Monte Carlo Simulations (L7) (865G1)

15 credits, Level 7 (Masters)

Spring teaching

In this module, you wil learn how to write Monte Carlo computer programs for the generation of random numbers, the calculation of integrals and for the analysis of systems.

The module will include:

  • introduction to R
  • pseudo-random number generation
  • generation of random variates
  • variance reduction
  • markov-chain Monte Carlo and its foundations
  • how to analyse Monte Carlo simulations
  • application to physics: the Ising model
  • application to statistics: goodness-of-fit tests.


100%: Lecture


8%: Coursework (Portfolio)
92%: Written assessment (Dissertation)

Contact hours and workload

This module is approximately 150 hours of work. This breaks down into about 33 hours of contact time and about 117 hours of independent study. The University may make minor variations to the contact hours for operational reasons, including timetabling requirements.

We regularly review our modules to incorporate student feedback, staff expertise, as well as the latest research and teaching methodology. We’re planning to run these modules in the academic year 2024/25. However, there may be changes to these modules in response to feedback, staff availability, student demand or updates to our curriculum. We’ll make sure to let you know of any material changes to modules at the earliest opportunity.