ET601: Computer Applications for Engineers

Synopsis

This course introduces engineers to the practical aspects of constructing computerized simulation studies to analyze and interpret real phenomena. This course explains how a computer can be used to generate random numbers, and how to use these random numbers to generate the behavior of a stochastic model over time. It presents the statistics needed to analyze simulated data as well as that needed for validating the simulation model.

Announcements

• On Feb 19 and Feb 26, ET601 will start at 10:40AM.
• No ET601 class on Jan 15 and Feb 5.
• On Jan 8, ET601 lectures will be given in Room BKD 3511.
• No class on Dec 25 and Jan 1. Class resumes on Jan 8.
• No class on Dec 4. Therefore, HW1 due date is changed to Dec 11.
• Welcome to ET601! Feel free to look around this site.

General Information

• Instructor: Asst. Prof. Dr.Prapun Suksompong (prapun@siit.tu.ac.th)
  • Office: BKD3601-7
  • Dr.Prapun's timetable for 2013/2
    • Dr.Prapun's official timetable for 2013/2
  • Office Hours:
    • Wednesday 9:30-11:30
      
    • Wednesday 16:00-17:00
      
    • Thursday 14:40-16:00
      
• Course Syllabus
• Textbook: [Ross] Simulation, 5th edition by S. M. Ross. Academic Press, 2012
• References
• Simulation, 4th edition by S. M. Ross. Elsevier, 2006: Call No. QA273 R82 2006
• [MFAT] MATLAB Fundamentals: Academic Tutorial (Interactive MATLAB Tutorials)
  • Slides: List of topics (Distributed in class)
• MATLAB Primer (2013b)
• MATLAB Primer, 8th edition by T. A. Davis. CRC Press, 2010.
  • Seventh Edition by T. A. Davis and K. Sigmon: Call No. QA297 D38 2005
  • Third Edition by K. Sigmon (Free)
  • Second Edition by K. Sigmon (Free)
• Free textbook: Cleve Moler. Numerical Computing with MATLAB. SIAM, 2004
  • Revised Reprint edition, 2008
• Free textbook: Introduction to Probability by Charles M. Grinstead and J. Laurie Snell
• Henk Tijms. Understanding Probability: Chance Rules in Everyday Life. Cambridge University Press, 3rd edition, 2012. Call No. QA273 T48 2012
• Random signals for engineers using MATLAB and Mathcad / Richard C. Jaffe. Call No. TK5102.9 J34 2000
• Free book: Peter Olofsson, Probabilities The Little Numbers That Rule Our Lives, Wiley, 2006

Handouts and Course Material

• Slides: Introduction to ET601 [Posted at 8 PM on Nov 13]
• OneNote: Introduction to ET601 [Posted at 8:30 PM on Nov 13]
• MATLAB: The list of expressions that were demo-ed on Nov 13. [Posted at 12:40 PM on Nov 14]
• Slides: Basic MATLAB Programming (Distributed in class)
  • Annotated version [Posted @ 12PM on Dec 10]
• Slides: Basic MATLAB Programming (Part 2) (Distributed in class)
  • Annotated version [Posted @ 5PM on Dec 11]
  • Script: SumofTwoDice
• Event-Based Probability Theory (Distributed in class)
  • Annotated version [Posted @ 9AM on Dec 19; Updated @5PM on Jan 8]
  • Slides: Event-Based Probability Theory [Posted @11AM on Dec 20; Updated @5PM on Jan 8 and @ 4PM on Jan 22]
• Slides: Random Variable (and MATLAB Symbolic Math Toolbox) (Distributed in class)
  • Annotated version [Posted @ 4PM on Jan 22]
• Slides: Random Variable: Families, Entropy, and Generation (Distributed in class)
  • Annotated version [Posted @ 4PM on Feb 12; Updated @ 9:30AM on Feb 20]
• Slides: Generating Random Variables (Distributed in class)
  • Annotated version [Posted @ 9:30AM on Feb 20; Updated @ 1PM on Feb 27]
  • Onenote: Generating discrete RVs [Posted @ 1PM on Feb 25]
  • Solution of the in-class exercise #1 [Posted @ 1:30PM on Feb 27]
  • Onenote: Generating continuous RVs (including solution of in-class exercise #2) [Posted @ 1PM on Feb 27]
  • m-file: Rejection_PositiveGaussian.m
  • Slides: Supplementary materials (Distributed in class)
• Onenote: Generating discrete events [Posted @ 11AM on Mar 17]
• Onenote: Monte-Carlo Integration [Posted @ 11AM on Mar 17]

