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APP MTH 4050 - Modelling and Simulation of Stochastic Systems

North Terrace Campus - Semester 1 - 2014

The course provides students with the skills to analyse and design systems using modelling and simulation techniques. Case studies will be undertaken involving hands-on use of computer simulation. The application of simulation in areas such as manufacturing, telecommunications and transport will be investigated. At the end of this course, students will be capable of identifying practical situations where simulation modelling can be helpful, reporting to management on how they would undertake such a project, collecting relevant data, building and validating a model, analysing the output and reporting their findings to management. Students complete a project in groups of two or three, write a concise summary of what they have done and report their findings to the class. The project report at the end of this course should be a substantial document that is a record of a student's practical ability in simulation modelling. Topics covered are: Introduction to simulation, hand simulation and computer simulation, review of basic probability theory, introduction to random number generation, generation of random variates, analysis of simulation output, variance reduction techniques and basic analytic queueing models.

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