Programma

Presentation of the problems that can be treated through integrals on large number of dimensions

Basics

Probability and Random variables

Measurement, uncertainty and its propagation

Curve-fitting, least-squares, optimization

Classical numerical integration, speed of convergence

Integration MC (Mean, variance)

Sampling Strategies

Applications

Propagation of uncertainties

Generation according to a distribution

Real World Applications

Cosmic Rays Shower

System Availabilty

Further applications

Testi Adottati

Weinzierl, S. - Introduction to Monte Carlo methods arXiv:hep-ph/0006269

Taylor, J. - Introduzione all'analisi degli errori : lo studio delle incertezze nelle misure fisiche - Zanichelli Disponibile nella biblioteca Scientifica di Roma Tre

Dubi, A. - Monte Carlo applications in systems engineering - Wiley Disponibile nella biblioteca Scientifica di Roma Tre

Modalità Erogazione

Lectures (about 24 hours) and Activities in Laboratory (about 36 hours). During the Laboratory Activities, each student can access a Personal Computer. The topics discussed during the Lectures will be worked out during the Laboratory Activities, using Mathematica, Python or C++.

Modalità Valutazione

Written and oral exams. Written test: design and coding of a computer program. The written exam consists of two parts. The first part is devoted to verify the specific knowledge of the techniques presented during the lectures. In the second part it will be required to apply these techniques in a broader context. Oral: discussion and presentation of a topic to be agreed upon. The preparation of this seminar will require personal study of some chapters of a book.

Programma

information already present in the teacher's profile

Testi Adottati

information already present in the teacher's profile

Modalità Frequenza

information already present in the teacher's profile

Modalità Valutazione

information already present in the teacher's profile

Programma

Presentation of the problems that can be treated through integrals on large number of dimensions

Basics

Probability and Random variables

Measurement, uncertainty and its propagation

Curve-fitting, least-squares, optimization

Classical numerical integration, speed of convergence

Integration MC (Mean, variance)

Sampling Strategies

Applications

Propagation of uncertainties

Generation according to a distribution

Real World Applications

Cosmic Rays Shower

System Availabilty

Further applications

Testi Adottati

Weinzierl, S. - Introduction to Monte Carlo methods arXiv:hep-ph/0006269

Taylor, J. - Introduzione all'analisi degli errori : lo studio delle incertezze nelle misure fisiche - Zanichelli Disponibile nella biblioteca Scientifica di Roma Tre

Dubi, A. - Monte Carlo applications in systems engineering - Wiley Disponibile nella biblioteca Scientifica di Roma Tre

Modalità Erogazione

Lectures (about 24 hours) and Activities in Laboratory (about 36 hours). During the Laboratory Activities, each student can access a Personal Computer. The topics discussed during the Lectures will be worked out during the Laboratory Activities, using Mathematica, Python or C++.

Modalità Valutazione

Written and oral exams. Written test: design and coding of a computer program. The written exam consists of two parts. The first part is devoted to verify the specific knowledge of the techniques presented during the lectures. In the second part it will be required to apply these techniques in a broader context. Oral: discussion and presentation of a topic to be agreed upon. The preparation of this seminar will require personal study of some chapters of a book.

Programma

information already present in the teacher's profile

Testi Adottati

information already present in the teacher's profile

Modalità Frequenza

information already present in the teacher's profile

Modalità Valutazione

information already present in the teacher's profile