Stochastic Hydrology

Marc Bierkens

Frans van Geer

Course code:                  GEO4-4420
ECTS Credits:                 7.5
Level M:                           Master
Language of instruction:  English




Teachers: prof. dr. Marc F.P. Bierkens (M.F.P.Bierkens at
prof. dr. Frans van Geer (Frans.vanGeer at

Teaching period: 3 (February 02 to April 22 2012)
Time slot:             C (MON-afternoon, TUE-afternoon,THU-morning)

Course objective
This course aims at exposing the student to basic concepts and issues that are essential to stochastic modelling of hydrological processes. After completing this course students

  • acquire a good overview of stochastic hydrology;
  • be able to identify the main sources of uncertainty in hydrological modelling;
  • appreciate the added value of the stochastic approach to hydrology;
  • be able to understand the basic concepts of probability theory and random functions;
  • be able to apply such concepts to uncertainty analysis in hydrological analysis, modelling and forecasting;
  • have a sound basis for reading and understanding the literature on stochastic hydrology.

Course content (links to course handouts in pdf)

  1. Introduction
  2. Descriptive statistics
  3. Probability and random variables
  4. Hydrological statistics and extremes
  5. Random functions
  6. Time series analysis
  7. Geostatistics
  8. Forward stochastic modelling
  9. Optimal state prediction and the Kalman filter

Furthermore, students will select a special topic for further study from the following list: sampling and monitoring; inverse estimation; ordinary stochastic differential equations; point processes; upscaling and downscaling methods; uncertainty and decision making.

Course material
– Course Guide 2014
– Lecture notes Stochastic Hydrology

Mode of instruction
Lectures, Computer practicals, exercises, writing and presentations

Grading based on: exam (80%), writing research proposal (10%), presenting research proposal (10%).

Entry requirements
At least one of the following course modules must be completed:
– Principles of groundwater flow (GEO4-1434)
– Land surface hydrology (GEO4-4404)