2007: Monte Carlo Methods
The first national winter school in eScience is organized the week January 28 to February 2 at Dr. Holms Hotel, Geilo, Norway. Through the winter schools (four planned in the years 2007-2010) we wish to develop a supplementary forum for dissemination of modern theory and methods in mathematics, statistics and computer science. The winter schools will be given on a national basis, and will therefore contribute to a broader contact between students at the different universities and researchers in the institutes and the industry. The winter schools are also open to participants from outside Norway.

Topics and Lecturers

  • Introduction to Monte Carlo methods and applications in the physical sciences -  Morten Hjorth-Jensen (University of Oslo)
  • Applications within data assimilation  - Geir Evensen (Norsk Hydro/ NERSC) og Laurent Bertino (NERSC)
  • Applications within finance - Fred Espen Benth (University of  Oslo)
  • Markov Chain Monte Carlo (MCMC) methods - Håkon Tjelmeland (NTNU)

Lecture notes available online.

Scientific organizer of the winter school is Einar Rønquist (NTNU) and Knut-Andreas Lie (SINTEF). All lectures will be in English.

Tentativte Program

Time  Activity Sun Mon Tue Wed Thu Fri
07:00-09:00 Breakfast            
09:00-10:30 Lecture   eSM  eSM GE/LB FEB HT
10:30-12:30 Lecture   MHJ eSM break break  
12:30-14:00 Lunch            
14:00-15:00 Lecture   MHJ MHJ break break  
15:00-16:30 Lecture   eSM MHJ GE/LB FEB  
16:30-17:00 Coffee break            
17:00-18:30 Lecture MHJ eSM GE/LB HT HT  
19:30 - Dinner            
MHJ = Morten Hjort-Jensen GE = Geir Evensen FEB = Fred Espen Benth
eSM = eScience Meeting LB = Laurent Bertino HT = Håkon Tjelmeland


The lecture program may change, in particular on Mon-Tue so that the participants of the winter school can follow some of the lecture in  the parallel  scientific meeting.

During the middle of the day, there is a break so that the participants may work, exercise (the hotel is almost on-top-of the alpine slopes) or relax. Lunch is served between 12:30 and 14:00. A lunch voucher can be obtained in the hotel reception for those who prefer the alpine slopes or the cross-country trails.

On Friday, the lectures end before lunch, so that you can eat lunch at the hotel before you catch a train back to Bergen or Oslo.


Deadline: December 15 2006.

The participants are expected to stay at  Dr. Holms Hotel, where the organizers have booked a number of rooms. Please state in the registration form wether you want a single or double room. (Notice that cancellations after the deadline is subject to a certain cancellation fee).

Published September 8, 2006