一、課程說明(Course Description)
<br>蒙特卡羅方法介紹、隨機數、類比模擬、變異數降低技巧、蒙特卡羅方法在核工物理及輻射與物質作用上的應用，內容大綱簡列如下：
<br>1. Introduction to Monte Carlo Method
<br>2. Random Variables
<br>3. Analog Simulation
<br>4. Variance Reduction Techniques
<br>5. Applications
<br>二、指定用書(Text Books)
<br>1. A Monte Carlo Primer: A Practical Approach to Radiation Transport, Stephen A. Dupree and Stanley K. Fraley (2002).
<br>三、參考書籍(References)
<br>1. A Primer for the Monte Carlo Method, I.M. Sobol, CRC Press (1994).
<br>2. Fundamentals of Monte Carlo Particle Transport, F.B. Brown, LA-UR-05-4983 (2005).
<br>3. Monte Carlo – Advances and Challenges, F.B. Brown, W.R. Martin, R.D. Mosteller, LA-UR-08-05891 (2008).
<br>4. Fundamentals of Monte Carlo Method for Neutral and Charged Particle Transport, A.F. Bielajew, University of Michigan (2000).
<br>四、教學方式(Teaching Method)
<br>1. 授課(Lectures)
<br>2. 討論(Discussion),
<br>3. 專題報告(Project Report)
<br>五、教學進度(Syllabus)
<br>1. Introduction to Monte Carlo Method (1 week)
<br>2. Random Variable & Random Number (1 week)
<br>3. Probability (1 week)
<br>4. Fundamental Formulation (1 week)
<br>5. Random Walk Simulation (3 weeks)
<br>6. Sampling Procedure (1 week)
<br>7. Random Number Generation (1 week)
<br>8. Fundamental of Statistics (1 week)
<br>9. Variance Reduction Techniques (3 weeks)
<br>10. Applications of Monte Carlo Methods (2 weeks)
<br>11. Test & Project Presentations (3 weeks)
<br>六、成績考核(Evaluation)
<br>1. 作業 (30%) Homework
<br>2. 考試 (40%) Test
<br>3. 專題 (30%) Project