Mathematical Modelling of Stochastic Systems

Course Objective

The student can understand and interpret a stochastic mathematical model for a concrete problem. She can perform (literature) research in order to find appropriate parameters that make the model realistic. She can recognize the mathematical challenges of the model, has learned how to analyse the model, and how to translate her mathematical findings back to the concrete context. She has learned how to work on a project together with other students. She can use the LaTeX package, and knows how to present the project, in English writing, detailed enough to be understandable for her fellow students. She has gained new insights in the application of mathematical tools, in particular probability theory and mathematical statistics, to real-world problems.

Course Content

This course is part of the modelling line of the bachelor's programme in mathematics, and builds on the course Introduction to Mathematical Modelling. The course focuses on the application of mathematics (to be precise: probability theory and mathematical statistics) to concrete practical problems. It involves a guided project in which the student is to understand a mathematical model for a concrete situation, and to
analyse different aspects of it. The mathematical solutions are interpreted in a concrete context. English writing skills are trained as well.

Teaching Methods

The students work in groups of 2-3 students. There are several meetings per week with the teacher to discuss progress and to help the students if they get stuck. There are 6 different projects the students can choose from.

Method of Assessment

A written report in English, including full mathematical details, as well as an adequate context of the problem.

Entry Requirements

Probability Theory X_400622

Additional Information Target Audience

Bachelor Mathematics Year 2.