**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)**

The

Applied
Physics Laboratory

Department
of Applied Mathematics and Statistics

The

Whitehead
Hall

Email: James Spall

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

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

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.

- Professional biography
- Article “James Spall: Finding Order
in the Random” that appears in profile of selected staff at JHU/APL
public website (June 2012).

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:

- 550.433,
Monte Carlo Methods (Fall 2013 in the AMS Department)
- 550.636,
System Identification and Likelihood Methods (Spring 2013 in the AMS
Department)
- 550.791,
Neural Networks and Feedback Control Systems (Fall 2011 in the AMS
Department)
- 550.663,
Stochastic Search and Optimization (Spring 2012 in the AMS Department)
- 625.744,
Modeling, Simulation, and Monte Carlo (Fall 2011 in the ACM Program)
- 625.743,
Stochastic Optimization and Control (Spring 2013 in the ACM Program)

**Books**

Spall, J. C. (2003), *Introduction
to Stochastic Search and Optimization: Estimation, Simulation, and Control*,
Wiley,

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: **