620-131 Scientific Programming & Simulation

Passing 620-131 precludes subsequent credit for 620-152 or 620-160.

One of 620-120 (UMEP Maths for High Achieving Students), 620-121, 620-140, 620-141, 620-211.

Many real world phenomena - financial markets, insurance risk, gambling, telecommunications networks - are best modelled as random processes involving uncertainty. They can be studied by performing a computer simulation of the process and treating the results as the outcome of an experiment.

In this subject, students develop high order problem-solving skills for tackling problems with an uncertain or random component. They learn how to select probability models to describe real world processes. They learn the basics of a general-purpose programming language, so they can implement computer simulations.

Students completing the subject develop the ability to read, write, debug and adapt simple computer programs, using techniques including conditional branching, loops, arrays and subroutines. They learn about convergence of sequences and series, and applications of convergence to solving equations. They learn to carry out probability calculations using standard distributions arising from Bernoulli trials and to write programs to simulate these processes. They compare traditional and Monte Carlo methods of numerical integration.

Computer laboratory tasks during practical classes (16%); project work due during the semester (14%); a 3-hour written examination in the examination period (70%).