Course Description |
This is an introductory course on computational stochastic processes.
Topics include sampling random variables, variance reduction,
Markov chain Monte Carlo simulations, analysis of simulation data,
numerical methods for stochastic differential equations,
and applications in physics, chemistry, and biology.
The course is co-listed as Math 114 (for undergraduate students) and Math 214
(for graduate students). A course project is part of Math 214.
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Prerequisites |
The prerequisite for Math 114 is Math 180A.
Students who have not completed the prerequisites may enroll with consent of instructor.
In addition to the designated prerequisites,
students are strongly recommended to have completed a computer programming course before
enrolling in Math 114. Examples of such a course include:
CSE 5A, CSE 8A, CSE 11, or ECE 15.
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Lecture Notes | All lecture notes will be posted in Canvas. |
Textbooks |
We will use the following two books. UCSD has the full access to these eBooks.
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References |
Here is a list of reference books; UCSD has the electronic access to many of these books.
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Topics to Be Covered |
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Lectures | 11:00 am - 11:50 am, Mondays, Wednesdays, and Fridays, remote. (Lectures will be given via Zoom. The Zoom lectures will be recorded in order to accommodate students in different time zones.) |
Instructor |
Professor Bo Li.
Email: bli@math.ucsd.edu Office hours: 4:30 pm - 5:30 pm, Mondays and Thursdays, remote. |
Discussion Sessions |
Session A02, 4:00 pm - 4:50 pm, Tuesdays, remote.
Session A01, 5:00 pm - 5:50 pm, Tuesdays, remote. |
Teaching Assistant |
Mr. Zirui (Ray) Zhang
Email: zzirui@ucsd.edu Office hours: 10:00 am - 12:00 noon, Tuesdays, and 4:00 pm - 6:00 pm, Wednesdays. Remote. |
Canvas and GradeScope | Canvas will be used to manage our course (e.g., scheduling Zoom lectures and office hours, assigning homework, etc.). GradeScope will be used to collect and grade homework and exams, and manage the grding. |
Homework |
Homework is assigned collected, and partially graded regularly.
A large portion of homework is computationally oriented. Students can use
Matlab or other computer software and languages.
Please note:
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Exams and Projects |
For Math 114:
There will be one 50-minute midterm and one 3-hour final exam, both synchronous and conducted
via Zoom. The final exam will be cumulative.
Midterm Exam: 11:00 am - 11:50 am, Friday, April 30, 2021. Final Exam: 11:30 am - 2:29 pm, Friday, June 11, 2021.
For Math 214: There will be a 50-minute, synchronous, midterm exam and a final course project.
Please note:
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Project Guidelines | This is only for Math 214. Here is a set of guidelines for course projects (requirement, some suggested topics, etc.): Project Guidelines. |
Grading |
Math 114: The final course grade will be determined based on the
homework (40%), midterm exam (20%), and final exam (40%).
The final course grade will be curved within Math 114.
Math 214: The final course grade will be determined based on the
homework (40%), midterm exam (20%), and final course project (40%).
The final course grade will be curved within Math 214.
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Academic Integrity | All students are expected to conduct themselves with academic integrity. Violations of academic integrity will be treated seriously. See |