1. High Performance Computing and Monte Carlo Methods
Host Institution – North Carolina A&T State University
Dr. Yaohang Li, Primary Instructor
Spring 2005, 10 students enrolled at NCAT from Departments of Computer Science, Mechanical Engineering, Computational Science and Engineering, Physics, and Biology

2. Major Topics High Performance Computing
Architecture
Programming Paradigm
Theories of Monte Carlo Methods
Monte Carlo Integration
Variance Reduction
Pseudorandom Number Generation
Sampling Non-uniform Distribution
Quasi-Monte Carlo
Random Walks
Monte Carlo Method for Linear Operator Equations
Markov Chain Monte Carlo
Stochastic Equation
Monte Carlo Applications
Neutron Transport Problem
Shielding Problem
Global Optimization
Ising Model
Polymer Design
Computational Biology

3. Programming Projects
High Dimensional Monte Carlo Integration and Variance Reduction
Solving Poisson Equation using Unconstraint Random Walks
Neutron Transport Problem
Ising Model Simulation

4. Research Outcomes
Students are working on their term papers on the following topics
Computational Financing
Monte Carlo Computation on the Grid
Ray Chasing Problem using Monte Carlo method
Network Simulation
Protein Structure Prediction using Markov Chain Monte Carlo
Ab initio Monte Carlo

5. Future Plans – Spring 2006
Add Quantum Monte Carlo and Hidden Markov Chain into the course lectures
Encourage students to work on bigger projects in teams