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This book is from the 2024-25 academic year. The version currently used in education is at mude.citg.tudelft.nl/book

Textbook

Q1 Topics

  • 1. Modelling concepts
    • 1.1. Model classification
    • 1.2. Model decisions
    • 1.3. Verification, Calibration and Validation
    • 1.4. Goodness of Fit
  • 2. Propagation of Uncertainty
    • 2.1. Random vectors, covariance and correlation
    • 2.2. Multivariate normal distribution
    • 2.3. Uncertainty Classification
    • 2.4. Mean and variance propagation laws
    • 2.5. Linear propagation laws of mean and covariance
  • 3. Observation theory
    • 3.1. Introduction
    • 3.2. Least-squares estimation
      • Notebook exercise: fitting different models
    • 3.3. Weighted least-squares estimation
      • Notebook exercise: playing with the weights
    • 3.4. Best linear unbiased estimation
    • 3.5. Precision and confidence intervals
      • Notebook: factors influencing precision
    • 3.6. Maximum Likelihood Estimation
    • 3.7. Non-linear least-squares estimation
      • Notebook Gauss-Newton iteration for a point on a circle
    • 3.8. Model testing
    • 3.9. Hypothesis testing for Sensing and Monitoring
      • Notebook exercise: which melting model is better?
      • Notebook exercises: is my null hypothesis good enough?
    • 3.10. Notation and formulas
  • 4. Numerical Modelling
    • 4.1. Revision of Concepts
    • 4.2. The First Derivative
    • 4.3. Finite Difference Method
    • 4.4. Taylor Series Expansion
      • Exercises on Taylor expansion
    • 4.5. Numerical Integration
    • 4.6. Initial Value Problem for ODE: single-step methods
    • 4.7. Multi-step and multi-stage methods
    • 4.8. Boundary-value Problems: second-order ODE
    • 4.9. Treatment of Partial Differential Equations: a start
  • 5. Univariate Continuous Distributions
    • 5.1. PDF and CDF
    • 5.2. Empirical Distributions
    • 5.3. Parametric Distributions
      • Revisiting Gaussian distribution
      • Non-Gaussian distributions
      • Uniform distribution
      • Exponential distribution
      • Gumbel distribution
      • Lognormal distribution
      • Summary of parametric distributions
    • 5.4. Fitting a Distribution
      • Method of moments
      • Maximum Likelihood Estimation
      • Goodness of Fit
    • 5.5. Parameterization of continuous distributions
  • 6. Multivariate Distributions
    • 6.1. Discrete events
    • 6.2. Continuous Random Variables
    • 6.3. Gaussian distribution
    • 6.4. Non-Gaussian Distributions
    • 6.5. Designing with Probability
      • One Random Variable
      • Two Random Variables

Q2 Topics

  • 1. PDEs and the Finite Volume Method
    • 1.1. Getting Started
    • 1.2. Finite Volume Method
    • 1.3. Advection
    • 1.4. Unstructured meshes
  • 2. Finite Element Method
    • 2.1. Strong form of the 1D Poisson equation
    • 2.2. From strong to weak form
    • 2.3. From weak to discrete form
    • 2.4. Finite element implementation
    • 2.5. Elements and shape functions
    • 2.6. Numerical integration
    • 2.7. Poisson equation in 2D
    • 2.8. Isoparametric mapping
  • 3. Signal Processing
    • 3.1. Fourier Series
      • Square wave example
    • 3.2. Complex Fourier Series
    • 3.3. Fourier Transform
    • 3.4. Sampling
    • 3.5. Discrete Fourier Transform
    • 3.6. Spectral Estimation
    • 3.7. Supplementary Videos
  • 4. Time Series Analysis
    • 4.1. Components of time series
      • Components of time series
    • 4.2. Noise and stochastic model
    • 4.3. Modelling and Estimation
      • Time series modelling
    • 4.4. Time Series Stationarity
    • 4.5. Autocovariance function
    • 4.6. Autoregressive process
      • Fit AR(p) model
    • 4.7. Forecasting
  • 5. Optimization
    • 5.1. Optimization origins
    • 5.2. Optimization basics
    • 5.3. Taxonomy of optimization models
    • 5.4. Example Linear Programming
      • Implementation in Python
    • 5.5. Augmented form of a mathematical program
    • 5.6. SIMPLEX method
      • Exercise 1: Simple Exercise
      • Exercise 2: Cargo airplane (Optional)
        • Cargo Airplane: Implementation in Python (Optional)
    • 5.7. Integer problems and solving with Branch-and-Bound
    • 5.8. Some constraints that take advantage of integer/binary variables
    • 5.9. Genetic Algorithm
    • 5.10. Exercise: Airlines Problem (Optional)
    • 5.11. Road Network Design Problem
      • Python implementation with mixed integer linear program
      • Python implementation with genetic algoritm
  • 6. Machine Learning
    • 6.1. Introduction and k-Nearest Neighbors
    • 6.2. Decision Theory
    • 6.3. Linear Basis Function Models and Regularization
    • 6.4. Stochastic Gradient Descent
    • 6.5. Feedforward Neural Networks
    • 6.6. Review and Quiz
  • 7. Extreme Value Analysis
    • 7.1. Concept of Extremes
      • Return Period
      • Sampling Techniques
    • 7.2. Block Maxima & GEV
      • Block Maxima
      • Asymptotic Model
      • GEV Distribution
      • Return Period & Design Life
    • 7.3. Peak Over Threshold & GPD
      • Peak Over Threshold (POT)
      • Intermezzo: Poisson
      • Threshold & Declustering
      • GPD: Introduction
      • GPD: m Return Levels
      • Return Period & Design Life
    • 7.4. Supplementary Material
      • Bernoulli and Binomial
      • EVA videos
  • 8. Risk Analysis
    • 8.1. Introduction to Risk Analysis
      • Definition of Risk
      • Steps in a Risk Analysis
      • Risk Curve
    • 8.2. Risk Evaluation
      • Decision Analysis
      • Cost Benefit Analysis
      • Economic Optimization
        • Optimization Example
      • Safety Standards
    • 8.3. Exercises
      • FN Curve
      • Dam and River
      • Paint System

Programming

  • Week 1.1: Getting Started!
    • Computers and Environments
      • Computers
      • Computing Environments
    • Software Installation
      • Install Miniconda
        • Hidden Files
        • Command Line Interface (CLI)
        • Environment Variables (Windows)
      • Visual Studio
        • Extensions
    • Files and Folders
    • Python Warmup
  • Week 1.2: Python Topics
  • Week 1.3: VS Code Live Share!
    • Visual Studio Live Share
  • Week 1.4: Version control with Git!
    • Version Control
    • Install git
    • Git workflow
      • Git on GitHub
        • Making Commits to the Remote Repository (Web IDE)
      • Git in VS code
        • Cloning a Repository
        • Making Commits to the Local Repository
        • Fetch and Pull from the Remote Repository
  • Week 1.5: Collaboration with Git!
    • Branching and merging
    • Forking
    • Merge conflicts
  • Week 1.6: Errors
    • Introduction
    • Error Types
    • The Python Traceback
    • Raising errors
    • Handling Errors
    • Assertions
  • Week 1.7: OOP
    • Classes and Object-Oriented Programming in Python
  • Week 1.8: SymPy
    • SymPy
  • Week 2.4: Gurobi installation

Fundamental Concepts

  • 1. Vectors and matrices
  • 2. Vector spaces
  • 3. System of linear equations
  • 4. Multivariate differentiation
  • 5. Taylor series
  • 6. Probability axioms
  • 7. Random variables
  • 8. Expectation (mean) and variance
  • 9. Probability Tables
    • 9.1. Normal
    • 9.2. Chi-Squared
  • 10. Probability in Python
  • 11. Additional topics

Miscellaneous

  • References
  • Credits and License
  • Repository
  • Open issue

Index

By MUDE Teachers and the Student Army from Delft University of Technology, built with TeachBooks and Jupyter Book, CC BY 4.0

Last updated on March 27, 2026.