Definition of Monte Carlo simulation, random numbers, random number generation, simple sampling, complementary random numbers, dagger sampling, control variates, correlated sampling, importance sampling, stratified sampling, simulation design.
FEG3131 Monte Carlo Methods in Electric Power Research 10.0 credits
Information per course offering
Course offerings are missing for current or upcoming semesters.
Course syllabus as PDF
Please note: all information from the Course syllabus is available on this page in an accessible format.
Course syllabus FEG3131 (Spring 2019–)Headings with content from the Course syllabus FEG3131 (Spring 2019–) are denoted with an asterisk ( )
Content and learning outcomes
Course contents
Intended learning outcomes
After the course, the student should be able to
- state basic definitions concerning probability theory, random variables and sampling techniques,
- apply computation methods for random number generation, simple sampling and variance reduction techniques,
- formulate mathematical models appropriate for Monte Carlo simulation,
- analyse a simulation problem related to electric power research and design an efficient Monte Carlo simulation method for that problem.
Literature and preparations
Specific prerequisites
The course is intended for Ph.D. students in electrical engineering, but can also be interesting for students from other fields of engineering.
Literature
You can find information about course literature either in the course memo for the course offering or in the course room in Canvas.
Examination and completion
Grading scale
P, F
Examination
Based on recommendation from KTH’s coordinator for disabilities, the examiner will decide how to adapt an examination for students with documented disability.
The examiner may apply another examination format when re-examining individual students.
If the course is discontinued, students may request to be examined during the following two academic years.
The project assignments are chosen by students in agreement with their supervisors and the examiner of the course.
Other requirements for final grade
- Approved home assignments.
- Passed the exam.
- Approved project assignment.
Examiner
Ethical approach
- All members of a group are responsible for the group's work.
- In any assessment, every student shall honestly disclose any help received and sources used.
- In an oral assessment, every student shall be able to present and answer questions about the entire assignment and solution.
Further information
Course room in Canvas
Registered students find further information about the implementation of the course in the course room in Canvas. A link to the course room can be found under the tab Studies in the Personal menu at the start of the course.
Offered by
Education cycle
Third cycle