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Numerical Analysis and Stochastic Simulation: Course Outline

A stochastic simulation is a simulation that traces the evolution of variables that can change stochastically

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Course Outline (STAT-705)

Error analysis, Bazier and B Spline curves, Guassian Quadrature, Adaptive integrators, multiple integration, Cubic splines, Boundary value problem, numerical solution of partial differential equations, and approximation of function. Stochastic simulation: Generating uniform random variables, partial and general methods for non-uniform random variables, testing random numbers, building simulation models, variance reduction and statistical validation techniques.

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