lidya multisite > Computer Engineering Department > CENG 502

About

CENG 502

System Modeling and Computer Simulation

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.

Course Objective

Introduction to system and model concepts. To provide information about the theoretical foundations of simulation studies. To realize an actual system simulation study.

Recommended or Required Reading

Neelamkavil, F. (1987) Computer Simulation and Modelling. John Wiley and Sons. ,Law, A.M. and Kelton, W.D. (1991) Simulation Modelling and Analysis. 2nd Ed. McGraw-Hill.

Learning Outcomes

1. Gaining the concepts of system and model

2. Use of simulation technique in problem solving

3. Learning the foundations of simulation studies and gaining the ability of implementing simulation techniques

4. Learning how to estimate using simulation

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

Grading

Midterm: 30%

Homework: 10%

Final: 60%

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