Systems Modelling and Simulation

This subject has the following teaching availabilities in 2016:

170 hours

The following, or equivalent.

None

Students who have completed an introductory programming subject (such as MAST30028, COMP10001, COMP10002, COMP20005 or INFO10001), and an introductory probability subject (such as MAST20004 or MAST20006), are recommended not to take this subject.

For the purposes of considering requests for Reasonable Adjustments under the Disability Standards for Education (Cwth 2005), and Students Experiencing Academic Disadvantage Policy, academic requirements for this subject are articulated in the Subject Description, Subject Objectives, Generic Skills and Assessment Requirements for this entry.

The University is dedicated to provide support to those with special requirements. Further details on the disability support scheme can be found at the Disability Liaison Unit website: http://www.services.unimelb.edu.au/disability/

Modern science and business makes extensive use of computers for simulation, because complex real-world systems often cannot be analysed exactly, but can be simulated. Using simulation we can perform virtual experiments with the system, to see how it responds when we change parameters, which thus allows us to optimise its performance. We use the language R, which is one of the most popular modern languages for data analysis.

After completing this subject students should be able to:

• Program in R;
• Develop and analyse simulations of deterministic and stochastic processes, with an emphasis on those arising in business and management settings; and
• Apply local optimisation techniques.

Up to 21 pages of written assignments (51%: three assignments worth 17% each) and a 2-hour examination worth 49%.

Introduction to Scientific Programming and Simulation Using R by O. Jones, R. Maillardet and A. Robinson. CRC Press, 2009

This subject is not available as a breadth subject.

At the completion of this subject, students should gain the following generic skills:

• Problem-solving skills (especially through tutorial exercises and assignments), including engaging with unfamiliar problems and identifying relevant strategies;
• Analytical skills, in particular the ability to construct and express logical arguments and to work in abstract or general terms to increase the clarity and efficiency an analysis.

Students will be expected to regularly access a computer running the programming language R. (R is freeware. Instructions on obtaining and installing R will be provided.)