Mathematical Modelling of Stochastic Systems


Course Objective

1. The student can understand and interpret a stochastic mathematical
model for a concrete problem.
2. She can perform (literature) research in order to find appropriate
parameters that make the model realistic.
3. 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.
4. She has learned how to work on a project together with other
5. She can use the LaTeX package, and knows how to present the project,
in English writing, detailed enough to be understandable for her fellow
6. 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

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 4 or 5 different projects that 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. In addition, an application
of the model in a realistic situation is part of the report.

Entry Requirements

Probability Theory X_400622

Target Audience

Bachelor Mathematics Year 2.

General Information

Course Code XB_0027
Credits 6 EC
Period P3
Course Level 200
Language of Tuition English
Faculty Faculty of Science
Course Coordinator prof. dr. R.W.J. Meester
Examiner prof. dr. R.W.J. Meester
Teaching Staff prof. dr. J. van den Berg
prof. dr. R.W.J. Meester

Practical Information

You need to register for this course yourself

Last-minute registration is available for this course.

Teaching Methods Practical
Target audiences

This course is also available as: