The course deals with how to simulate and analyze stochastic processes, in particular the dynamics of small particles diffusing in a fluid.
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What you need before starting this Stochastic Processes: Data Analysis and Computer Simulation course:
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The motion of falling leaves or small particles diffusing in a fluid is highly stochastic in nature. Therefore, such motions must be modeled as stochastic processes, for which exact predictions are no longer possible. This is in stark contrast to the deterministic motion of planets and stars, which can be perfectly predicted using celestial mechanics. This course is an introduction to stochastic processes through numerical simulations, with a focus on the proper data analysis needed to interpret the results. We will use the Jupyter (iPython) notebook as our programming environment. It is freely available for Windows, Mac, and Linux through the Anaconda Python Distribution. The students will first learn the basic theories of stochastic processes. Then, they will use these theories to develop their own python codes to perform numerical simulations of small particles diffusing in a fluid. Finally, they will analyze the simulation data according to the theories presented at the beginning of course. At the end of the course, we will analyze the dynamical data of more complicated systems, such as financial markets or meteorological data, using the basic theory of stochastic processes.
Difficulty Level
Intermediate
Some foundational knowledge required
Subject Category
Engineering, Physics, Chemistry
Part of our Engineering, Physics, Chemistry curriculum
Course Language
English
All materials in English
This online course offers comprehensive training with expert instruction, practical exercises, and a certificate of completion. Join thousands of students advancing their careers through quality online education.
Budget-Friendly Course
Typically around $49
Pricing may vary. Check the course provider for current promotions and exact pricing.
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