好色tv

- Academic Registry


MA30363: Modelling with randomness

[Page last updated: 22 May 2025]

Academic Year: 2025/26
Owning Department/School: Department of Mathematical Sciences
Credits: 6 [equivalent to 12 CATS credits]
Notional Study Hours: 120
Level: Honours (FHEQ level 6)
Period:
Semester 2
Assessment Summary: EXOB 100%
Assessment Detail:
  • MA32063 Open-book written examination (EXOB 100%)
Supplementary Assessment:
Like-for-like reassessment (where allowed by programme regulations)
Requisites: Before taking this module you must take MA22016 OR take MA20221
In taking this module you cannot take MA30257
Learning Outcomes:
* Identify real-world systems which are appropriately described in terms of stochastic models.
* Formulate and analyse stochastic models using appropriate mathematical techniques.
* Describe in mathematical terms the connections and differences between a range of stochastic methods, and between stochastic and deterministic modelling.
* Analyse stochastic methodologies and associated analytical techniques.


Synopsis: In this unit you will study the application of stochastic models to understand real-world systems. You will explore a broad range of techniques. You will focus on analysing, understanding and interpreting the stochastic processes, rather than on rigorous theory. This unit will give you a different perspective on applied maths that is relevant to many sciences including biology, physics and finance.

Content: Stochastic modelling of chemical reactions: well-stirred systems; Gillespie algorithm; chemical master equation; analysis of simple systems; deterministic vs. stochastic modelling; systems with multiple favourable states; stochastic resonance; stochastic focusing; moment closure approximations for systems of one and two dependent variables. Examples of models of real-world stochastic systems. Stochastic differential equations: numerical methods; Fokker-Planck equation; first exit time; backward Kolmogorov equation; chemical Fokker-Planck equation.

Course availability:

MA30363 is Optional on the following courses:

Department of Mathematical Sciences
  • USMA-AFM14 : MMath(Hons) Mathematics (Year 4)
  • USMA-AAM15 : MMath(Hons) Mathematics with Study year abroad (Year 4)
  • USMA-AKM15 : MMath(Hons) Mathematics with Year long work placement (Year 5)

Notes:

  • This unit catalogue is applicable for the 2025/26 academic year only. Students continuing their studies into 2026/27 and beyond should not assume that this unit will be available in future years in the format displayed here for 2025/26.
  • 好色tv and units are subject to change in accordance with normal University procedures.
  • Availability of units will be subject to constraints such as staff availability, minimum and maximum group sizes, and timetabling factors as well as a student's ability to meet any pre-requisite rules.
  • Find out more about these and other important University terms and conditions here.