Special Topics in Computer Science:
Selected Methods for Modelling and Simulation
339.345 
1KV 
Stoffova 
Block 
Begin: 5.5.2014 
Main topic of subjects:
Students absolving the subject will be familiar with selected topic and method of modelling and simulation of systems.
The lectures are focused to the methods, which are easy implemented on computer in all programming environment.
The main attention is devoted to the Monte Carlo method, which encompasses any technique of statistical sampling
employed to approximate solutions to quantitative problems.
Assumptions and conditions for the students' knowledge:
The participant should have some skills and experiences in programming at least in
one high level program language or programming environment (such Pascal, Delphi, C++, Java or other)
All students separately or in pairs have to implement a program application on a selected topic
(which are on the list at the end). The level and quality of project solution is the basis for evolution and
classification.
Lecturer
Prof. Dr. Veronika Stoffova
University of Komarno
NikaStoffova@seznam.cz
Dates
Date 
Time 
Room 
Mo 5.5.2014 
15:30  18:00 
S3 057

Tu 6.5.2014 
15:30  18:00 
S2 219

We 7.5.2014 
12:45  15:15 
S3 057

Contents
 Random Number Generation
 Techniques for generating pseudorandom numbers
 Random processes and their probability
 Numbers in computer and their implementations Fixpoint arithmetic
 Numbers in computer and their implementations Floatpoint arithmetic
 The correctness in computation (correctness of numeric methods)
 Monte Carlo method  Introduction and short history
 The problem of Buffon's needle, Statistical estimator for p.
 Definite integral by Monte Carlo method
 Other applications of Monte Carlo method
 Modelling and simulation in biology and medicine
 Consultation and explanation of students projects topics
 Programming the own applications, presentation the results
 Presentation of students projects
 Conclusion and evaluation of solutions
Exam
Students will have to do a project and send it to the lecturer. The marks for this
course will be based on the project.
Topics for student projects:
Students work on projects individually or in pairs
 Pseudorandom numbers generator.  On the base of several methods and techniques. The author ought to implement a program system as an interactive model, which allows us to make by parameter controlled visualised experiments
 Interactive computer model of Random process of play cube dropping and the probabilities of the cases  Comparison of theoretical and experimental results and visualisation (animation) of interactive model allows us to make controlled experiments.
 Interactive computer model of Random process of (one and two) play cube dropping and the probabilities of the cases  Comparison of theoretical and experimental results and visualisation (animation) of interactive model allows us to make controlled experiments.
 Interactive computer model of Random process of (one and two) coin (coins) dropping and the probabilities of the cases.  Comparison of theoretical and experimental results and visualisation (animation) of interactive model allows us to make simple and combined controlled experiments.
 Interactive computer model of Buffon's needle experiment for p calculation. With visualisation (animation) of interactive model which allows us to make controlled experiments.
 Interactive computer model of statistical estimator for p. Definition of p realised by experiments of a quarter circle area calculation.
 Monte Carlo method editor  with several standard functions, which allows define several functions for later application by an integrated interpreter interactively.
 Interactive computer model of liqvor (cerebrospinal fluid) system. The author of project ought to create and implement a program application of the liqvor system dynamic using experimental results of measurements for identification. The interactive computer model allows us to make simple and combined controlled experiments to get pressure output in time. The input parameters of the model are the results of parameters identification of pressure volume characteristic of patient.
Literature
 Eckhardt, Roger (1987). Stan Ulam, John von Neumann, and the Monte Carlo method, Los Alamos Science, Special Issue (15), 131137.
 Metropolis, Nicholas and Stanislaw Ulam (1949). The Monte Carlo method, Journal of the American Statistical Association, 44 (247), 335341.
 FABIAN, F. – KLUIBER, Z.: (1998). Metoda Monte Carlo a možnosti jejího uplatnení. 1. vyd. Praha : Prospektrum, 1998. 148 s. ISBN 8071750581
 STOFFOVÁ, V. (1995b). Simulation and animation models as didactic tools. In: EUROSIM'95, European Simulation Congress, (pp. 12771280).Vienna: Technical University of Vienna.
 STOFFOVÁ, V.: Pocítac – univerzálny didaktický prostriedok 1. vyd. Nitra : Fakulta prírodných vied UKF v Nitre, 2004. 172 s. ISBN 8080504504
 http://www.riskglossary.com/link/monte_carlo_method.htm (02. 07. 2011)
 Own prepared and individual sources of information
