Technische Universit├Ąt Ilmenau

Numerics for Stochastical Systems - Modultafeln of TU Ilmenau

The module lists provide information on the degree programmes offered by the TU Ilmenau.

Please refer to the respective study and examination rules and regulations for the legally binding curricula (Annex Curriculum).

You can find all details on planned lectures and classes in the electronic university catalogue.

Information and guidance on the maintenance of module descriptions by the module officers are provided at Module maintenance.

Please send information on missing or incorrect module descriptions directly to modulkatalog@tu-ilmenau.de.

module properties Numerics for Stochastical Systems in degree program Master Mathematik und Wirtschaftsmathematik 2013 (WM)
module number5815
examination number2400196
departmentDepartment of Mathematics and Natural Sciences
ID of group 2413 (Numerical Analysis and Information Processing)
module leaderProf. Dr. Hans Babovsky
term summer term only
languageDeutsch
credit points4
on-campus program (h)34
self-study (h)86
obligationelective module
examoral examination performance, 30 minutes
details of the certificate
signup details for alternative examinations
maximum number of participants
previous knowledge and experienceGrundlagen der Wahrscheinlichkeitstheorie, Funktionalanalysis, Numerik von Differentialgleichungen
learning outcomeGrundlagen der stochastischen Modellierung technischer Systeme;
Stochastische Verfahren zur numerischen Simulation technischer Systeme
contentErzeugung von Pseudo-Zufallszahlen
Stochastische Integration
Numerische Simulation von Wiener-Prozessen Ito-Integrale
Numerische Simulation stochastischer
Differentialgleichungen
media of instructionTafel, Folien, Skript
literature / referencesP. Kloeden, E. Platen, H. Schurz: Numerical solution of SDE through computer experiments, Springer, 1997
M. Rubenstein: Simulation and the Monte Carlo Method, Wiley-Interscience, 1981
evaluation of teaching

Pflichtevaluation:

Freiwillige Evaluation:

Hospitation: