Course 02443: Stochastic Simulation, June 2018

Lecturer and instructor: Bo Friis Nielsen
Instructors: Jacob Emil Friis Frølich, Maksim Mazuryn, Anders, Munch, (Jesper Fink Andersen)
Contact: bfni@dtu.dk

Textbook: Notes will be handed out. Suggested additional reading is:

  • Simulation, Sheldon M. Ross, Elsevier, 2013.
  • Simulation Modeling and Analysis, Averill M. Law, McGraw-Hill, 2015.
  • Introducing Monte Carlo Methods with R, C.P. Robert and G. Casella, Springer, 2010 (pdf available from DTU electronic library).
  • Lectures are held in building 306, aud. 32, starting Thursday 31/5, 9.15. Lectures will continue until Monday 11/6.

    Computer exercises are carried out in Building 302 second floor (In Danish: Første sal). May 31st computer exercises are held in Building 306, Aud. 32. The computer exercises can be found at the end of their associated slideshow. Computer exercises should be solved by teams consisting of two students. The computer exercises must be documented in reports and handed in not later than Wednesday 13/6, preferably Monday 11/6. The report should document that the exercises have been solved. It is sufficient to provide extended lab notes, which is to be interpreted as the computer coded intertwined with plots and tables. The conclusions and lessons learned should be added in text. Nice hand writing of this textual explanation is acceptable.

    Simulation project From Monday 11/6 until Thursday 21/06, students will work on a specific topic. A report of this work must be handed in on Thursday 21/06. Team sizes can vary. However, teams of 4-5 students are considered most adequate.

    Any langauge implementing the most common probability and statistics functions (e.g. R, Matlab, Python) can be used. See e.g. R for Beginners by Emmanuel Paradis 76 pp.


    Course plan:

    Some supplementary notes (in Danish) . Notes by Iversen in pdf.

    Last change: 6/6 2018, by bfn