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CENG 502

System Modeling and Computer Simulation

Prerequisites:

Introduction, System concept, System modeling, Monte Carlo technique, definition and selection of system input variables, generation and examination of random numbers, generation of random variables, Discrete System simulation, Discrete System Simulation Software.

Topics
Simulation vs Monte Carlo, Nature of Computer Simulation, When to Use Simulation
Systems, Models
Review of Basic Statistics and Random Variables
Review of Parameter Estimation and Testing Hypotheses
Goodness of Fit Tests
Selecting Input Probability Distributions
Random Numbers, Generation of Random Numbers, Testing Random Number Generators
Midterm
Techniques of Generating RV s, Inverse Transform Technique ad other methods
Table Look-up Procedures for Normal Distribution, Direct Transformation for Normal Distribution
Generating RV’s from other Continuous Distributions
Generating RV’s from Discrete Distributions
Discrete Event Simulation, Concepts
Programming Languages for Simulation