Course Description: The purpose of this course is to introduce the fundamental concepts of system modeling and simulation. Topics we will cover include concepts of simulation and modeling; Discrete and Continuous Markov Chains, Queuing Theory, Discrete Event Simulation, Large Sample Estimation, Output Statistics, Test of Randomness, Monté Carlo Simulation.
Course Prerequisites:
This course requires a strong background in Probability and Theory and Statistics. All the course material is mainly based on those two prerequisites. The knowledge of data structures is also essential since the projects might include some programming tasks using C++ or Java. Student should also have basics of computer networks because most of the example of the course will be related to that area.
Textbooks: some resources are available online. Go to the textbooks page for more information.
Online resources
Probability and Statistics
Simulation
Queueing Theory and Markov Chains
Grading: Grades will be determined roughly as follows: (Grading may be slightly changed)
There will not be any curves on the grades.
Exams: There will be one midterm exam and one comprehensive final exam. Exam dates will be fixed in advance in coordination with the CS department. Exams will be closed book, and will cover material from lectures, the readings, and the project. In particular, you are likely to do poorly on the exams and in the course if you do not do your share of the work on the project.
Project: The project is the core of this course, and most of what you learn will be from doing the project.
Late policy: A student that will miss more than 9 hours during the semester will be automatically prevented from entering the final exam. If you have a justification for being late or absent you must send this justification to the department head and to the instructor. The justification may be rejected for some reasons.
Cheating: It is permissible to cooperate with your colleagues and to discuss general issues about concepts, algorithms and project steps. However, it is strictly prohibited that you copy other people’s code, solutions and project deliverables, assignments, etc. It is the duty of each student to prove that his work is original and has not been done by others. Every detected cheating action will be severely punished.