New Jersey Institute of Technology
Department of Mathematical Sciences

Math 448, Stochastic Simulation
Fall 2014

Instructor: David J. Horntrop 

Contact Information: 520 Cullimore Hall, 596-5678,,

Office Hours:

  2:15pm - 3:45pm Thurs.
  4:00pm - 5:30pm Fri.
  or by appointment


Sheldon Ross, Simulation, Fifth Edition
Prerequisites: Introductory probability (Math 244 or 333), numerical methods (Math 340), and the ability to program a computer in a language such as Fortran or C.

Examinations: There will be a midterm examination and a final examination. The midterm examination will occur before the "drop'' deadline. The final examination date, time, and location will be determined by the university.

Homework: Homework assignments/projects will be given frequently; many will involve writing computer programs in a computer language such as C or Fortran. Each assignment must be turned in at the beginning of class. Late assignments are NOT accepted. Early assignments are always welcomed and are appropriate for preplanned absences from class. Even though not every problem in an assignment may be graded, you are expected to attempt all of them. As a standing assignment, you should read the relevant sections of the textbook prior to lecture.

Quizzes: From time to time, quizzes may be given. Make up quizzes are NOT given.

Grading: The midterm examination will represent 35% of your grade. The final examination will also be worth 35% of your grade. The remaining 30% of your grade will be determined by your homework/quizzes/projects; in calculating this quantity, I will drop your one lowest homework or quiz score from throughout the semester.

Attendance: Attendance at and participation in all lectures is expected. If you know in advance that you will be absent from class for a legitimate reason, please tell me prior to your absence so that appropriate arrangements (if any) can be made. Tardiness to class is very disruptive of the classroom environment and should be avoided.

Academic Integrity Code: The NJIT Academic Integrity Code applies to all activities associated with the course, including but not limited to homework, quizzes, examinations, and projects. As an example, when you submit a homework assignment, you are certifying that your paper contains only your work and is not copied from other people or sources.

Course Topics: Major topics for this course include: