| Type: | Open University
Language: English |
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Previous course: C0422
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No credit points with: C0422
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Prerequisite: 04040/C0410/04041/C0401. (Kendskab til programmering)
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Recommended semester: 4th -7th semester
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Examination: Evaluation of report(s) (13-scale)
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Department: Informatics and Mathematical Modelling
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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.
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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. Continuous Simulation: Solution of stochastic differential equations. Case-studies: Operations research real-life problems, e.g. performance of data- and telecommunication systems, production planning, inventory control, optimal stochastic control etc.
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