The student who follows this course will get acquainted with computational tools used to analyze systems with uncertainty arising in engineering, physics, chemistry, and economics. Focus will be on sampling methods as Monte Carlo, quasi Monte Carlo, Mark ...
This course gives an introduction to probability theory and stochastic calculus in discrete and continuous time. The fundamental notions and techniques introduced in this course have many applications in finance, for example for option pricing, risk mana ...
Determination of spatial orientation (i.e. position, velocity, attitude) via integration of inertial sensors with satellite positioning. Prerequisite for applications related to remote sensing, environmental monitoring, mobile mapping, robotics, space expl ...
Introduction to the physics of random processes and disordered systems, providing an overview over phenomena, concepts and theoretical approachesTopics include:
Random walks; Roughening/pinning; Localization; Random matrix theory; Spin glasses; Disorder ...