Simulation

Code:

M268

Acronym:

M268

Keywords
Classification	Keyword
OFICIAL	Mathematics

Instance: 2009/2010 - 2S

Active?	Yes
Web Page:	http://moodle.up.pt/course/view.php?id=1582
Responsible unit:	Departamento de Matemática Aplicada
Course/CS Responsible:	Bachelor in Mathematics

Cycles of Study/Courses

Acronym	No. of Students	Study Plan	Curricular Years	Credits UCN	Credits ECTS	Contact hours	Total Time
L:AST	0	Plano de Estudos a partir de 2008	3	-	7,5	-
L:B	0	Plano de estudos a partir de 2008	3	-	7,5	-
L:CC	0	Plano de estudos de 2008 até 2013/14	3	-	7,5	-
L:F	1	Plano de estudos a partir de 2008	3	-	7,5	-
L:G	0	P.E - estudantes com 1ª matricula anterior a 09/10	3	-	7,5	-
		P.E - estudantes com 1ª matricula em 09/10	3	-	7,5	-
L:M	10	Plano de estudos a partir de 2009	1	-	7,5	-
			2
			3
L:Q	0	Plano de estudos Oficial	3	-	7,5	-

Teaching language

Portuguese

Objectives

Objectives

To provide a basic knowledge of simulation techniques. Discipline with a strong computational component, presentating simulation in its multiples interactions with Probability, Statistics and Operations Research.

(Intermediate Mathematical Level)

Program

Probability models and statistical analysis of simulated data. Pseudo random number generation. Mean values estimation: Monte Carlo Method. Characterization of simulated data variability; introduction to bootstrap. Variance reduction.

Introdution to stochastic processes and its simulation. Poisson Process, random walk and birth death processes. Markov chains queuing systems modeling/simulation. Application to a case study.

Mandatory literature

000073355. ISBN: 0-12-598053-1
000039663. ISBN: 0-412-24590-6

Complementary Bibliography

000040286. ISBN: 0-07-116537-1
000040391. ISBN: 0-07-246121-7

Teaching methods and learning activities

Lectures and application examples. Practical classes with a strong computational component using MATLAB(/R/Python), sets of problems/project.

Software

R Project
Matlab
Pythonxy-Simpy

keywords

Physical sciences > Mathematics > Applied mathematics > Operations research
Physical sciences > Mathematics > Statistics

Evaluation Type

Distributed evaluation with final exam

Assessment Components

Description	Type	Time (hours)	Weight (%)	End date
Attendance (estimated)	Participação presencial	70,00
Regular Assessement and Exam	Exame	4,00
	Trabalho escrito	60,50
	Total:	-	0,00

Amount of time allocated to each course unit

Description	Type	Time (hours)	End date
	Estudo autónomo	42
	Estudo autónomo	26
	Total:	68,00

Eligibility for exams

Laboratorial individual or team work presented according to the due schedule (T>=40%).

Calculation formula of final grade

Written examination ( E ) , individual or team laboratorial work (T) /project (P) . Minimum mark in each components E and T (40%). Final classification (E*14+T*4+ P*2)/20.