Exercises and Projects

1. HW1 (Due: Dec 11, 1PM)
   • Solution
2. HW2 (Due: Dec 18, 1PM)
   • Script: SumofTwoDice
   • Solution
3. HW3 (Due: Jan 8, 1PM)
   • Solution
   • Script: Monty_Sol
   • Script: Monty_Crawl_Sol
4. HW4 (Due: Jan 15, 1PM)
   • Solution
5. HW5 (Due: Jan 29, 1PM)
   • Solution
6. First Project (15%):
   • Selection of topics
7. HW6 (Due: Feb 27, 1PM)
   • Solution
8. Second project (35%)
   • Introduction and Instructions (Updated @ 1:30PM on Feb 27)
   • sampleX_1e5t.mat, sampleX_1e6t.mat, sampleX_1e7t.mat

Reading Assignment

1. [MFAT] Lesson 1 (Introduction), Lesson 2 (Working with the MATLAB User Interface), Lesson 3 (Variables and Expressions)
2. [MFAT] Lesson 4 (Analysis and Visualization with Vectors), Lesson 5 (Analysis and Visualization with Matrices), Lesson 6 (Automating Commands with Scripts)
3. [Ross] Sections 2.1-2.6, 2.8-2.9, 3.1, 4.1

Calendar

Misc. Links

• MIT OpenCourseWare > Electrical Engineering and Computer Science > 6.094 Introduction to MATLAB (January (IAP) 2009)

• Video: Probability 101
• P. Olofsson, Probabilities: the little numbers that rule our lives. Hoboken, N.J.: Wiley, 2010. (free)
• More information about theMonty Hall Problem
  • Video: The Monty Hall Problem Explained
• Video: The Monty Hall Problem
• Video: Monty Hall Problem: Numb3rs and 21
• Paper: Monty Hall, Monty Fall, Monty Crawl
• Articles: How Random is the iPod Shuffle? [HowStuffWorks]; Is iTunes’ Shuffle Mode Truly Random?[About.com]; iTunes: Just how random is random?[CNET.com.au, 2007]; My IPod for a Random Playlist [wired.com, 2005];
• Free educational software: Orstat2000
  • Originally developed to promote probability and operations research in the senior forms of Dutch high schools (and early college).
  • Contain modules for coin-tossing, central limit theorem, etc.
• Probability review from MATH REVIEW for Practicing to Take the GRE General Test
• Generation of random numbers
  • Article: Park, S.K., and K.W. Miller. "Random Number Generators: Good Ones Are Hard to Find." Communications of the ACM, 31(10):1192–1201. 1998.
  • Article: C. Moler, Random thoughts, "10^435 years is a very long time", MATLAB News and Notes, Fall, 1995
  • Article: Ziggurat algorithm generates normally distributed random numbersdescribing the ziggurat algorithm introduced in MATLAB version 5.
• Quotations about Statistics
• Video: Statistics - Dream Job of the next decade
• MATLAB
  • Video: Controlling Random Number Generation
  • Free online book: Cleve Moler, Experiments with MATLAB, 2008
  • Free textbook: Cleve Moler,Numerical Computing with MATLAB, 2004
• Google Calculator (Cheat Sheet)
• Sometimes the easiest way to get information on a counting problem is to compute a few small values of a function, then look for a match at the sequence server; if you find a hit, you can sometimes get citations to the literature.
• Prapun's Notes on Probability Theory (Cornell Version)
• Learn the Greek Alphabet in less than 10 minutes
• The Greek Alphabet Song