CPSC 531: Systems Modelling and Simulation
(Mahanti:L01, Winter 2007)

Systems modelling and simulation techniques find application in fields as diverse as physics, chemistry, biology, economics, medicine, computer science, and engineering. The purpose of this course is to introduce fundamental principles and concepts in the general area of systems modelling and simulation. Further details regarding this course can be found by following the links given below:

Announcements

20/03/07: Assignment 5 released.
1/03/07: Assignment 4 released; this one requires a fair bit of coding. Please start early. It is due Thursday March 8th.
27/02/07: Notes for the DES module and the fundamental laws module are now available
13/02/07: Assignment 3 released. This assignment is longer than the previous two assignments. It also requires a fair bit of coding. Therefore, I have assigned to this assignment twice the weight of the first assignment.
13/02/07: Random number and variate generation notes now available.
06/02/07: Assignments will be distributed in-class; the date of distribution will be randomly chosen from valid lecture periods; the assignments may be posted online at a later date.

Administrative Information

Here you will find administrative information for the Winter 2007 offering of CPSC 531.

Textbooks

The required textbooks for this course are: Note that lectures will be drawn from the above textbooks as well as other sources (e.g., books, research literature, etc). Other textbooks that I will be referring to include:

Tentative Course Outline

  1. Introduction
    Topics: Introduction with focus on terminology: System, system state, analytic modelling, and simulation;
    Notes: Introduction
  2. Introduction and refresher of basic probability theory
    Topics: Experiment, sample space, events, review of set theory, probability: definition, property, and interpretation, conditional probability, independent events, law of total probability, Bayes' rule, counting methods
    Notes: Probability theory refresher
    Readings: Chapter 1 SR06 textbook
  3. Random variables
    Topics: Discrete random variables, common discrete distributions (Bernoulli, Binomial, Geometric, Poisson) and their application to modelling, continuous random variables, common continuous distributions (uniform, normal, pareto, exponential) and their application to modelling
    Notes: Discrete RV, Continuous RV
    Readings: Chapters 2 and 3 from the SR06 textbook; also look at Chapter 4 in the LP06 textbook
  4. Random number generation
    Topics: Properties of random numbers, techniques for generating random numbers, testing random number generators, Inverse-transform technique, acceptance-rejection technique, algorithms for generating random number that have well-known discrete and continuous distributions
    Notes: Random Numbers and Variates
    Readings: Chapters 2, 6, and 7 from the LP06 textbook
  5. Introduction to Discrete Event Simulation
    Topics:What is DES?, Time advance mechanism, components of a DES program, performance measures, hand simulation of a single server service center
    Notes: DES Notes
  6. Fundamental laws and queueing models
    Topics: Introduction to operational (or fundamental) laws, utilization law, forced flow law, service demand law, little's law, interactive response time law
    Notes: Fundamental Laws
  7. Stochatic processes
  8. Input data modelling
  9. Output data analysis
  10. Experiment design and analysis

Examples

Evaluation

The evaluation will consist of three components namely, assignments, a midterm examination, and a final examination. Marks will be give for each of these components. The total for the course will be calculated using the weights given below. The weighted total will be converted to a letter grade according to the official University of Calgary grade point system.
  1. Assignments (55%)
    This course will have approximately 7-8 assignments. The assignments will roughly be uniformly distributed throughout the semester. The assignments will consist of a mix of paper & pencil questions, and programming projects.
  2. Take-Home Midterm Examination (25%)
    Emir's review notes are here.
  3. Final Examination (20%)
    This course will have a 120-minute closed-book final examination, scheduled by the Registrar's office.