Postgraduate Course: Simulation (MATH11028)
Course Outline
| School | School of Mathematics |
College | College of Science and Engineering |
| Course type | Standard |
Availability | Not available to visiting students |
| Credit level (Normal year taken) | SCQF Level 11 (Postgraduate) |
Credits | 10 |
| Home subject area | Mathematics |
Other subject area | Operational Research |
| Course website |
http://student.maths.ed.ac.uk |
Taught in Gaelic? | No |
| Course description | 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 Delivery Information
|
| Delivery period: 2014/15 Semester 1, Not available to visiting students (SS1)
|
Learn enabled: Yes |
Quota: None |
|
| Web Timetable |
Web Timetable |
| Course Start Date |
15/09/2014 |
| Breakdown of 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
68 )
|
| Additional Notes |
|
| Breakdown of Assessment Methods (Further Info) |
Written Exam
50 %,
Coursework
50 %,
Practical Exam
0 %
|
| 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 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. |
Assessment Information
| See 'Breakdown of Assessment Methods' and 'Additional Notes' above. |
Special Arrangements
| MSc Operational Research students only. |
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 |
| Keywords | SIM_OR |
Contacts
| Course organiser | Dr Burak Buke
Tel: (0131 6)50 5086
Email: |
Course secretary | Mrs Frances Reid
Tel: (0131 6)50 4883
Email: |
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