NQE412 Monte Carlo Methods and Applications

Fall 2004

Time  Tuesday  2:30 pm - 4:00 pm  (Room #2424 [ME Building])  
 Thursday  2:30 pm - 4:00 pm (Room #2424 [ME Building])   

Instructor Prof. Nam Zin Cho (nzcho@kaist.ac.kr x3819)
Teaching Assistant Jong Woon Kim (spiky@fermi.kaist.ac.kr x3859)
Lecture in English
Link to  Fall 2003

Course Outline

The Monte Carlo method, conceived in a neutron moderation study and born in the Manhattan Project, is a computer simulation technique that is now widely used not only in nuclear reactor design/analysis but also in other areas such as various science and engineering disciplines, and socio/economic studies as well. This course deals with fundamentals of the Monte Carlo methods (including related subjects of Ising models and molecular dynamics): (1) random variables and random number generation, (2) sampling procedures, including Metropolis algorithm, (3) analog Monte Carlo, (4) non-analog Monte Carlo and variance reduction techniques, (5) molecular dynamics, atomic-scale and quantum Monte Carlo simulations, and then applies the methods to a selection of representative benchmark problems from several application areas: (6) radiation particle (neutron, g-ray, and charged particles such as electron and proton particle) transport problems, (7) bio/nuclear medicine systems design, (8) multiple integrals and integral equations, (9) Ising models, (10) bridge from Ab initio simulation to continuum macroscopic analysis in multiscale modeling and simulation, and (11) optimization problems.

   Class Handout
  1. Kalos and Whitlock, Monte Carlo Methods, Volume I: Basics, John Wiley & Sons, 1986.
  2. Hammersley and Handscomb, Monte Carlo Methods, London: Methuen & Co. Ltd, 1964.
  3. Lewis and Miller, Computational Methods of Neutron Transport, Chapter 7, John Wiley & Sons, 1984.
  4. R.L. Morin (Ed.), Monte Carlo Simulation in the Radiological Sciences, CRC Press, 1988.
  5. Allen and Tildesley, Computer Simulation of Liquids, Oxford University Press, 1987.
  6. Newman and Barkema, Monte Carlo Methods in Statistical Physics, Claredon Press, 1999.
  7. D. Raabe, Computational Materials Science: The Simulation of Materials Microstructures and Properties, Wiley-VCH, 1998.
  8. D. Frenkel and B. Smit, Understanding Molecular Simulation, 2nd Edition, Academic Press, 2002.
  9. K. Refson, Moldy User's Manual, available at (http://chin.icm.ac.cn/software/moldy.html)

Problem Sets

  - Following materials are open to enrolled students only.  If you have any problem to access on materials,   please contact with Teaching Assistant (Jong  Woon Kim spiky@fermi.kaist.ac.kr x3859)

Due Date


2004. 9. 23 Homework 1 (pdf format)
2004. 10. 12 Homework 2 (pdf format)
2004. 10. 14 Homework 3 (pdf format)
2004. 10. 26 Homework 4 (pdf format)
2004. 11. 2 Homework 5 (pdf format)
2004. 11. 18 Homework 6 (pdf format)
2004. 12. 14 Homework 7 (pdf format)
2004. 12. 16 Homework 8 (pdf format)
2004. 12. 21 Homework 9 (pdf format)
2004. 12. 21 Final Presentation (pdf format)

  - Late problem sets will have 0.5 points deducted for each day.  Please keep the due date.

Notice Board


2004. 12. 09

Please use q17 and q18 nodes for Problem Set#9.

Other nodes would not work.

2004. 12. 07

I am sorry again. :)

You can download the missing 5 pages in handout that  was given on December 7.

2004. 11. 29

I am sorry about my mistake. :)

You can download the first page of the paper without "Post-it" that  was given on November 29.

2004. 11. 25

"Make-Up Class" is scheduled on the following day.


When: 10:30 P.M., Monday, November 29, 2004

Where: Rm#2424 (Regular class room)


2004. 11. 23

We have Regular Class on November 25.


When: 2:30 P.M., Thursday, November 25, 2004

Where: Rm#2424 (Regular class room)



The schedule of "Make-Up Class" for Tuesday will be discussed right after the class on November 25.

2004. 11. 9

The Class on November 11 is rescheduled to following day.


When: 9:00 A.M., Friday, November 12, 2004

Where: Rm#2425 (The next door of regular class room)



"No Class" on November 16 and 18 due to professor's business trip.

2004. 11. 2

"No Class" on November 4.


"Make-Up Class" is scheduled on following day.


When: 10:30 A.M., Friday, November 5, 2004

Where: Rm#2425 (The next door of regular class room)

2004. 10. 26 "No Class" on October 28.
2004. 10. 26 The check mail will be sent whenever new homework or new notice is uploaded.

Please check following name and email address.

If there are something wrong, then let me know by email (spiky@fermi.kaist.ac.kr)

JooHee Lee: elevenfinger@kaist.ac.kr

ShinWook Yi: vexgriff@kaist.ac.kr

Daiho Ko: kodainim@space.kaist.ac.kr

Yun Soon Choi: pacem@kaist.ac.kr

고세훈: elephy@kaist.ac.kr

강준구: jkkang@dielc.kaist.ac.kr

정용환: squid@kaist.ac.kr

심정현: abehool@kaist.ac.kr

Mo, Kun: mokun2004@hotmail.com

2004. 10. 20 "No Class" on October 21 since most student can not attend the lecture on this day.
2004. 10. 1

  "No Class" on October 5 and 7.