? Credit Points : 10  ? SCQF Level : 11  ? Acronym : MAT-P-SIM

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. 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.

? Pre-requisites : PGs only

Home subject area

Operational Research, (School of Mathematics, Schedule P)

? Normal year taken : Postgraduate

? Delivery Period : Semester 1 (Blocks 1-2)

? Contact Teaching Time : 2 hour(s) per week for 10 weeks

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.

Course Work 10%, Project 40%, Examination 50%.

Exam times

Diet Diet Month Paper Code Paper Name Length 1ST May 1 - 1 hour(s) 30 minutes

The Course Secretary should be the first point of contact for all enquiries.

Course Secretary

Mrs Frances Reid
Tel : (0131 6)50 4883
Email : f.c.reid@ed.ac.uk

Course Organiser

Dr Julian Hall
Tel : (0131 6)50 5075
Email : J.A.J.Hall@ed.ac.uk

Course Website : http://student.maths.ed.ac.uk

School Website : http://www.maths.ed.ac.uk/

College Website : http://www.scieng.ed.ac.uk/