Elements of stochastic processes

Duration

10h Th, 10h Pr, 30h Proj.

Number of credits

Lecturer

Maarten Arnst, Vincent Denoël, Pierre Geurts

Language(s) of instruction

French language

Organisation and examination

Teaching in the second semester

Schedule

Schedule online

Units courses prerequisite and corequisite

Prerequisite or corequisite units are presented within each program

Learning unit contents

This course is the third one of the series of courses organised in the civil engineer curriculum, that aim at discovering non deterministic theories (see prerequestries).
In particular, this course about stochastic processes follow two objectives: 1.- teach the basic knowledge about stochastic processes; a theoretical course is organized over 4 or 5 sessions and will cover the following topics: introduction of general concepts, Markov processes, second order processes, mathematical operations with random processes, simulation of samples of random processes
2.- propose a project-like problem to be addressed by small groups. The topics are proposed in the major option students have chosen during the second semester of their 3rd Bachelor year. They will also place students in the position of a group of engineers having to develop a non deterministic solution in the framework of a realistic project.

Learning outcomes of the learning unit

At the end of this class, the student will have developed his/her skills to work in a team, with all social constraints it implies.
It is also expected that the students could present their research works of the project, by oral communication, with enough maturity regarding the stochastic methods.
Students will also have been in contact with some scientific literature about related topics.
From a technical viewpoint, the student will handle the details of the description of stochastic processes and will be able to restore them and to illustrate them with appropriate communication means, using in particular the features offered by Matlab.

Prerequisite knowledge and skills

- Calculus - Statistics - Probability
In particular, in the context of the curriculum proposed in Liège,
MATH0002-4 Analyse mathématique I MATH0062-1 Eléments du calcul des probabilités MATH0487-1 Elements of statistics

Planned learning activities and teaching methods

The course consists of a series of theoretical sessions (approximately 10 hours) as well as sessions meant to the development of the personal project (approximately 20 hours).
The attendance to theoretical sessions is compulsory while students are urged to organise their own agenda regarding the project sessions (but the first one during which project subjects and some guidelines will be given).
Assistance will be on duty once or twice per week. It is however expected that students lead themselves their project according to the different problems that are encountered.

Mode of delivery (face-to-face ; distance-learning)

The course takes place during the second semester, with attendance restrictions as described in section "teaching".
Teams are formed during the first session devoted to projects. Teams are responsible for their own organisation of internal and external collaborations at all levels.

Recommended or required readings

Slideshows and lecture notes : http://orbi.ulg.ac.be/handle/2268/142988

Assessment methods and criteria

A written examination concerning the theoretical aspects will take place in june. Its contribution to the final mark is 35%.
The remaining 65% are devoted to the project. In this respect, a written report will describe the major steps of the developments of the project, as well as its final outcomes. This offers a unique mark for each group (25%). This report will also be defended oraly in order to complement the evaluation with a personal mark (40%).
A presentation of the best solutions proposed for each project will allow a normalisation of the marks delivered in each option.
For the second session, where appropriate, students can choose to take anew evaluations related to the project (and defend it orally) and / or theoretical written exam, with full knowledge of the marks for each of the two parties. The marks of the part(s) that is/are not represented are carried forward unchanged. This report is not valid from one year to another.

Work placement(s)

Organizational remarks

Contacts

Vincent DENOEL Tel: 04/3662930

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