Class: T TH 10:15AM - 11:30AM, HA 123.
Instructor:
Dr. Alina ChertockHomepage: http://www.math.ncsu.edu/~acherto/NCSU/MA798/798.html
Office: HA 212
Phone: 515-3200
Office hours: by appointment
E-mail: chertock@math.ncsu.edu
Course Objectives:
The course will provide an introduction to probability-based modeling and will cover basic
stochastic and numerical tools used in physics, chemistry, engineering, and the life science.
It aims at bridging a gap between the theoretical treatments familiar to mathematical specialists
and the more practical questions raised by specific applications.
The course will not present a full, rigorous theory of probability and its applications, but will
rather give students an insight into some beautiful applications of probability, as well as introduce
the nonmathematical students to the general ideas behind methods and tools they already use.
The students will also be introduced to mesh-free numerical methods for approximating solutions
of partial differential equations and numerical methods for stochastic partial differential equations.
Topics include:
Prerequisites:
I will try to make the course self-contained. Basic knowledge in PDE's would be helpful.
No computer programming skills are required. Textbook:
I will select some chapters from: Stochastic Tools in Mathematics and Science,
by A. Chorin and O. Hald, 2005. Additional notes and papers will be provided.
Grading:
The grade will be given on the basis of successful completion of a project. The project can be
chosen as one of the following: (1) an oral presentation of a recent paper or chapter from a book suggested
by the instructor or (2) a computer project such as the writing of a Matlab/Fortran/C routine or the application
of routines already available to the problems under consideration.
Grading Scale: 86%-100%:
A, 71%-85%: B, 61%-70%: C, 55%-60%: D, 55%: F (+ and - will
also be
used.)
Notifications:
Students will be notified in class or via email of announcements associated with this course. The email address registered with the NCSU online directory
will be used for this purpose. It is the student's responsibility to maintain a valid email address and check the email sent to it.
Students are required to follow NCSU policy available at
www.ncsu.edu/provost/academic_regulations/integrity/reg.htm.
"Academic dishonesty is the giving, taking, or presenting of
information or material by a student that unethically or fraudulently
aids oneself or another on any work which is to be considered in the
determination of a grade or the completion of academic requirements or
the enhancement of that student's record or academic career." (NCSU
Code of Student Conduct) The Student Affairs web site has more information
(http://www.ncsu.edu/student_affairs/osc/AIpage/acaintegrity.html). "I have neither given nor received unauthorized aid on this test or assignment." This has been outlined above. NCSU Academic Regulations can be found at
www2.ncsu.edu/unity/project/www/ncsu/provost/info/academic_policies/
NCSU policy, including what constitutes an 'Excused Absence,' is at NCSU policy, including what
constitutes an 'Excused Absence,' is at this
link.
Academic Integrity Statement.
Reasonable accommodations will be made for students with verifiable
disabilities. In order to take advantage of available accommodations, students must register
with Disability Services for Students
at 1900 Student Health Center, Campus Box 7509, 515-7653. For more information on NC State's policy on working with students with
disabilities, please see the
Academic Accommodations for Students with Disabilities Regulation.
Further Information: