Introduction to Modeling and Simulation

Preface

This book grew out of a one‐semester course, Engineering Modeling and Simulation, in the Systems Engineering and Management Master of Science degree program at the University of Texas at Dallas. In the spring 2020 semester I was asked to teach this course after the previous instructor left the university, and it has been an enjoyable experience both to teach topics familiar to me and to prepare topics that I had never taught before. My vision in developing this text is to introduce students to a broad range of topics in mathematical modeling that can prepare them for deeper studies of one or more of these topics in subsequent courses. The individual topics in the text were chosen with this in mind, partly based on the availability of more advanced courses in our own curriculum. At the same time, I wanted to include enough material so that the students acquire a basic understanding of each topic whether or not they continue their studies beyond the present text. The emphasis is on systems concepts rather than proofs. I include proofs if doing so adds some particular insight. Otherwise, proofs are either omitted, with pointers to the literature, or else included in the appendix.

The intended audience for this text includes advanced undergraduates and beginning graduate students in science, engineering, management, or mathematics. I assume that the students have a basic knowledge of calculus, linear algebra, probability theory, and differential equations, as well as some ...