CS 1538 Fall 2009 Online Syllabus

Note: The information in this document is subject to frequent change.  It is in your best interest to check it frequently throughout the term.

 

Class #

Date

Topic(s)

References

Comments/Handouts

1

9/1

Course Introduction and Policies; Intro. to Simulation; Some Simulation Definitions

Handout; Banks[1] Chapter 1

 

2

9/3

More Simulation Definitions and Terminology; Variations of Simulation Models

 

 

Banks Chapters 2, 3

 

 

 

3

9/8

Simple simulation example (Grocery Store) using a spreadsheet

 

Discussion in detail of  programming the Simple Grocery Store example; Some simulation tools (Queues and Priority Queues); more simulation principles

Banks Chapters 2,3

JDK API

sim1.xls

 

GrocerySim.java, SimEvent.java,
ArrivalEvent.java, CompletionEvent.java

4

9/10

Finish Grocery Simulation example

 

Newspaper Seller's Example

 

 

 

 

5

9/15

Finish Newspaper Seller's Example

 

Intro. to Mathematical and Statistical Models (Discrete random variables, expected value, variance, pdf and cdf)

 

 

Banks Section 5.1

sim2.xls

6

9/17

Discrete distributions: Bernoulli Trials; Binomial Distribution; Geometric Distribution; Proof that Geometric Distribution is memoryless; Poisson Distribution

Continuous random variables: pdf, cdf, expected value, variance

Banks Section 5.3

 

 

 

Banks Sections 5.1, 5.4

 

7

9/22

Continuous distributions: uniform distribution; exponential distribution; gamma distribution; normal distribution

Banks Section 5.4

 

8

9/24

Finish normal distribution; Poisson Arrival process

 

Intro. to Monte Carlo Simulation:  simple example and definitions

 

 

 

Course Notes

 

 

 

Circle.java

 

9

9/29

Integration via Monte Carlo methods; Simulated Annealing

 

Intro to Queueing Theory – basic notation

Wikipedia

http://math.fullerton.edu

 

MontyMonte.java

Monte.java

 

10

10/1

More queueing theory definitions; long-run measures (ex: L, LQ, etc); server utilization; steady-state systems

Banks Sections 6.1-6.3

GrocerySimB.java SimEventFloat.java ArrivalEventFloat.java CompletionEventFloat.java

 

11

10/6

Analytical determination of some long-run measures for Markovian systems; do some example problems

Banks Sections 6.4-6.5

 

12

10/8

More queueing example problems

 

"Lite Theory" on analytical formulas for Markovian systems

 

Intro to Random numbers and pseudo-random number generation; linear-congruential generators

 

 

See notes

 

 

Banks Sections 7.1-7.3

Knuth[2] Sections 3.1-3.2

Ex621.java

 

 

 

 

JDKRandom.java
TestRandom.java

13

10/15

More on random number generation; testing uniformity using Chi-Square

 

MIDTERM MATERIAL

Banks Section 7.4

Knuth Section 3.3.1

 

IS ABOVE

RandTest1.java

Rand1.java CDF_Normal.java

 

THIS POINT

14

10/20

Kolmogorov-Smirnov test

 

Review questions for exam

Banks Section 7.4

 

 

15

10/22

MIDTERM

EXAM

GIVEN

16

10/27

Finish uniformity tests; tests for independence

Banks 3rd Edition Handout;

Knuth Handouts

 

17

10/29

Other random number generators

 

 

Random variates

Banks Section 7.3

Knuth Section 3.3.2

 

Banks Chapter 8

 

18

11/3

In class extra credit exercise – Max of T test

 

Solution: MaxT.java

19

11/5

Finish random variates

 

Start input modeling – get data from Panera

 

 

Banks Chapter 9

Variates.java RandDist.java

 

CountData.java

20

11/10

Input modeling – processing data from Panera, goodness of fit tests (Chi-Square, Chi-Square with equal probabilities

 

panera.xls

21

11/12

More input modeling – p-values, covariance and correlation, time-series input models

 

Covariance.xls

22

11/17

Verification and validation – comparing generated and measured data

 

Discussion of Project 3

Banks Chapter 10

 

23

11/19

Brief review

 

Beta error and the “power of the test”, reducing beta errors

 

 

GrocerySimC.java

ttest.xls

 

24

11/24

Output analysis for a single model – transient behavior vs. steady-state behavior, considering variable of interest across runs (to allow independence), confidence intervals for a given number of runs

Banks Chapter 11

confidence.xls

 

25

12/1

Quantiles and percentiles

 

Steady-State Analysis; using batches to improve convergence to steady-state

 

quantile.xls

26

12/3

Comparing 2 Designs with independent data and with correlated data

 

Project update

Banks Chapter 12

compare.xls

27

12/8

Choosing the “best” in a system

 

best.xls

28

12/10

Misc. Chapter 12 topics

 

Review for Final Exam

 

 

 



[1] Discrete-Event System Simulation, Fifth Edition by Jerry Banks, John S. Carson III, Barry L. Nelson and David M. Nicol; Prentice Hall 2010

[2] The Art of Computer Programming Volume 2 Seminumerical Algorithms, Third Edition by Donald E. Knuth; Addison Wesley 1998