College of Engineering

Continuing and Distance Education

PSU Engineering C&DE Home NucE 525

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NucE 525 Monte Carlo Methods

Course Description:

This course will cover:

• Random Processes and Basic Principles
• Fundamental Formulation of Monte Carlo (FFMC)
• Sampling Procedures
• Random Number Generation
• Analog Monte Carlo Simulation
• Fundamentals of Probability Theory and Statistics
• Error Estimation
• Non-Analog Monte Carlo Methods and Variance Reduction Techniques
• Energy-Dependent Neutron-Nucleus Interactions in Monte Carlo Simulations
• Tracking in Phase Space
• Tallying Procedures
• Geometry and Model Representation
• Monte Carlo Evaluation of Integrals
• Monte Carlo Methods for Criticality or Eigenvalue Problems
• Monte Carlo Methods for Shielding Problems and Simulation of Experiments
• Vector and Parallel Processing of Monte Carlo Methods
• Fuel Pin Cell, Fuel Assembly, and Core Depletion Calculations
• Propagation of Uncertainties in Monte Carlo Depletion Calculations
• Recent Monte Carlo Method Developments and Applications

Course Instructor:





PSU Course Catalog Description:


NucE 525 Monte Carlo Methods ( 3) Fundamentals of the probability theory and statistics, analog and non-analog Monte Carlo methods and their applications, random processes, and numbers. Prerequisite: MATH 141 , PHYS 237 , STAT 401

Required Course Textbooks (2)

Class Notes and Handouts will be posted in ANGEL


M. Kalos and P. Whitlock,

“Monte Carlo Methods (Vol.I Basics)”,

John Wiley & Sons, 1986

Available from Amazon





E. Lewis and W. Miller,

“Neutron Transport Method (Chapter 7)”,

American Nuclear Society, 1993.

Available from ANS



Reference books (3)

J. Spanier and E. Gelbard,

“Monte Carlo Principles and Neutron Transport Problems”,

Addison-Wesley, 1969


I. Lux and L. Koblinger,

“Monte Carlo Particle Transport Methods: Neutron and Photon Calculations”,

CRC Press, 1991


J. Liu,

“Monte Carlo Strategies in Scientific Computing”,


Available from Amazon



The enrollment process is:

  1. Contact the the Office of Continuing and Distance Education for admission into the course at 814-865-7643.

  2. Complete and submit the Registration Form via mail, fax, or in person. See the Registration Page.


Office for Disability Services
Penn State welcomes students with disabilities into the University’s educational programs. If you have a disability‐related need for reasonable academic adjustments in this course, contact the Office for Disability Services (ODS) at 814‐863‐1807 (V/TTY). For further information regarding ODS, please visit the Office of Disability Services website at

In order to receive consideration for course accommodations, you must contact ODS and provide documentation (see the documentation guidelines at If the documentation supports the need for academics adjustments, ODS will provide a letter identifying appropriate academics adjustments. Please share this letter and discuss the adjustments with your instructor as early in the course as possible. You must contact ODS and request academic adjustment letters at the beginning of each semester.



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© Penn State University
Office of Continuing and Distance Education in Engineering
301-A Engineering Unit C
University Park, PA 16802
Phone: (814) 865-7643   Fax: (814) 865-3969