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週次 |
日期 |
單元主題 |
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Week 1 |
2/24 |
Basic definitions
Assigned reading: Yen (2002), Forum, ASCE Journal of Hydraulic Engineering |
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Week 2 |
3/02 |
No class (make-up class scheduled for Thursday evening on 3/10) |
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Week 3 |
3/09 |
Uncertainty Analysis I
Make-up class Thursday 6-8pm at Rm 501 New CE Building [CANCELLED]
Reading Assignment: Chang, C., Tung, Y., and Yang, J. (1994). "Monte Carlo Simulation for Correlated Variables with Marginal Distributions." J. Hydraul. Eng., 10.1061/(ASCE)0733-9429(1994)120:3(313), 313-331. |
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Week 4 |
3/16 |
Uncertainty Analysis II
Presentations on reading assignments
Make-up class: 3/15 Tuesday afternoon 6-8pm [New CE Building Rm 802] |
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Week 5 |
3/23 |
Make-up class: 3/22 Tuesday afternoon 6-8pm [New CE Building 802] |
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Week 6 |
3/30 |
Uncertainty Analysis III
Point estimate methods
Reading assignment
Harr method by Harr (1989) and Modified Harr method by Chang et al. (1996) |
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Week 7 |
4/06 |
Uncertainty Analysis III: Harr's method
|
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Week 8 |
4/13 |
(HW 3 is due on Wednesday, April 20 via CEIBA) |
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Week 9 |
4/20 |
Introduction to Markov chain modeling (Guest speaker: Ms. Serena Hung) |
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Week 10 |
4/27 |
Reading assignment (to be presented on 5/11)
1. Lin, Z. and Li, W. (2013) "Restrictions of point estimate methods and remedy" Reliability Engineering and System Safety, 111(3), 106-111.
2. Tsai, C.W. and Yang, F.-N. (2013). “Modeling bedload transport using a three-state continuous-time Markov chain model.” ASCE Journal of Hydraulic Engineering, 139(12), 1265-1276. |
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Week 11 |
5/04 |
Markov chains |
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Week 12 |
5/11 |
Markov chains (cont'd), Modified PMM and class presentations |
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Week 13 |
5/18 |
(HW 6 is due on 6/1 via CEIBA submission) |
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Week 14 |
5/25 |
Brownian motion, Gaussian processes |
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Week 15 |
6/01 |
Term Project announcement
White noise and Brownian motion |
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Week 16 |
6/08 |
Stochastic Differential Equations (SDEs) |
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Week 17 |
6/15 |
Stochastic Differential Equations (SDEs) and Stochastic Integration |