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Lecture slides


1 Introduction to Simulation and Modeling
2 Discrete Medeling (L-Systems)
3 Population Dynamics
4 Number Representation and Error Propagation
5 Modeling with Random Numbers
6 Heat Transfer in a Rod (Connection Mathematica and C: MathLink)
7 Special Topics in Stochastic Finance
8 Appendix: Introduction to Mathematica
9 Population Dynamics in Vensim®PLE
9 Population Dynamics in Vensim®PLE
     
 

1 Introduction to Simulation and Modeling

1.1 The Computer Experiment

1.2 System, Models, and Simulation

1.3 Modeling and Simulation Cycle

1.4 Model Execution: Event driven versus Time driven

1.5 Analysis of Simulation Results

1.6 References

2 Discrete Modeling (L-Systems)

2.1 L-Systems

2.2 Fractals and Fractal Dimension

3 Population Dynamics

3.1 Fibonacci Growth

3.2 Malthusian Growth

3.3 Logistic Growth

3.4 Phase Trajectories and Limit Cycles

3.5 Lotka-Volterra Predator-Prey Populations

3.6 Gilpins model and transition Chaos

3.7 Additional Exercises

4 Number Representation and Error Propagation

4.1 Number Representation

4.2 Error Propagation

4.3 Conditioning

5 Modeling with Random Numbers

5.1 What is a Random Number?

5.2 Generating Random Numbers with Mathematica

5.3 Seeds and Probability Distributions

5.4 Integration by Random Numbers and Numerical Methods

5.5 A Drunken Man's Walk

6 Heat Transfer in a Rod (Connection Mathematica and C: MathLink)

6.1 MathLink

7 Special Topic in Stochastic Finance

7.1 A Brief Introduction to Finance

7.2 Computational Finance in General

7.3 Stochastic Modeling and Simulation in Finance

7.4 APPENDIX

7.5 References

8 Appendix: Introduction to Mathematica


 
     
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