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By Jose Garcia-Cuerva

The programme of the convention at El Escorial incorporated four major classes of 3-4 hours. Their content material is mirrored within the 4 survey papers during this quantity (see above). additionally integrated are the 10 45-minute lectures of a extra really expert nature.

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Harmonic Analysis and Partial Differential Equations

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In 26 1. " For most purposes, the strings generated can be regarded as genuinely random. This is discussed briefly in Chapter 6 and at length by Knuth (1981) and Niederreiter (1978). Pseudorandom number generators have the great advantage that the random number strings can be reproduced exactly, without storing them. Starting from the same seed, the first number in the string, suffices. This can be used to improve the design of certain simulation experiments, as indicated in Chapter 2. It is also of great importance when debugging simulation programs, because runs can be repeated in case of aberrant behavior.

The trade-off he has to make is between simple algorithms and long step sizes, which can given highly inaccurate results, and , on the other hand, sophisticated algorithms and short step lengths, which can lead to expensive computations . Computation speed may also be important if the model is part of a real-time system. In other words, continuous simulation generally poses problems not only of statistics but also of numerical analysis. Several good introductions to continuous simulation can be found elsewhere: see, for instance, Chu (1969), which gives, besides a number of true simulations, many examples of the application of a continuous simulation package to purely mathematical problems.

Chapters 2 and 3 discuss general principles for experimental design and estimation , but obviously no systematic treatment of ad hoc techniques is possible. 9 illustrates a few of the latter. Common sense helps. 30 1. Introduction Remove logical dependencies among inputs. Remember that a simulation for a given horizon supplies information for all shorter horizons. he confide~ce intervals produced. Often this more than compensates for their complexity. 15 and in Chapter 3. 7. Clock Mechanisms Roughly, there are two types of discrete-event simulation : static and dynamic.

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