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DEGREE REGULATIONS & PROGRAMMES OF STUDY 2011/2012
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DRPS : Course Catalogue : School of Mathematics : Mathematics

Postgraduate Course: Simulation (MATH11028)

Course Outline
SchoolSchool of Mathematics CollegeCollege of Science and Engineering
Course typeStandard AvailabilityAvailable to all students
Credit level (Normal year taken)SCQF Level 11 (Postgraduate) Credits10
Home subject areaMathematics Other subject areaOperational Research
Course website http://student.maths.ed.ac.uk Taught in Gaelic?No
Course descriptionGenerating Uniform random numbers using Linear Congruential methods. Tests of randomness including Frequency and Serial tests and Lattice behaviour. Generating Random Variates from distributions: Inversion of the cumulative distribution function and Envelope Rejection methods. Generating variates from standard distributions including normal, gamma, beta, Poisson, binomial. Theory and simulation of Poisson and other birth-death processes. Discrete event simulation: Entity, Event, Activity, Attribute, and Set. Event and Three-Phase approaches to model construction. An example in JAVA. Design and analysis of experiments: Use of random number seeds. Variance Reduction including Antithetic and Control Variates. Analysis of autocorrelated output data. Use of the SIMUL8 package to build and experiment on models of manufacturing and management systems. Project work for continuous assessment part of course.
Entry Requirements (not applicable to Visiting Students)
Pre-requisites Students MUST have passed: Probability (Year 2) (MATH08008) AND Statistical Methods (MATH08009) AND Statistical Models (Year 2) (MATH08011) AND Complex Variable & Differential Equations (MATH10033)
Co-requisites
Prohibited Combinations Other requirements None
Additional Costs None
Information for Visiting Students
Pre-requisitesNone
Displayed in Visiting Students Prospectus?Yes
Course Delivery Information
Delivery period: 2011/12 Semester 1, Not available to visiting students (SS1) WebCT enabled:  Yes Quota:  None
Location Activity Description Weeks Monday Tuesday Wednesday Thursday Friday
No Classes have been defined for this Course
First Class First class information not currently available
Exam Information
Exam Diet Paper Name Hours:Minutes
Main Exam Diet S2 (April/May)1:30
Summary of Intended Learning Outcomes
Ability to build and analyse the results from a SIMUL8 model of discrete event systems. Understanding how uniform and non-uniform random generators work and how to simulate birth-death processes. Awareness of issues regarding the efficient design and analysis of output results.
Assessment Information
Course Work 10%, Project 40%, Examination 50%.
Special Arrangements
None
Additional Information
Academic description Not entered
Syllabus Not entered
Transferable skills Not entered
Reading list Not entered
Study Abroad Not entered
Study Pattern Not entered
KeywordsSIM_OR
Contacts
Course organiserDr Julian Hall
Tel: (0131 6)50 5075
Email: J.A.J.Hall@ed.ac.uk
Course secretaryMrs Frances Reid
Tel: (0131 6)50 4883
Email: f.c.reid@ed.ac.uk
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© Copyright 2011 The University of Edinburgh - 16 January 2012 6:25 am