CE 3048 - Probability, Statistics & Stochastic Methods

Institution:

Temple University

Subject:

Description:

A practical course on uncertainty and risk analysis for engineers and scientists, including modern computer algebra software applications. Random variables and probability distributions. Simulations of random systems, analytical models and Monte Carlo simulations. Systems with jointly distributed random variables. Estimation theory in engineering. Fitting probability models to data. Regression analysis. Reliability of engineering systems. Design of engineering experiments. Experiments and tests for two or more random variables. ANOVA. Introduction to stochastic processes, random walk, Brownian motion, white noise, and colored noise processes. Stochastic differential equations, stochastic calculus, differential equations with random initial conditions, random forcing functions, random boundary conditions, random partial differential equations. New techniques for non-linear equations.

Credits:

3.00

Credit Hours:

Prerequisites:

MATH 1042 (0086) and MATH 3041 (0251)

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

WWW.TEMPLE.EDU

Phone Number:

(215) 204-7000

Regional Accreditation:

Middle States Association of Colleges and Schools

Calendar System:

Semester

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