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
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| Academic year 2021/22, Not available to visiting students (SS1)
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Quota: None |
| Course Start |
Semester 2 |
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 )
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| Assessment (Further Info) |
Written Exam
50 %,
Coursework
50 %,
Practical Exam
0 %
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| Feedback |
Not entered |
| No Exam Information |
Learning Outcomes
On completion of this course, the student will be able to:
- Build and analyse the results from an Arena model of discrete event systems.
- Understand how uniform and non-uniform random generators work and how to simulate birth-death processes.
- Demonstrate 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 and Statistics students only. |
| Keywords | SIM_OR |
Contacts
| Course organiser | Dr Burak Buke
Tel: (0131 6)50 5086
Email: |
Course secretary | Miss Gemma Aitchison
Tel: (0131 6)50 9268
Email: |
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