STAT 340/CS 437 (Winter 2003)

Computer Simulation of Complex Systems

Software

Numerical recipes in C free online copies of Numerical Recipes in C

MATLAB: A SIMPLE TUTORIAL.

My defined Matlab functions demonstrated in class are available here.

Simulate in the NEXUS LAB.

If you do not find "Simul8" in their Start menu, under "Math & Scientific", then you can get at "Simul8" directly by
clicking [Start] then [Run] and typing:

"c:\program files\simul8\simul8" <- The quotes (") are needed because of the space ( )
_____________________________________________________________________

SIMUL8 is available on most Math machines on the 3rd floor of M&C according to column 24 of the "installed software report":

http://www.eng/~ray/packages_nexus_Math.html

If you do not discover it on a machine they try then try another PC at least 2 away from the one you tried to avoid
a second disappointment.

Some Examples:

Linear congruential generator lcg.m

one server queue example: oneservQ.m departure.m arrival.m

Montreal Power system simulation lifepowr.m

SCRIPTS: script1.m script2.m script8.m script10.m script3.m script3b.m script4.m script8.m script9.m script11.m

• inventory.m Inventory managment example:
• lambda.m intensity function for nonhomogeneoous Poisson process example
• arrival.m arrival module for one-sesrvier queue
• lcg.m linear congruential generator
• chisquared.m simulates distribution of chi-squared statistic for multinomial(16,(.25.25.25.25))
• lifepowr.m function for simulating the lifetime of the Montreal Power grid
• demand.m module for inventory problem
• nonhomopp.m Nonhomogeneous Poisson process
• departure.m departure module for one-server queue
• optimal.m optimal allocation of sample size for stratified sample
• simulateksdist.m simulates Kolmogorov-Smirnov and Anderson-Darling statiatic for exponential fit to data
• fn.m a short form for the call option price function
• order.m the order module for inventory function
• gg.m control variate for option pricing example
• plotsurface.m
• stratified.m stratified sample
  ginverse.m
• repair_facility.m repair facility example
• wigglyfn.m a function with many modes for maximization
• hastings.m
• script1.m
• importance.m gnerates an importance sampling estimator
• importancedens.m importance sample density for use in importance.m
• halton.m generates a halton low discrepancy sequence

Matlab is available for personal use PC and Unix platforms, at a cost of 15 dollars. It's also available on the undergrad unix environment. See IST's web page for matlab for some local information, including how to get the software, and several introductory guides.

Another online introduction is available at Michigan technological university.

LAST EDITED: March 13, 2003