151-0709-00L Stochastic Methods for Engineers and Natural Scientists
| Semester | Autumn Semester 2020 |
| Lecturers | D. W. Meyer-Massetti |
| Periodicity | yearly recurring course |
| Language of instruction | English |
| Comment | Number of participants limited to 20. |
Courses
| Number | Title | Hours | Lecturers | ||||
|---|---|---|---|---|---|---|---|
| 151-0709-00 G | Stochastic Methods for Engineers and Natural Scientists | 4 hrs |
| D. W. Meyer-Massetti |
Catalogue data
| Abstract | The course provides an introduction into stochastic methods that are applicable for example for the description and modeling of turbulent and subsurface flows. Moreover, mathematical techniques are presented that are used to quantify uncertainty in various engineering applications. |
| Objective | By the end of the course you should be able to mathematically describe random quantities and their effect on physical systems. Moreover, you should be able to develop basic stochastic models of such systems. |
| Content | - Probability theory, single and multiple random variables, mappings of random variables - Estimation of statistical moments and probability densities based on data - Stochastic differential equations, Ito calculus, PDF evolution equations - Polynomial chaos and other expansion methods All topics are illustrated with engineering applications. |
| Lecture notes | Detailed lecture notes will be provided. |
| Literature | Some textbooks related to the material covered in the course: Stochastic Methods: A Handbook for the Natural and Social Sciences, Crispin Gardiner, Springer, 2010 The Fokker-Planck Equation: Methods of Solutions and Applications, Hannes Risken, Springer, 1996 Turbulent Flows, S.B. Pope, Cambridge University Press, 2000 Spectral Methods for Uncertainty Quantification, O.P. Le Maitre and O.M. Knio, Springer, 2010 |
Performance assessment
| Performance assessment information (valid until the course unit is held again) | |
Performance assessment as a semester course | |
| ECTS credits | 4 credits |
| Examiners | D. W. Meyer-Massetti |
| Type | session examination |
| Language of examination | English |
| Repetition | The performance assessment is offered every session. Repetition possible without re-enrolling for the course unit. |
| Mode of examination | oral 30 minutes |
| This information can be updated until the beginning of the semester; information on the examination timetable is binding. | |
Learning materials
| No public learning materials available. | |
| Only public learning materials are listed. |
Groups
| No information on groups available. |
Restrictions
| Places | 20 at the most |
| Waiting list | until 27.09.2020 |
