CISC 3820 Introduction to Modeling and Simulation
(Prior to Fall 2010, this course was known as CIS 48.
The information below might still reflect the old course numbers. Bracketed numbers, if any, are the old course numbers. Learn more...)
3 hours; 3 credits
Introduction to simulation and comparison with other techniques. Discrete simulation models. Introduction to queueing theory and stochastic processes. Simulation methodology including generation of random numbers and variables, design of simulation experiments for optimization, analysis of data generated by simulation experiments. Variance reduction in simulation, importance sampling. Quasi-Monte Carlo integration methods, sequential Monte Carlo methods. Applications of simulation.
Computer and Information Science 3110 ; and Mathematics 2501 [8.1] or 3501 [51.1].