| Recommended semester: 4th -7th semester |
| Scope and form: Lectures, exercises and project work. |
| Evaluation: Approval of coursework/reports
|
| Examination: Pass/fail |
| Previous course: 04245 |
| Prerequisites: Basic knowledge of probability and statistics. Distribution functions, moments. Basic programming skills. |
| No credit points with: 04245 / C0422 |
| Aim: Numerical simulation is used for solving problems which are so complex that a theoretical model of the system cannot be solved by analytical methods. The goal is to enable the student to formulate a model of a real-life problem, implement and validate this model on a computer, and perform experiments with the computer model. Emphasis is put upon models involving stochastic elements, which are simulated by so-called Monte Carlo methods. |
| Contents: The first week deals with theory and exercises, followed by a case-study during the remaining two weeks. Theory: The modelling process, methods of solution, random number generation, sampling from statistical distributions. Discrete simulation: Time-true simulation, event-by-event principle, variance reduction. Case-studies: Operations research real-life problems, e.g. performance of data- and telecommunication systems, production planning, inventory control, optimal stochastic control etc. |
| Contact: Bo Friis Nielsen, building 321, (+45) 4525 3397, bfn@imm.dtu.dk |
| Department: 002 Informatics and Mathematical Modelling |
| Course URL: http://www.imm.dtu.dk/courses/02443 |
| Keywords: Numerical simulation, Computermodels, Random number generation, Monte Carlo methods |
| Updated: 04-05-2001 |
