A key issue of the Applied Mathematics is to modeling and simulate complex systems to understand their qualitative and quantitative behavior.
This cours introduces effective pobabilistical methods of calcul and simulation, mainly focused on continuous time processes, with linear then non-linear dynamics ("interactions between particles"). A constant concern is their validation, their digital efficacity and their illustration in concrete situations, notably from financial engineering, ecology, communication networks, fluid mechanics, physics and chemistry, among others... These methods have become particularly important in the various strategical applicative fields.
Evaluation: continuous control and final exam
Course language: French
Course blog: http://montecarlo-polytechnique.blogspot.fr
- Teaching coordinator: Durmus Alain
- Teaching coordinator: Gaucher Renaud
- Teaching coordinator: Girardin Oskar
- Teaching coordinator: Goudenege Ludovic
- Teaching coordinator: Michel Manon
- Teaching coordinator: Monmarche Pierre
- Teaching coordinator: Scheid Antoine