Information for Math 4/516
Fall 2017, Dr. Alan Genz
- Time and Place
- Dates: August 21 - December 11, 2017; 15 weeks + final exam.
- Times: TuTh 2:50-4:05. Room: Todd 434
- 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.
- 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
The approximate grading scale for Math 4/516 will be
(0-55)F, (56-59)D, (60-63)D+,
- six text exercise sets (total 30%);
- 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
- comprehensive final exam (30%) Monday December 11 10-12 Todd 434.
(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
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.
- 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
to access the Campus Safety Plan and emergency information.
Other information about emergencies can be found at the WSU Alert Site
There is a Website for the course materials. All students in the
class are encouraged to use the course information available at