Lecture slides


	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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