# Information for Math 4/516 Simulation Methods Fall 2017, Dr. Alan Genz

## Course Information

Time and Place
Dates: August 21 - December 11, 2017; 15 weeks + final exam.
Times: TuTh 2:50-4:05. Room: Todd 434
Instructor
Name: Alan Genz; Email: alangenz AT wsu.edu
Office: Neill 232; office hours: MWF 3-4, or by appointment.
Course Objective
The objective of the course is to teach science and engineering students how to derive and use standard methods for stochastic simulation for solving problems in business, industry, engineering and science.
Text
Simulation, by S.M. Ross, 5th Edition, Academic Press, 2013.
Supplemental: MATLAB Primer, T.A. Davis, 8th Edition, CRC, 2011.
Text Coverage
Chapters 1-12.
• 1-3: Intro, Probability, Random Numbers (1 week)
• 4: Discrete Random Variable Generation (1 week)
• 5-6: Continuous Random Variable Generation (2 weeks)
• 7: Discrete Event Simulation (2 weeks)
• 8: Statistical Analysis of Simulated Data (1 week)
• 9-10: Variance Reduction Methods (5 weeks)
• 11: Statistical Validation Methods (1 week)
• 12: Markov Chain Monte Carlo Methods (2 weeks)
For details, see the course schedule.
The course grades will be based on
1. six text exercise sets (total 30%);
2. two midterm exams (total 40%),
Exam 1 - Thursday, October 5; in class; Chapters 3-6,
Exam 2 - Thursday, November 16; in class; Chapters 8-9
3. comprehensive final exam (30%) Monday December 11 10-12 Todd 434.
The approximate grading scale for Math 4/516 will be (0-55)F, (56-59)D, (60-63)D+,
(64-67)C-, (68-71)C, (72-75)C+, (76-79)B-, (80-83)B, (84-87)B+, (88-91)A-, (92-100)A.
Students can check current scores and estimated grades via the Math Department MyMath Math Portal, linked from the main class website (after login, use "Goto" to follow the "Info" link). See the course schedule for more details about the assigments. All class work that you submit for grading should have been completed by you. Reduced credit will be given if you submit assigned work for grading and there is strong evidence that you copied another student's work. Cheating on exams will not be tolerated; evidence of cheating will result in a "0" for that exam.
Computing
Computer simulations are an essential part of the course and most of the assignments will require some computer programming work. Completion of these computing assignments is necessary for receiving a good course grade. I strongly recommend using MATLAB software, but R and Python are also good programming languages for this course. The supplementary text provides detailed MATLAB information and there are on-line MATLAB information links at the course website, where there is also information about on-line access to MATLAB via the MyMath Math Portal for all students in the course.

Reasonable accommodations are available for students with a documented disability. If you have a disability and might need accommodations to fully participate in this class, please visit the Access Center (Washington Bldg, Room 217, 335-3417). All accommodations MUST be approved through the Access Center.

WSU is committed to maintaining a safe environment for its faculty, staff, and students. Please visit http://safetyplan.wsu.edu and http://oem.wsu.edu/emergencies to access the Campus Safety Plan and emergency information. Other information about emergencies can be found at the WSU Alert Site (http://alert.wsu.edu).

There is a Website for the course materials. All students in the class are encouraged to use the course information available at
"http://www.math.wsu.edu/faculty/genz/sm.html"