Simulation Basic

Computer Simulation
Industrial Engineering Department
Petra Christian University
 Types of Simulation
• Static VS Dynamic
• Stochastic VS Deterministic
• Discrete event VS Continuous
 Static VS Dynamic
Static simulation :
Not based on time
Random sample to generate statistical
outcome

Dynamic simulation:
Include the passage of time
State changes as they occur over time
 Stochastic VS Deterministic
Stochastic / Probabilistic simulation:
One or more input variables
Produce output that is random

Deterministic simulation:
No random input
All future states are determined
 Random Behavior
Probability distribution
Predicting random variable values
Need type of distribution & parameters
Random variate = a value from a distribution
Can be discrete or continuous
 Generating Random Numbers
Random behavior
Random number generator
Sequence of numbers repeatedly
Pass statistical test for randomness

Note: figure 3.3

 Linear Congruential Generators (LCG)

Recursive formula for integers Z1, Z2, Z3, …

Zi = (aZi-1+c)mod(m)
Where:
a : multiplier
c : incrementnon-negative integers
m : modulus
Z0 : seed / starting value
Zi bounden by 0≤ Zi ≥m-1
 Linear Congruential Generators (LCG)

Maximum cycle length  m

Type of LCG:
1. Mixed Congruential Generators (c>0)
2. Multiplicative Congruential Generators (c=0)