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

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.
Keywords	SIM_OR