Operational Research / Investigação Operacional
Simulation (Monte Carlo) % = Computation

01' • Exa.s: %; truck with sacks %; bag of oranges %; fishes on Venus %

02' • π [at Boston Univ.] • (Is Java safe ? No) Aeronautics... (See the [don't] "Download Applet".)

03' • Stanislaw Ulam: |MC in practice| (slides 19–22) • When not to use mc: two Gaussian bars.xlsx. If you insist, 'sum of 2 Gaussians' %

04' • Random number generation: mid-square.xls; NY Times, 'randu'.Pdf; |"linear congruential".xls| (μ, σ of uniform.pdf) • |Kruskal.pdf|: UMass-L(5), #SFU(1) • Coin flipping H&L5: 21.1.sim.Pdf (3 Mb), .xls

05' • Simulation methods: inversion routine.pdf ; math tools.pdf • ◊|Excel frequency.xls|

06' • Exponential, Gauss, triangular variables.xlsx (2 exp.s.xlsx) (the lens…) • Box-Muller, .xlsx %

07' • Simulate some variables; Gaussian inversion.pdf • ||Truncated Gaussian.xlsx||

08' • RNG: [EckerKup468].Pdf (4 Mb); (RNG.pdf). Prb.s Sim 1–4.pdf. • Acceptance-rejection.pdf. Parabolic variable %.

09' • Histograms: two styles.xls (search "two") • (Review: trucks, oranges) • Table legs.xls % • Can level.xlsx • Light bulbs.xls, Quality % • DiscreteVariables.xlsx • Random m..n.xls • Monte Carlo integration

10' • Cases: hopper (G, P) / cone bottom cylinder / tank wagons (W) / can filling • Tank wagons.xls ('discrete & continuous' variables).

11' • General: Ellipse, for Excel with macros: '.xlsm'. See also Computing/Misc./MS Office for macros (UDF) and sliders.

* Revisions • Simulation of distance.xlsx in a circle (COUNTIF) • "Julia".pdf.

12' • How to snatch into Excel • How to pilfer a 'ppsx' ? (save 'ppsx', start PP, open 'ppsx', etc.). See DePaul (Queueing).

13' • Exam problems: cinetica.jpg, .xlsx; Plymax.jpg; exam1.pdf

• mc, Monte Carlo • WolfrMW, Wolfram MathWorld (Mathematica)

• Bibliography  H&L [Hillier & Lieberman, 2005]; BronNaad [Bronson & Naadimuthu, 1997]; Chen et al. [Chen et al., 2010 (book !)]; EckerKup [Ecker & Kupferschmid, 1988]; Sultan [Sultan, 1993] • Mathematica, MathWorld, Integrator, Functions Site
• NIST/SEMATECH e-Handbook of Statistical Methods • ASQ

2009simul .xls • Exam: previous page Math. symbols
  %, to compute; §, inoper'l; #, unlinked
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Created: ~1999 — Last modified: 2020-10-20