Course Info

CSC 521: Monte Carlo Algorithms

A course about the use of random numbers for numerical computation with particular emphasis on implementation issues and applications in science and finance. Covered topics include: pseudo random number generators, the inversion method, the accept-reject method, discrete event simulations, multi-dimensional integration, the Metropolis and the Bootstrap algorithms.

(CSC 402 or CSC 404 or DSC 430) and DSC 423 or consent of instructor are prerequisites for this class.

Spring 2024-2025

  • Section: 901
  • Class number: 35161
  • Meeting time: W 5:45PM - 9:00PM
  • Location: CDM 00222 at Loop Campus
  • Instructor: John McDonald | View syllabus

Section 941

Class number 35162
  • Meeting dates: 3/29/2025 - 6/13/2025
  • Meeting time: W 5:45PM - 9:00PM
  • Location: CDM 00222 at Loop Campus
  • Instructor: John McDonald | View syllabus


Winter 2022-2023

  • Section: 801
  • Class number: 28300
  • Meeting time: Tu 5:45PM - 9:00PM
  • Location: CDM 00222 at Loop Campus
  • Instructor: John McDonald | View syllabus

Winter 2021-2022

  • Section: 801
  • Class number: 20306
  • Meeting time: Tu 5:45PM - 9:00PM
  • Location: CDM 00222 at Loop Campus
  • Instructor: John McDonald | View syllabus