Maria K. Cameron

University of Maryland, Department of Mathematics


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MATH858D: Stochastic Methods with Applications

Lecture notes and HWs are for Spring 2019

The goal of this course is to give an introduction to stochastic methods for the analysis and the study of complex physical, chemical, and biological systems, and their mathematical foundations.

Syllabus
Basic concepts of Probability

Lecture notes: prob_basic_concepts.pdf, sampling.pdf
Homework: HW1 , HW2
Markov Chains
Refs:
Lecture notes: markov_chains.pdf
Homework: HW3, HW4, HW5, MakeRandomGraph.m, HW6, LJ7.zip
An introduction to data analysis
Refs:
Codes: DataAssimilation.zip -- coes mimic those from [1]
Lecture notes: data_analysis.pdf
Homework: HW7, SubjSim12countries.mat, MakeSprial.m
Brownian Motion
Refs:
Lecture notes: HW8, HW9, HW10
An Introduction into the Large Deviation Theory
Lecture notes: LDT.pdf
Codes: Paths﹠Saddles2019.zip - MATLAB codes for finging transition paths and trasition states
Take-home final