Modeling, Simulation, and Monte Carlo

Johns Hopkins University Whiting School of Engineering

Course No. 553.764

Spring 2025

Course Summary:

Computer simulation and related Monte Carlo methods are widely used in engineering, scientific, and other work. Simulation provides a powerful tool for the analysis of real-world systems when the system is not amenable to traditional analytical approaches. In fact, recent advances in hardware, software, and user interfaces have made simulation a "first-line" method of attack for a growing number of problems. Areas where simulation-based approaches have emerged as indispensable include decision aiding, prototype development, performance prediction, scheduling, and computer-based personnel training. This course introduces concepts and statistical techniques that are critical to constructing and analyzing effective simulations and discusses certain applications for simulation and Monte Carlo methods. Topics include model building, bias-variance tradeoff, contrasts in classical modeling and neural network modeling, random number generation, simulation-based optimization, Markov chain Monte Carlo (MCMC), and input selection using experimental design .