一、課程說明(Course Description)
一、課程說明(Course Description)
蒙特卡羅方法是一種以隨機抽樣技術為基礎的通用數值模擬方法。本課程由淺而深逐步探究蒙特卡羅方法的理論與應用,內容主要涵蓋隨機變數、類比模擬與變異數降低技巧。蒙特卡羅本質上是一種計算方法,所以本課程期望學生能夠利用電腦實現課程所學的方法以增加理解,建議學生至少熟悉一種程式語言,例如C/C++/Fortran/Python/Matlab或其他。本課程特別強調蒙特卡羅方法在核工與輻射領域的應用(如何描述輻射與物質作用和遷移的行為),課程內容大綱包含下列主題:
1. Introduction to Monte Carlo Method
2. Random Variables
3. Analog Simulation
4. Variance Reduction Techniques
5. Applications

二、指定用書(Textbook)
1. Monte Carlo Methods for Particle Transport, Alireza Haghighat, CRC Press (2014)

三、參考書籍(References)
1. Statistical Methods in Radiation Physics, J.E. Turner, D.J. Downing, J.S. Bogard, Wiley-VCH (2012)
2. Monte Carlo - Advances and Challenges, F.B. Brown, W.R. Martin, R.D. Mosteller, LA-UR-08-05891 (2008)
3. An MCNP Primer, J.K. Shultis, R.E. Faw, Kansas State University (2008)
4. Fundamentals of Monte Carlo Particle Transport, F.B. Brown, LA-UR-05-4983 (2005)
5. A Monte Carlo Primer: A Practical Approach to Radiation Transport, S.A. Dupree and S.K. Fraley, KA/PP (2002)
6. Fundamentals of Monte Carlo Method for Neutral and Charged Particle Transport, A.F. Bielajew, University of Michigan (2000)
7. A Primer for the Monte Carlo Method, I.M. Sobol, CRC Press (1994)

四、教學方式(Teaching Method)
1. 授課(Lectures)
2. 討論(Discussion)
3. 專題與簡報(Project & Presentation)

五、教學進度(Syllabus)
1. Introduction to Monte Carlo Method
2. Random Number Generation
3. Application in Particle Transport (Analog Monte Carlo)
4. Mathematical Basis for Monte Carlo Particle Transport
5. Particle Tracking and Flux Estimation
6. Random Variables
7. Random Sampling Methods
8. Fundamental of Statistics
9. Variance Reduction Techniques
10. Applications and Special Topics

六、成績考核(Evaluation)
1. 作業 (30%) Homework
2. 考試 (40%) Exam
3. 專題 (30%) Project
4. 出席與小考 (5%) Attendance & Quiz