Monte Carlo

Integration occurs as a numerical problem in many settings. For high-dimensional problems, Monte Carlo  is a useful class of methods for performing such  problems. In this project the aim is to find relevant literature about what Monte Carlo is, how it is used and their properties.

As part of the project you should also find 1-2 examples of integration problems and explore different variants of Monte Carlo methods by implementing these in a suitable software. 

Published Jan. 20, 2022 12:33 PM - Last modified Jan. 20, 2022 12:33 PM