: P, 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.

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

Other requirements for final grade

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

Opportunity to complete the requirements via supplementary examination

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Opportunity to raise an approved grade via renewed examination

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Profile picture Mikael Amelin

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 FEG3131

Offered by

EECS/Electric Power and Energy Systems

Main field of study

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Education cycle

Third cycle

Add-on studies

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Postgraduate course

Postgraduate courses at EECS/Electric Power and Energy Systems