Postgraduate Course: Simulation (MATH11028)
Course Outline
| School | School of Mathematics |
College | College of Science and Engineering |
| Credit level (Normal year taken) | SCQF Level 11 (Postgraduate) |
Availability | Not available to visiting students |
| SCQF Credits | 10 |
ECTS Credits | 5 |
| Summary | Generating 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. 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 Arena package to build and experiment on models of manufacturing and management systems. Project work for continuous assessment part of course. |
| Course description |
Not entered
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Course Delivery Information
|
| Academic year 2016/17, Not available to visiting students (SS1)
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Quota: None |
| Course Start |
Block 2 (Sem 1) |
Timetable |
Timetable |
| Learning and Teaching activities (Further Info) |
Total Hours:
100
(
Lecture Hours 22,
Seminar/Tutorial Hours 7,
Summative Assessment Hours 1.5,
Programme Level Learning and Teaching Hours 2,
Directed Learning and Independent Learning Hours
67 )
|
| Assessment (Further Info) |
Written Exam
50 %,
Coursework
50 %,
Practical Exam
0 %
|
| Additional Information (Assessment) |
See 'Breakdown of Assessment Methods' and 'Additional Notes' above. |
| Feedback |
Not entered |
| Exam Information |
| Exam Diet |
Paper Name |
Hours & Minutes |
|
| Main Exam Diet S2 (April/May) | Simulation (MATH11028) | 1:30 | |
Learning Outcomes
| Ability to build and analyse the results from an Arena 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.
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Additional Information
| Course URL |
http://student.maths.ed.ac.uk |
| Graduate Attributes and Skills |
Not entered |
| Special Arrangements |
MSc Operational Research students only. |
| Keywords | SIM_OR |
Contacts
| Course organiser | Dr Burak Buke
Tel: (0131 6)50 5086
Email: b.buke@ed.ac.uk |
Course secretary | Mrs Frances Reid
Tel: (0131 6)50 4883
Email: f.c.reid@ed.ac.uk |
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