James C. Spall                             

Principal Professional Staff 

(JHU Applied Physics Laboratory)

 

Research Professor 

(JHU Department of Applied Mathematics and Statistics)

 

Chair, Applied and Computational Mathematics Program

(JHU Engineering for Professionals)

 

 

Offices

The Johns Hopkins University

Applied Physics Laboratory

11100 Johns Hopkins Rd.

Laurel, MD 20723-6099

 

Department of Applied Mathematics and Statistics

The Johns Hopkins University

Whitehead Hall

Baltimore, MD 21218-2682

 

Email: James Spall

Telephone: 443-778-4960 (at JHU/APL)
Fax: 443-778-8110 (at JHU/APL)


Research Interests and Professional Biography

Stochastic systems; parameter estimation; stochastic optimization; Monte Carlo methods and simulation; neural networks; control systems; mathematical modeling; system identification and Kalman filtering; mathematical statistics; optimization theory; uncertainty calculation; reliability analysis.


Teaching

I teach courses in the Department of Applied Mathematics and Statistics (AMS), the Applied and Computational Mathematics (ACM) Program (within JHU Engineering for Professionals), and the JHU/APL Strategic Education Program (non-credit courses for JHU/APL staff members). Selected recent credit courses are listed below:


Publications and Related Web Sites

Books

Spall, J. C. (2003), Introduction to Stochastic Search and Optimization: Estimation, Simulation, and Control, Wiley, Hoboken, NJ (618 pages). (Book Web site: www.jhuapl.edu/ISSO)

Spall, J. C. (2013), “Solutions Manual for Introduction to Stochastic Search and Optimization: Estimation, Simulation, and Control (195 pages).

Spall, J. C. (editor and coauthor) (1988), Bayesian Analysis of Time Series and Dynamic Models, Marcel Dekker, New York (576 pages).

List of publications and patents

 

Web site for simultaneous perturbation stochastic approximation (SPSA) algorithm:

www.jhuapl.edu/SPSA