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Advanced Topics in Modeling and Simulation

Advanced Topics in Modeling and Simulation

Code	11514
Year	1
Semester	S1
ECTS Credits	6
Workload	OT(15H)
Scientific area	Informatics
Entry requirements	.
Mode of delivery	Face-to-face instruction (mentoring) and self-learning.
Work placements	--
Learning outcomes	The main objectives of this course unit are to study advanced aspects in topics related with primitives for computer based simulation and and allow the student to understand the process that is underlying the construction and validation of a computer simulation. At the end of this course unit the student should: (i) know and be able to correctly use high quality computer simulation primitives and understand the whole process inherent to the construction and validation of a computer simulation; (ii) be able to isolate the events that dominate the situation to be simulated and point out the mechanisms that represent them better in the simulation; (iii) be able to model a problem, and acquired the competences to design, implement and test the computer simulation allowing its study; (iv) be able to identify the type of simulation that best serves the purposes of the situation under analysis; (v) possess the competences to validate computer simulations and obtain values with statistical significance from its execution.
Syllabus	1. Introduction and method for constructing a computer based simulation. 2. Generation of pseudo random numbers. 3. Revision of some probability and statistics concepts. 4. Testing pseudo random numbers. 5. Generation of stochastic variates. 6. Simulation designs and model validation. 7. Estimation techniques for analyzing endogenously created data. 8. Variance reduction techniques.
Main Bibliography	Main references Law, A.M. & Kelton, W.D., 2000. Simulation Modeling and Analysis MacGraw Hil, eds., McGraw-Hill. P. L’Ecuyer and R. Simard, “TestU01: A C Library for Empirical Testing of Random Number Generators,” ACM Transactions on Mathematical Software, vol. 33, no. 4, p. 22, Agosto de 2007. D. B. Thomas, W. Luk, P. H. Leong, and J. D. Villasenor, “Gaussian Random Number Generators,” ACM Computing Surveys, vol. 39, no. 4, p. 11, 2007. Secondary references Pedro R. M. Inácio, Mário M. Freire, Manuela Pereira, and Paulo Monteiro, “Fast Synthesis of Persistent Fractional Brownian Motion," ACM Transactions on Modelling and Computer Simulation, Universidade da Beira Interior, 2010. Pedro R. M. Inácio, Branka Lakic, Mário M. Freire, Manuela Pereira, and Paulo P. Monteiro, “The Design and Evaluation of the Simple Self-Similar Sequences Generator,” Elsevier Information Sciences, Vol. 179, Issue 23, pp.4029-4045, 2009.
Language	Portuguese. Tutorial support is available in English.