About Course:

Credits : 3:01

Title of Course : Modeling and Simulation

Microsoft Teams Code : 

This course introduces the students to the fundamental concepts and practical applications of modeling and Simulation. Modeling and Simulation are used to represent any system logically and generate data to predict the system.

Description - 

Introduction to Probability theory, Random variables, commonly used continuous and discrete distributions. Introduction to Stochastic Process, Poisson process, Markov chains, steady stateand transient analysis. Psuedo random numbers: Methods of Generation and testing. Methods for generating continuous and discrete distributions. Methods for generating Poisson Process. Building blocks of Simulation, Data Structures and Algorithms. Introduction to Probabilistic modelling, Maximum Likelihood Variance reduction techniques: antithetic variates, control variates, common random numbers, importance sampling. Analysis of Simulation results: confidence intervals, design of experiments. Markov Chain Monte Carlo techniques.