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scientificComputing/simulations/lecture/simulations.tex

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\chapter{Simulations}
\label{simulationschapter}
\exercisechapter{Simulations}
The real power of computers for data analysis is the possibility to
run simulations. Experimental data of almost unlimited sample sizes
can be simulated in no time. This allows to explore basic concepts,
like the ones we introduce in the following chapters, with well
controlled data sets that are free of confounding pecularities of real
data sets. With simulated data we can also test our own analysis
functions. More importantly, by means of simulations we can explore
possible outcomes of our planned experiments before we even started
the experiment or we can explore possible results for regimes that we
cannot test experimentally. How dynamical systems, like predator-prey
interactions or the activity of neurons, evolve in time is a central
application for simulations. Only with the availability of computers
in the second half of the twentieth century was the exciting field of
nonlinear dynamical systems pushed forward. Conceptually, many kinds
of simulations are very simple and are implemented in a few lines of
code.
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\section{Univariate data}
The most basic simulation is to draw random numbers from a given
distribution. This simulates repeated measurements of some quantity
(e.g., weight of tigers or firing rate of a neuron). That is we take
samples from a statistical population. Doing so we must specify from
which probability distribution the data should originate from and what
are the parameters (i.e. mean, standard deviation, ...) of that
distribution.
For drawing numbers from a normal distribution we use the
\code{randn()} function. This function returns normally distributed
numbers with zero mean and unit standard deviation. For changing the
standard deviation we need to multiply the returned data values with
the required standard deviation. For changing the mean we just add the
desired mean to the random numbers.
\begin{equation}
x_i = \mu + \sigma \xi_i
\end{equation}
draw (and plot) random numbers
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\section{Static nonlinearities}
draw (and plot) random functions
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\section{Dynamical systems}
\begin{itemize}
\item euler forward, odeint
\item introduce derivatives which are also needed for fitting (move box from there here)
\end{itemize}
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\section{Summary}
with outook to other simulations (cellular automata, monte carlo, etc.)
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\printsolutions