Simulation
Code
8509
Academic unit
Faculdade de Ciências e Tecnologia
Department
Departamento de Matemática
Credits
6.0
Teacher in charge
Nelson Fernando Chibeles Pereira Martins
Weekly hours
4
Total hours
56
Teaching language
Português
Objectives
Some O.R. or Statistics problems can only be addressed by Simulation, because the basic models generally used, have basic hypothesis that are too far away from "real world" problems. In this situations, it is important to model the real system and carry out simulations, that will allow different solutions to be tested.
In this course, students will develop their abillities to model systems and simulate them. Usually spreadsheets will be used to develop most simulation models. The Visual Basic module of Excel will also be used.
The e-learning Moodle platform will be used.
Prerequisites
Students should have general knowledge of Probability Theory, Statistics and Computer programming.
Subject matter
1 - Introduction.
2 - Random Number Generation Techniques
3 - Using the Excel''''''''s Visual Basic module in simulation.
4 - Experiment planning and statistical analysis of results.
5 - Queeing models simulation.
6 - Introduction to simulation models with visual interface.
Bibliography
Law, A. M. e Kelton, W. D., Simulation modeling and Analysis, McGraw-Hill International Editions, 2007.
Kelton, W.D., Sadowski, R.P. e Swets, N.B., Simulation with ARENA (5ª ed.), McGraw-Hill International Editions, 2009.
Banks, J. et al., Handbook of Simulation, John Wiley & Sons, 1998.
Banks, J. et al., Discrete-Event System Simulation (3ª ed.), Prentice-Hall, 2001.
Chung, C.A., Simulation Modeling Handbook. A Practical Approach, CRC Press, 2004.
Pidd, M., Computer Simulation in Management Science, John Wiley & Sons, 1994.
Tavares, L., Oliveira, R., Themido, I. e Correia, F., Investigação Operacional, McGraw-Hill Portugal, 1996.
Teaching method
Classes will take place in computational laboratories, so that students will be able to develop applications of concepts that were taught.
The e-learning moodle platform will be used.
Evaluation method
2 Tests + 1 Group Project
For more detailed information please contact npm@fct.unl.pt.