Unit name | Delay and stochastic equations in engineering and biology |
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Unit code | EMATM0024 |
Credit points | 10 |
Level of study | M/7 |
Teaching block(s) |
Teaching Block 1 (weeks 1 - 12) |
Unit director | Professor. John Hogan |
Open unit status | Not open |
Pre-requisites |
EMAT33100, or an alternative (including Laplace transforms) |
Co-requisites |
none |
School/department | Department of Engineering Mathematics |
Faculty | Faculty of Engineering |
This unit covers the theory and application of two important types of equations that occur widely in engineering and biology. Delay equations occur when the dynamics of a system depends on the state of the system at a past time. For example, almost any control system has delays in it due the time taken for measurement and processing. Delay equations are infinite dimensional systems that require careful solution and interpretation. Stochastic equations occur whenever there is noise in a system. Brownian motion is the most widely known example, and all of modern financial mathematics is based on these equations.
By the end of this unit, you will be able to use appropriate tools to analyse systems with either delays or stochastic effects. Specifically, you will know how to:
Teaching will be delivered through a combination of synchronous and asynchronous sessions, including lectures, supported by live online sessions, problem sheets and self-directed exercises.
1 Summative Assessment, 100% - Coursework. This will assess all ILOs.