Page 203 - Postgraduate Catalog 2024-25
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        deal with issues relevant to all course  Master of           Theory, and stochastic
        course. Cases, real or simulated, that                       CIV 509 – Probability, Decision
        topics will be discussed and analyzed                        processes
        and students will be asked to report   Science in Civil
        on them.                                                     Credit Hour: 3
                                      Engineering                    Prerequisite: Graduate Standing

                                                                     A course that covers advanced
                                                                     topics in probability and provides an
                                        Core Courses
                                                                     introduction to Bayesian statistical
                                                                     decision theory and stochastic
                                      CIV 502 - Advanced Engineering   processes. Topics include: The
                                      Mathematics                    role of uncertainty in engineering
                                                                     projects. Introduction to sample
                                      Credit Hour: 3                 spaces and events; random variables;
                                                                     axioms of probabilities; simple
                                      Prerequisite: Graduate Standing  probabilities of events. Probability of
                                      A course that covers advanced   union and intersection; conditional
                                      topics in engineering mathematics   probability; combinatorics:
                                      and applications of the material   Counting methods; applications
                                      in advanced engineering models.   to engineering problems. Total
                                      Topics include: Ordinary differential   probability theorem; Bayes theorem;
                                      equations (ODEs): Linear equation of   engineering applications. Random
                                      order one and Bernoulli’s equation,   variables and distributions:
                                      integrating factors, coefficients   discrete and continuous probability
                                      linear in the two variables, linear   functions(PMF); cumulative
                                      equations with constant coefficients,   distribution function (CDF); histogram
                                      nonhomogeneous equations with   and probability distribution models.
                                      undetermined coefficients auxiliary   Jointly distributed random  variables;
                                      equation and hyperbolic functions,   joint PMF; marginal PMF; conditional
                                      and variation of parameters. Partial   PMF. Moments and expectation;
                                      differential equations (PDEs): Method   engineering applications; common
                                      of separation of variables, boundary   probabilistic models: Bernoulli and
                                      value problems, orthogonality of   Binomial distributions; Poisson
                                      sines, cosines, solutions of Laplace’s   distribution. Geometric and negative
                                      equation, solution inside a rectangle   binomial distribution; Time between
                                      and inside a circular disk, vibrating   events: exponential distribution;
                                      membranes; numerical methods   Gamma distribution; Models from
                                      for solution of ODEs and PDEs, and   limiting cases: Normal distribution,
                                      advanced topics in linear algebra   central limit theorem; using normal
                                      (matrices, eigenvalue problems,   tables; lognormal   distribution.
                                      bases, transformations, and    Extreme value distribution; Beta,
                                      numerical solutions); linear algebra   chi-square, t and F distributions
                                      applications in advanced engineering   and tables. Statistical inference:
                                      models: Artificial Neural Networks   classical and Bayesian methods;
                                      (ANN), and Linear Programming-  hypothesis testing; engineering
                                      Simplex Method. The course     applications. Introduction to
                                      concludes with a research-based   statistical decision theory; decision
                                      project on applications of the above   trees; engineering applications.
                                      material in engineering problems.   Bayesian statistical decision theory;
                                                                     goal function; Bayes risk function;
                                                                     prior and posterior distributions.
                                                                     Introduction to stochastic process;
                                                                     stationarity; ergodicity; Markov
                                                                     chains; engineering applications. The
                                                                     course includes a project report and
                                                                     presentation.

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