THE UNIVERSITY of EDINBURGH

DEGREE REGULATIONS & PROGRAMMES OF STUDY 2015/2016

University Homepage
DRPS Homepage
DRPS Search
DRPS Contact
DRPS : Course Catalogue : School of Mathematics : Mathematics

Postgraduate Course: Simulation (MATH11028)

Course Outline
SchoolSchool of Mathematics CollegeCollege of Science and Engineering
Credit level (Normal year taken)SCQF Level 11 (Postgraduate) AvailabilityNot available to visiting students
SCQF Credits10 ECTS Credits5
SummaryGenerating 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
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
Course Delivery Information
Academic year 2015/16, Not available to visiting students (SS1) 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
Academic year 2015/16, Not available to visiting students (SS1) Quota:  None
Course Start Semester 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 68 )
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.
Reading List
None
Additional Information
Course URL http://student.maths.ed.ac.uk
Graduate Attributes and Skills Not entered
Special Arrangements MSc Operational Research students only.
KeywordsSIM_OR
Contacts
Course organiserDr Burak Buke
Tel: (0131 6)50 5086
Email:
Course secretaryMrs Frances Reid
Tel: (0131 6)50 4883
Email:
Navigation
Help & Information
Home
Introduction
Glossary
Search DPTs and Courses
Regulations
Regulations
Degree Programmes
Introduction
Browse DPTs
Courses
Introduction
Humanities and Social Science
Science and Engineering
Medicine and Veterinary Medicine
Other Information
Combined Course Timetable
Prospectuses
Important Information
 
© Copyright 2015 The University of Edinburgh - 27 July 2015 11:35 am