Stochastic Dynamics Models

Code:

PRODEC079

Acronym:

MDE

Keywords
Classification	Keyword
OFICIAL	Other

Instance: 2013/2014 - 2S

Active?	Yes
Responsible unit:	Mathematics Division
Course/CS Responsible:	Doctoral Program in Civil Engineering

Cycles of Study/Courses

Acronym	No. of Students	Study Plan	Curricular Years	Credits UCN	Credits ECTS	Contact hours	Total Time
PRODEC	0	Syllabus since 2007/08	1	-	5	45	135

Teaching language

Portuguese

Objectives

OBJECTIVES: To know and to make use of the main families of models with stochastic dynamics to deal with situations of randomness.

Learning outcomes and competences

SKILLS AND LEARNING OUTCOMES: To know the formal presentation of the main models and their fundamental properties; to be able to select and estimate models in the simplest cases and to interpret them; to be able to perform computer simulations.

Working method

Presencial

Program

Stochastic processes; Time series; continuous time stochastic processes; Analysis and simulation

DEMONSTRATION OF THE SYLLABUS COHERENCE WITH THE CURRICULAR UNIT'S OBJECTIVES:

The study of models of stochastic dynamics requires a previous introduction to the general class of stochastic processes and a subsequent ramification in the two main topics for modeling in discrete as well as in continuous time problems. Learning of simulation techniques serves two goals: that of understanding the models easier and that of being itself useful a tool for analyzing problems.

 

Mandatory literature

Giuliano Augusti, Alessandro Baratta, Fabio Casciati.; Probabilistic methods in structural engineering. - London : Chapman & Hall, 1984
Xuerong Mao. ; Stochastic differential equations and their applications. - Chichester : Horwood Publishing, 1997.
Brockwell, P.J. e Davis, R.A.; Introduction to Time Series and Forecasting. Springer-Verlag. 1996

Teaching methods and learning activities

The teaching involves sessions with theoretical presentations and discussions. The student grading will be based on two report assignments and a final oral exam.

DEMONSTRATION OF THE COHERENCE BETWEEN THE TEACHING METHODOLOGIES AND THE LEARNING OUTCOMES:

The report assignment and the discussion of the UC contents allows for an efficient learning experience at this education level.

Evaluation Type

Distributed evaluation with final exam

Assessment Components

Designation	Weight (%)
Trabalho escrito	100,00
Total:	100,00

Amount of time allocated to each course unit

Designation	Time (hours)
Estudo autónomo	0,00
Total:	0,00

Calculation formula of final grade

.