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MATH 448 Course Syllabus
NJIT Academic Integrity CODE: All Students should be aware that the Department of Mathematical Sciences takes the University Code on Academic Integrity at NJIT very seriously and enforces it strictly. This means that there must not be any forms of plagiarism, i.e., copying of homework, class projects, or lab assignments, or any form of cheating in quizzes and exams. Under the University Code on Academic Integrity, students are obligated to report any such activities to the Instructor.
Math 448-001: Stochastic Simulation
FALL 2010
Textbook: Simulation, Fourth Edition by Sheldon Ross. ISBN-13: 978-0-12-598063-0, ISBN-10: 0-12-598063-9. Publisher: Academic Press.
Prerequisites: Math 333 or Math 244 and Math 340 with a grade of C or better.
Description: An introduction in the use of computer simulation to study stochastic models. Topics include the generation of samples of continuous and discrete random variables and processes with applications to stochastic models, statistical analysis of the results, and variance reduction techniques.
Website: http://web.njit.edu/~sundars/fallcoursemath448.html
Grading Policy: The final grade in this course will be determined as follows:
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▪ Homework/Quizzes: |
20% |
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▪ Midterm Exam 1: |
25% |
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▪ Midterm Exam 2: |
25% |
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▪ Final Exam: |
30% |
Your final letter grade will be based on the
following tentative curve. This curve may be adjusted slightly at the end of the semester.
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A |
90-100 |
C |
68-74 |
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B+ |
85-89 |
D |
50-67 |
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B |
80-84 |
F |
0-49 |
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C+ |
75-79 |
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Drop Date: Please note that the University Drop Date November 1, 2010 deadline will be strictly enforced.
Homework Policy: All assignments must be turned in on time. Late assignments are NOT accepted. Even though not every problem in an assignment may be graded, you are expected to attempt all of them. As a standing assignment, you should read the relevant sections of the textbook prior to lecture.
Attendance: Attendance at all classes will be recorded and is mandatory. Please make sure you read and fully understand the Department’s Attendance Policy. This policy will be strictly enforced.
Examinations: There will be two midterm examinations and a final examination. The final examination date, time, and location will be determined by the university during the final exam week. Exams are held on the following days:
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Exam 1: |
October 11, 2010 |
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Exam 2: |
November 12, 2010 |
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Final Exam Week: |
December 10-16, 2010 |
Makeup Exam Policy: There will be No make-up EXAMS during the semester. In the event the Final Exam is not taken, under rare circumstances where the student has a legitimate reason for missing the final exam, a makeup exam will be administered by the math department. In any case the student must notify the Math Department Office and the Instructor that the exam will be missed and present written verifiable proof of the reason for missing the exam, e.g., a doctors note, police report, court notice, etc., clearly stating the date AND time of the mitigating problem.
Further Assistance: For further questions, students should contact their Instructor. All Instructors have regular office hours during the week. These office hours are listed at the link above by clicking on the Instructor’s name. Teaching Assistants are also available in the math learning center.
Cellular Phones: All cellular phones and beepers must be switched off during all class times.
MATH DEPARTMENT CLASS POLICIES LINK
All DMS students must familiarize themselves with and adhere to the Department of Mathematical Sciences Course Policies, in addition to official university-wide policies. DMS takes these policies very seriously and enforces them strictly. For DMS Course Policies, please click here.
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M |
Labor Day Holiday ~ University Closed |
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|
M |
Last Day to Withdraw from this course |
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R-Su |
Thanksgiving Recess ~ University Closed |
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T |
Classes follow a Thursday Schedule |
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December 8, 2010 |
W |
Classes follow a Friday Schedule |
Course Topics:
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Week |
Lecture |
Chapter |
Topic |
Homework / QUIZ |
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Week 1 |
1 |
Chapter 3: |
Generation of Pseudorandom Numbers |
|
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2 |
Chapter 3: |
Monte Carlo Integration |
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Week 2 |
└► |
LABOR DAY ~ UNIVERSITY CLOSED |
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|
3 |
Chapter 3: |
Monte Carlo Integration |
||
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Week 3 |
4 |
Chapter 3: |
Monte Carlo Integration |
|
|
5 |
Chapter 4: |
Generating Discrete Random Variables |
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Week 4 |
6 |
Chapter 4: |
Generating Discrete Random Variables |
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7 |
Chapter 4: |
Generating Discrete Random Variables |
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Week 5 |
8 |
Chapter 5: |
Generating Continuous Random Variables |
|
|
9 |
Chapter 5: |
Generating Continuous Random Variables |
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Week 6 |
10 |
Chapter 5: |
Generating Continuous Random Variables |
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|
11 |
Chapter 5: |
Generating Continuous Random Variables |
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Week 7 |
12 |
└► |
MIDTERM EXAM 1 |
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|
13 |
Chapter 6: |
Discrete Event Simulation Approach |
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Week 8 |
14 |
Chapter 6: |
Discrete Event Simulation Approach |
|
|
15 |
Chapter 6: |
Discrete Event Simulation Approach |
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Week 9 |
16 |
Chapter 6: |
Discrete Event Simulation Approach |
|
|
17 |
Chapter 7: |
Statistical Analysis of Simulated Data |
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Week 10 |
└► |
Last Day to Withdraw from this course |
||
|
18 |
Chapter 7: |
Statistical Analysis of Simulated Data |
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|
19 |
Chapter 7: |
Statistical Analysis of Simulated Data |
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Week 11 |
20 |
Chapter 7: |
Statistical Analysis of Simulated Data |
|
|
21 |
└► |
MIDTERM EXAM 2 |
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Week 12 |
22 |
Chapter 8: |
Variance Reduction Techniques |
|
|
23 |
Chapter 8: |
Variance Reduction Techniques |
||
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Week 13 |
24 |
Chapter 8: |
Variance Reduction Techniques |
|
|
└► |
[Thurs-Sun: Nov. 25-28] Thanksgiving Recess ~ University Closed |
|||
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Week 14 |
25 |
Chapter 8: |
Variance Reduction Techniques |
|
|
26 |
Chapter 8: |
Variance Reduction Techniques |
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Week 15 |
27 |
Chapter 8: |
Variance Reduction Techniques |
|
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28 |
└► |
REVIEW FOR FINAL EXAM |
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└► |
[TUE & Wed: DEC. 7-8] Classes follow a THURSDAY and FRIDAY Schedule |
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||||
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Finals |
Final EXAM WEEK: December 10-16, 2010 |
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Prepared By: Prof. Sundar Subramanian
Last revised: June 17, 2010